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~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Derivative"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Conference paper"
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328
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101
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Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Eichengreen, Barry
101
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80
Lee, Chien-chiang
73
Aizenman, Joshua
68
Lucey, Brian M.
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The journal of futures markets
24
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7
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ECONIS (ZBW)
87
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51
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60
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51
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:
52
Cointegration and the optimal hedge ratio : the general case
Lien, Da-hsiang Donald
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 654-658
Persistent link: https://www.econbiz.de/10002468164
Saved in:
53
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:
54
Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
3
,
pp. 397-422
Persistent link: https://www.econbiz.de/10002229060
Saved in:
55
State-dependent preferences and futures hedging : the effects of basis risk
Lien, Da-hsiang Donald
- In:
Pacific economic review
9
(
2004
)
2
,
pp. 143-149
Persistent link: https://www.econbiz.de/10002107248
Saved in:
56
Contract settlement specification and price discovery : empirical evidence in Australia individual share futures market
Lien, Da-hsiang Donald
;
Li, Yang
- In:
International review of economics & finance : IREF
12
(
2003
)
4
,
pp. 495-512
Persistent link: https://www.econbiz.de/10001891955
Saved in:
57
Downside risk for short long hedgers
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
12
(
2003
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001770018
Saved in:
58
The effect of liquidity constraints on futures hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
23
(
2002
)
6
,
pp. 603-613
Persistent link: https://www.econbiz.de/10001769712
Saved in:
59
Futures hedging under mark-to-market risk
Lien, Da-hsiang Donald
;
Li, Anlong
- In:
The journal of futures markets
23
(
2002
)
4
,
pp. 389-398
Persistent link: https://www.econbiz.de/10001765136
Saved in:
60
Options expiration effects and the role of individual share futures contracts
Lien, Da-hsiang Donald
;
Yang, Li
- In:
The journal of futures markets
23
(
2003
)
11
,
pp. 1107-1118
Persistent link: https://www.econbiz.de/10001795042
Saved in:
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