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~isPartOf:"Applied financial economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The journal of futures markets"
~person:"Bali, Turan G."
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Miller, Norman C."
~person:"Phillips, Peter C. B."
~person:"Vasishtha, Garima"
~subject:"Commodity derivative"
~subject:"Currency derivative"
~subject:"Stochastischer Prozess"
~subject:"Theory"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Aufsatz in Zeitschrift"
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Commodity derivative
Currency derivative
Stochastischer Prozess
Theory
United States
Theorie
52
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41
Derivat
24
Derivative
24
USA
21
Estimation theory
9
Schätztheorie
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8
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Bali, Turan G.
Frey, Bruno S.
Lien, Da-hsiang Donald
Miller, Norman C.
Phillips, Peter C. B.
Vasishtha, Garima
Madura, Jeff
15
Taylor, Mark P.
15
Gil-Alaña, Luis A.
14
MacDonald, Ronald
14
Brorsen, B. Wade
13
Daigler, Robert T.
13
Caporale, Guglielmo Maria
12
Gupta, Rangan
12
Kolb, Robert W.
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Tse, Yiuman
12
Baltagi, Badi H.
11
Franses, Philip Hans
11
Kit, Pong Wong
11
Kumbhakar, Subal
11
Wang, George H. K.
11
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11
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10
Baillie, Richard
10
Chatrath, Arjun
10
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Turnovsky, Stephen J.
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9
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9
Hendry, David F.
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Ma, Christopher K.
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Kurov, Alexander
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Leybourne, Stephen James
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Applied financial economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of international money and finance
Oxford bulletin of economics and statistics
The journal of futures markets
Journal of econometrics
38
Econometric theory
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
International review of economics & finance : IREF
13
Econometric reviews
8
Homo oeconomicus : HOE ; journal of behavioral and institutional economics
8
Journal of institutional and theoretical economics : JITE
8
Economics letters
7
International review of financial analysis
7
Journal of applied econometrics
7
The econometrics journal
7
Applied economics
6
Journal of banking & finance
6
Public choice
6
Journal of economic behavior & organization : JEBO
5
Journal of economic surveys
5
Journal of financial and quantitative analysis : JFQA
5
The North American journal of economics and finance : a journal of financial economics studies
5
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
5
European economic review : EER
4
International economic review
4
Journal of cultural economics
4
Journal of economics and finance
4
Journal of empirical finance
4
The review of financial studies
4
Finance research letters
3
Swiss journal of economics and statistics
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The American economic review
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The journal of socio-economics
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The review of economic studies
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Advances in quantitative analysis of finance and accounting : a research annual
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Constitutional political economy
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Defence and peace economics
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Economia delle scelte pubbliche : SP
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Economic inquiry : journal of the Western Economic Association International
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11
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
12
A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
Saved in:
13
A new information share measure
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
29
(
2009
)
4
,
pp. 377-395
Persistent link: https://www.econbiz.de/10003817605
Saved in:
14
A further note on the optimality of the OLS hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 308-311
Persistent link: https://www.econbiz.de/10003699396
Saved in:
15
A note on estimating the benefit of a composite hedge
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 711-716
Persistent link: https://www.econbiz.de/10003715126
Saved in:
16
Optimal futures heading: quadratic versus exponential utility functions
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10003647714
Saved in:
17
Productivity shocks, the real exchange rate, and the euro puzzle
Miller, Norman C.
- In:
Journal of international money and finance
27
(
2008
)
4
,
pp. 499-515
Persistent link: https://www.econbiz.de/10003717291
Saved in:
18
Testing mean reversion in financial market volatility : evidence from S&P 500 index futures
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003746336
Saved in:
19
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 127-150
Persistent link: https://www.econbiz.de/10010190357
Saved in:
20
A new look at hedging with derivatives : will firms reduce market risk exposure?
Bali, Turan G.
;
Hume, Susan R.
;
Martell, Terrence F.
- In:
The journal of futures markets
27
(
2007
)
11
,
pp. 1053-1083
Persistent link: https://www.econbiz.de/10003627056
Saved in:
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