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~language:"eng"
~person:"Frey, Bruno S."
~person:"Levine, Ross"
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Derivative"
~subject:"Schätztheorie"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Conference paper"
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83
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Frey, Bruno S.
Levine, Ross
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Eichengreen, Barry
101
Gupta, Rangan
85
Lee, Chien-chiang
74
Baltagi, Badi H.
69
Aizenman, Joshua
68
Lucey, Brian M.
67
Bouri, Elie
65
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64
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62
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Li, Qi
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57
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55
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55
Rose, Andrew
54
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53
Moshirian, Fariborz
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50
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48
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47
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47
Beck, Thorsten
46
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46
Ullah, Aman
46
Schneider, Friedrich
45
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44
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Journal of econometrics
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The journal of futures markets
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International review of economics & finance : IREF
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Economics letters
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CESifo DICE report : journal for institutional comparisons
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
2
Homo oeconomicus : HOE ; journal of behavioral and institutional economics
2
International economic review
2
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2
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2
Advances in investment analysis and portfolio management : a research annual
1
American law and economics review : the journal of the American Law and Economics Association
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Applied economics letters
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Brookings-Wharton papers on financial services
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Comparative economic studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
228
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1
Transmission process and determinants of sovereign credit contagions : global evidence
Chen, Chih-Chun
;
Chen, Chun-Da
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 552-567
Persistent link: https://www.econbiz.de/10014446789
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
Global financial crisis, funding constraints, and liquidity of VIX futures
Chiu, Junmao
;
Lien, Da-hsiang Donald
;
Tsai, Wei-Che
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463313
Saved in:
5
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
6
The impact of cultural institutes on international tourism
Lo, Melody
;
Lien, Da-hsiang Donald
;
Bojanic, David C.
- In:
The International trade journal
37
(
2023
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10013552666
Saved in:
7
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
8
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
9
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
10
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
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