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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~person:"Serletis, Apostolos"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Hedging"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Article"
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ARCH-Modell
Estimation
Hedging
Welt
Theorie
170
Theory
170
USA
82
United States
82
Schätzung
70
Volatility
54
Volatilität
54
Derivat
46
Derivative
46
Geldmenge
43
Money supply
43
World
40
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39
China
39
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39
ARCH model
35
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33
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33
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29
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28
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18
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9
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Lien, Da-hsiang Donald
Serletis, Apostolos
Gupta, Rangan
245
Bahmani-Oskooee, Mohsen
177
Tiwari, Aviral Kumar
143
Gil-Alaña, Luis A.
141
Apergēs, Nikolaos
129
Lee, Chien-chiang
125
Caporale, Guglielmo Maria
112
Wohar, Mark E.
111
Bouri, Elie
109
Chang, Tsangyao
109
Eichengreen, Barry
106
Hammoudeh, Shawkat
105
Narayan, Paresh Kumar
101
McAleer, Michael
97
Lucey, Brian M.
94
Egger, Peter
90
Ma, Feng
89
Xuan Vinh Vo
89
Zaremba, Adam
86
Shahbaz, Muhammad
84
Su, Chi-Wei
80
Kang, Sang Hoon
77
McMillan, David G.
77
Aizenman, Joshua
75
Hassan, M. Kabir
74
Moosa, Imad A.
74
Belke, Ansgar
72
Faff, Robert W.
71
Haan, Jakob de
71
Dreher, Axel
69
Goel, Rajeev K.
69
Mensi, Walid
69
Demirgüç-Kunt, Asli
68
Kutan, Ali Mustafa
67
Gozgor, Giray
66
Hsing, Yu
65
Rose, Andrew
65
Jawadi, Fredj
64
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The journal of futures markets
38
Macroeconomic dynamics
15
International review of economics & finance : IREF
11
Open economies review
10
Energy economics
9
Applied economics
6
International review of financial analysis
6
Applied financial economics
5
Economics letters
5
The energy journal
5
Journal of economic studies
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finance research letters
3
Journal of economic dynamics & control
3
Journal of economics and finance
3
Research in finance
3
Research in international business and finance
3
Review of quantitative finance and accounting
3
Advances in investment analysis and portfolio management : a research annual
2
Applied economics letters
2
Economia internazionale
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Global finance journal
2
Journal of applied econometrics
2
Journal of economics and finance : JEF
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of macroeconomics
2
Journal of money, credit and banking : JMCB
2
Journal of multinational financial management
2
Pacific-Basin finance journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Canadian journal of economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in futures and options research : a research annual
1
Computational economics
1
Econometrics : open access journal
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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ECONIS (ZBW)
196
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1
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196
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
3
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:
4
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Macroeconomic fluctuations in the United States : the role of monetary and fiscal policy shocks
Dery, Cosmas
;
Serletis, Apostolos
- In:
Open economies review
34
(
2023
)
5
,
pp. 961-977
Persistent link: https://www.econbiz.de/10014439842
Saved in:
10
A new measure of fund window dressing and its application to Chinese mutual fund market
Yu, Xiaojian
;
Liu, Jianlin
;
Lien, Da-hsiang Donald
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 63-72
Persistent link: https://www.econbiz.de/10014428174
Saved in:
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