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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of common market studies : JCMS"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The journal of futures markets"
~language:"ara"
~language:"eng"
~language:"sqi"
~person:"Lien, Da-hsiang Donald"
~subject:"EU-Staaten"
~subject:"Firm performance"
~subject:"Großbritannien"
~subject:"Index"
~subject:"Internationale Wirtschaftsbeziehungen"
~subject:"Monetary policy"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Konferenzschrift"
~type_genre:"No longer published / No longer aquired"
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Lien, Da-hsiang Donald
McMillan, David G.
16
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12
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12
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Applied financial economics
Journal of common market studies : JCMS
Journal of macroeconomics
The journal of futures markets
International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
3
International review of financial analysis
3
Journal of economics and finance
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Finance research letters
2
Journal of forecasting
2
Journal of regulatory economics
2
Pacific-Basin finance journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in futures and options research : a research annual
1
Applied economics letters
1
China economic review : an international journal
1
Contemporary economic policy : a journal of Western Economic Association International
1
Economic modelling
1
International journal of financial markets and derivatives
1
International journal of managerial finance : IJMF
1
Journal of emerging markets
1
Journal of international financial markets, institutions & money
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Oxford bulletin of economics and statistics
1
Quarterly journal of business and economics : QJBE
1
Review of Pacific Basin financial markets and policies
1
Review of quantitative finance and accounting
1
The energy journal
1
The financial review : the official publication of the Eastern Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
14
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1
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:
2
Exchange-traded funds, liquidity and volatility
Krause, Timothy
;
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1617-1630
Persistent link: https://www.econbiz.de/10010460931
Saved in:
3
Price discovery in interrelated markets
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
Saved in:
4
Dynamic and asymmetric dependences between Chinese Yuan and other Asia-Pacific currencies
Lien, Da-hsiang Donald
;
Wu, Chongfeng
;
Li, Yang
;
Zhou, …
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 696-723
Persistent link: https://www.econbiz.de/10009779089
Saved in:
5
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:
6
A note on asymmetric stochastic volatility and futures hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 607-612
Persistent link: https://www.econbiz.de/10002846402
Saved in:
7
A note on price futures versus revenue futures contracts
Lien, Da-hsiang Donald
;
Hennessy, David A.
- In:
The journal of futures markets
24
(
2004
)
5
,
pp. 503-512
Persistent link: https://www.econbiz.de/10002012506
Saved in:
8
Hedging downside risk under asymmetric taxation
Lien, Da-hsiang Donald
;
Metz, Michael
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 361-374
Persistent link: https://www.econbiz.de/10001485229
Saved in:
9
Estimating cash settlement price : the bootstrap and other estimators
Cita, John
- In:
The journal of futures markets
17
(
1997
)
6
,
pp. 617-632
Persistent link: https://www.econbiz.de/10001228030
Saved in:
10
Estimating multiperiod hedge ratios in cointegrated markets
Lien, Da-hsiang Donald
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 909-920
Persistent link: https://www.econbiz.de/10001158681
Saved in:
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