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~isPartOf:"Applied economics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Lepone, Andrew"
~person:"Lien, Da-hsiang Donald"
~subject:"Theorie"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Article"
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Lepone, Andrew
Lien, Da-hsiang Donald
Aizenman, Joshua
32
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Applied economics
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1
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
2
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
3
Confucius Institute's effects on international travel to China : do cultural difference or institutional quality matter?
Lien, Da-hsiang Donald
;
Yao, Feng
;
Zhang, Fan
- In:
Applied economics
49
(
2017
)
34/36
,
pp. 3669-3683
Persistent link: https://www.econbiz.de/10011778760
Saved in:
4
Uncertainty and liquidity in corporate bond market
Guo, Liang
;
Lien, Da-hsiang Donald
;
Hao, Maggie
;
Zhang, …
- In:
Applied economics
49
(
2017
)
47
,
pp. 4760-4781
Persistent link: https://www.econbiz.de/10011844790
Saved in:
5
The effects of China's split-share reform on firms' capital structure choice
Guo, Liang
;
Dai, Ya
;
Lien, Da-hsiang Donald
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2530-2549
Persistent link: https://www.econbiz.de/10011591296
Saved in:
6
Estimation of market information shares : a comparison
Lien, Da-hsiang Donald
;
Wang, Zijun
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011569017
Saved in:
7
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
8
Production and anticipatory hedging under time-inconsistent preferences
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 961-985
Persistent link: https://www.econbiz.de/10011392715
Saved in:
9
Dynamic dependence between liquidity and the S&P 500 index futures-cash basis
Lien, Da-hsiang Donald
;
Lim, Gerui
;
Li, Yang
;
Zhou, Chunyang
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10009725623
Saved in:
10
A note on the performance of regime switching hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 389-396
Persistent link: https://www.econbiz.de/10010218779
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