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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:"The journal of futures markets"
~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Miller, Norman C."
~person:"Phillips, Peter C. B."
~person:"Vasishtha, Garima"
~person:"Warnock, Francis E."
~subject:"Commodity derivative"
~subject:"Currency derivative"
~subject:"Monetary policy news"
~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
Monetary policy news
Stochastischer Prozess
Theory
United States
Theorie
46
Hedging
37
Derivat
21
Derivative
21
USA
19
Capital mobility
7
Geldpolitik
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7
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Frey, Bruno S.
Lien, Da-hsiang Donald
Miller, Norman C.
Phillips, Peter C. B.
Vasishtha, Garima
Warnock, Francis E.
Daigler, Robert T.
13
Brorsen, B. Wade
12
Kolb, Robert W.
12
Baltagi, Badi H.
11
Kit, Pong Wong
11
Tse, Yiuman
11
Wang, George H. K.
11
Webb, Robert I.
11
Aizenman, Joshua
10
Baillie, Richard
10
Gupta, Rangan
10
Kumbhakar, Subal
10
Taylor, Mark P.
10
Turnovsky, Stephen J.
10
Frino, Alex
9
Gay, Gerald D.
9
Locke, Peter R.
9
Ma, Christopher K.
9
Raj, Baldev
9
Chance, Don M.
8
Gil-Alaña, Luis A.
8
Koedijk, Kees
8
Kurov, Alexander
8
Lothian, James R.
8
Bali, Turan G.
7
Cheung, Yin-Wong
7
Chinn, Menzie David
7
Edwards, Franklin R.
7
Goodwin, Barry K.
7
Irwin, Scott H.
7
Kahl, Kandice H.
7
Lioui, Abraham
7
MacDonald, Ronald
7
Poitras, Geoffrey
7
Sarno, Lucio
7
Schneeweis, Thomas
7
Sercu, Piet
7
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6
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of international money and finance
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
International review of financial analysis
7
The econometrics journal
7
Applied economics
6
Economics letters
6
Journal of applied econometrics
6
Oxford bulletin of economics and statistics
6
Public choice
6
Journal of economic behavior & organization : JEBO
5
Journal of economic surveys
5
The North American journal of economics and finance : a journal of financial economics studies
5
European economic review : EER
4
International economic review
4
Journal of cultural economics
4
Journal of economics and finance
4
The American economic review
4
Applied financial economics
3
Finance research letters
3
Journal of empirical finance
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European journal of political economy
2
Federal reserve bulletin
2
Global finance journal
2
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ECONIS (ZBW)
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21
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:
22
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:
23
Spot-futures spread, time-varying correlation, and hedging with currency futures
Lien, Da-hsiang Donald
;
Yang, Li
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 1019-1038
Persistent link: https://www.econbiz.de/10003391975
Saved in:
24
Can exchange rate variations or trade policy alter the equilibrium current account?
Miller, Norman C.
- In:
Journal of international money and finance
24
(
2005
)
3
,
pp. 465-480
Persistent link: https://www.econbiz.de/10002738506
Saved in:
25
A note on the superiority of the Ols hedge ratio
Lien, Da-hsiang Donald
- In:
The journal of futures markets
25
(
2005
)
11
,
pp. 1121-1126
Persistent link: https://www.econbiz.de/10003222767
Saved in:
26
Comparing alternative assumptions on the term structure of futures prices : reply
Roon, Frans de
;
Veld- Merkoulova, Yulia
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1101-1104
Persistent link: https://www.econbiz.de/10002248581
Saved in:
27
Hedging long-term commodity risk : a comment
Lien, Da-hsiang Donald
;
Wang, Yan
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1093-1099
Persistent link: https://www.econbiz.de/10002248560
Saved in:
28
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:
29
Optimal bidding and hedging in international markets
Lien, Da-hsiang Donald
;
Kit, Pong Wong
- In:
Journal of international money and finance
23
(
2004
)
5
,
pp. 785-798
Persistent link: https://www.econbiz.de/10002138774
Saved in:
30
Disappointment aversion equilibrium in a futures market
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The journal of futures markets
23
(
2002
)
2
,
pp. 135-150
Persistent link: https://www.econbiz.de/10001762667
Saved in:
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