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~isPartOf:"The journal of futures markets"
~language:"deu"
~language:"eng"
~person:"Bach, Stefan"
~person:"Caporale, Guglielmo Maria"
~person:"Kumbhakar, Subal"
~person:"Lien, Da-hsiang Donald"
~person:"Williams, Colin C."
~type_genre:"Article in journal"
~type_genre:"Article"
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Hedging
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Bach, Stefan
Caporale, Guglielmo Maria
Kumbhakar, Subal
Lien, Da-hsiang Donald
Williams, Colin C.
Webb, Robert I.
29
Frino, Alex
19
Fung, Joseph K. W.
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The journal of futures markets
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
137
DIW Wochenbericht
119
Vierteljahrshefte zur Wirtschaftsforschung
43
International review of economics & finance : IREF
34
Economics letters
31
Journal of developmental entrepreneurship : JDE ; a publication devoted to issues concerning microenterprise development
31
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
30
Journal of productivity analysis
25
Wirtschaftsdienst
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
European journal of operational research : EJOR
23
Applied economics
22
DIW Economic Bulletin
22
Applied economics letters
16
International review of financial analysis
16
Journal of econometrics
16
Applied financial economics
15
The North American journal of economics and finance : a journal of financial economics studies
15
Economic modelling
14
International journal of entrepreneurship and small business
14
Research in international business and finance
14
Finance research letters
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The service industries journal
12
International journal of finance & economics : IJFE
11
Journal of economics and finance
11
Journal of international money and finance
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
International entrepreneurship and management journal
10
International journal of social economics
10
Journal of applied econometrics
10
Journal of international financial markets, institutions & money
10
Econometric reviews
9
Journal of economic studies
9
DIW Weekly Report
7
DIW weekly report : economy, politics, science : a policy bulletin from the German Institute for Economic Research
7
Employee relations
7
Journal of forecasting
7
Journal of regulatory economics
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ECONIS (ZBW)
51
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1
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51
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Effects of omitting information variables on optimal hedge ratio estimation : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 795-800
Persistent link: https://www.econbiz.de/10003985095
Saved in:
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