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~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Lien, Da-hsiang Donald"
~person:"Ma, Feng"
~person:"Marcellino, Massimiliano"
~person:"Pierdzioch, Christian"
~person:"Sapir, André"
~person:"Taylor, Mark P."
~person:"Williams, Colin C."
~subject:"Capital income"
~subject:"EU countries"
~subject:"Volatilität"
~subject:"Wechselkurs"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Capital income
EU countries
Volatilität
Wechselkurs
Welt
Hedging
36
Theorie
35
Theory
35
Derivat
21
Derivative
21
USA
8
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8
Commodity derivative
5
Commodity exchange
5
Rohstoffderivat
5
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5
Estimation
4
Estimation theory
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Lien, Da-hsiang Donald
Ma, Feng
Marcellino, Massimiliano
Pierdzioch, Christian
Sapir, André
Taylor, Mark P.
Williams, Colin C.
Zhang, Jin E.
9
Daigler, Robert T.
8
Wang, George H. K.
6
Bali, Turan G.
5
Ederington, Louis H.
5
Fung, Joseph K. W.
5
Simon, David P.
5
Agarwalla, Sobhesh Kumar
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Chatrath, Arjun
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Robe, Michel A.
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Ryu, Doojin
4
Webb, Robert I.
4
Cai, Jun
3
Chen, Zhiyao
3
Cheung, Stephen Y. L.
3
Chiarella, Carl
3
Chou, Robin K.
3
Câmara, António
3
Doran, James S.
3
Elder, John
3
Fonseca, José da
3
Frino, Alex
3
Gray, Philip K.
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Guan, Wei
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Han, Liyan
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Hung, Mao-Wei
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Miao, Hong
3
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3
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Shu, Jinghong
3
Sultan, Jahangir
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The journal of futures markets
Discussion paper / Centre for Economic Policy Research
42
Energy economics
24
International review of financial analysis
22
Department of Economics working paper series
17
Kiel working paper
17
Applied economics
16
International review of economics & finance : IREF
15
Kieler Arbeitspapiere
15
Discussion papers / CEPR
14
Working papers / Innocenzo Gasparini Institute for Economic Research
13
Finance research letters
12
Kiel Working Paper
12
Applied economics letters
11
Economic modelling
11
IMF working paper
11
International journal of forecasting
11
Journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
11
EUI working paper / ECO
10
International journal of finance & economics : IJFE
10
Journal of international money and finance
10
Bruegel policy brief
9
The European journal of finance
8
Bruegel policy contribution
7
Discussion paper / Deutsche Bundesbank
7
Federal Reserve Bank of Cleveland working paper series
7
IMF working papers
7
Policy contribution
7
Applied financial economics
6
Working paper
6
Bruegel blueprint series
5
Economics letters
5
Intereconomics : review of European economic policy
5
Journal of international economics
5
Journal of international financial markets, institutions & money
5
Oxford bulletin of economics and statistics
5
The service industries journal
5
Journal of applied econometrics
4
Journal of empirical finance
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ECONIS (ZBW)
8
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8
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1
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
2
Directly pricing VIX futures with observable dynamic jumps based on high-frequency VIX
Jiang, Gongyue
;
Qiao, Gaoxiu
;
Ma, Feng
;
Wang, Lu
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1518-1548
Persistent link: https://www.econbiz.de/10013288000
Saved in:
3
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:
4
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:
5
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:
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
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:
8
A note on the relationships between some risk-adjusted performance measures
Lien, Da-hsiang Donald
- In:
The journal of futures markets
22
(
2002
)
5
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001678524
Saved in:
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