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~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
51
Hedging
38
Derivat
22
Derivative
22
USA
21
Estimation theory
9
Schätztheorie
9
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7
Volatilität
7
Estimation
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Schätzung
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Article
65
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Article in journal
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Aufsatz in Zeitschrift
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65
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Bali, Turan G.
Frey, Bruno S.
Lien, Da-hsiang Donald
Miller, Norman C.
Phillips, Peter C. B.
Vasishtha, Garima
Daigler, Robert T.
13
Brorsen, B. Wade
12
Kolb, Robert W.
12
Taylor, Mark P.
12
Baltagi, Badi H.
11
Gil-Alaña, Luis A.
11
Kit, Pong Wong
11
Kumbhakar, Subal
11
Tse, Yiuman
11
Wang, George H. K.
11
Webb, Robert I.
11
Aizenman, Joshua
10
Baillie, Richard
10
Cheung, Yin-Wong
10
Franses, Philip Hans
10
Gupta, Rangan
10
MacDonald, Ronald
10
Turnovsky, Stephen J.
10
Frino, Alex
9
Gay, Gerald D.
9
Hendry, David F.
9
Locke, Peter R.
9
Ma, Christopher K.
9
Raj, Baldev
9
Banerjee, Anindya
8
Caporale, Guglielmo Maria
8
Chance, Don M.
8
Koedijk, Kees
8
Kurov, Alexander
8
Lothian, James R.
8
Sarno, Lucio
8
Warnock, Francis E.
8
Chinn, Menzie David
7
Edwards, Franklin R.
7
Goodwin, Barry K.
7
Irwin, Scott H.
7
Kahl, Kandice H.
7
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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
Applied financial economics
3
Finance research letters
3
Swiss journal of economics and statistics
3
The American economic review
3
The journal of socio-economics
3
The review of economic studies
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Constitutional political economy
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Defence and peace economics
2
Economia delle scelte pubbliche : SP
2
Economic inquiry : journal of the Western Economic Association International
2
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ECONIS (ZBW)
65
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1
Comment on "Monetary policy news in the U.S. : effects on emerging market capital flows"
Hale, Galina
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012799285
Saved in:
2
Reprint: comment on monetary policy news in the U.S. : effects on emerging market capital flows
Hale, Galina
- In:
Journal of international money and finance
114
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012888476
Saved in:
3
Reprint: monetary policy news in the US : effects on emerging market capital flows
Dahlhaus, Tatjana
;
Vasishtha, Garima
- In:
Journal of international money and finance
114
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012888440
Saved in:
4
Monetary policy news in the US : effects on emerging market capital flows
Dahlhaus, Tatjana
;
Vasishtha, Garima
- In:
Journal of international money and finance
109
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012404031
Saved in:
5
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:
6
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:
7
Specification sensitivity in right-tailed unit root testing for explosive behaviour
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
3
,
pp. 315-333
Persistent link: https://www.econbiz.de/10010474929
Saved in:
8
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:
9
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
Saved in:
10
A note on utility-based futures hedging performance measure
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
Saved in:
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