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~accessRights:"restricted"
~person:"Lee, Hsiu-chuan"
~subject:"Share price"
~subject:"Stock index"
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Share price
Stock index
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Volatility
4
Volatilität
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3
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3
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2
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Lee, Hsiu-chuan
Bouri, Elie
6
Hassan, M. Kabir
6
Qiao, Gaoxiu
6
Shaik, Muneer
6
Tiwari, Aviral Kumar
6
Wohar, Mark E.
6
Caldeira, João F.
5
Gupta, Rangan
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5
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4
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4
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4
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4
Lau, Chi Keung
4
Lien, Da-hsiang Donald
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Lu, Xinjie
4
Rajib, Prabina
4
Rodrigues, Paulo Jorge Maurício
4
Salisu, Afees A.
4
Sharma, Prateek
4
Yarovaya, Larisa
4
Zaremba, Adam
4
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3
Badshah, Ihsan Ullah
3
Barai, Parama
3
Biktimirov, Ernest N.
3
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3
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3
Chevallier, Julien
3
Djajadikerta, Hadrian Geri
3
Hkiri, Besma
3
Jawadi, Fredj
3
Jiang, Yuexiang
3
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3
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Pacific-Basin finance journal
2
International review of economics & finance : IREF
1
Review of quantitative finance and accounting
1
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ECONIS (ZBW)
4
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1
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
2
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
3
Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns
Chung, Chien-Ping
;
Liao, Tzu-Hsiang
;
Lee, Hsiu-chuan
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013209559
Saved in:
4
Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations
Hsu, Chih-Hsiang
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 600-621
Persistent link: https://www.econbiz.de/10012486839
Saved in:
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