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~person:"Batten, Jonathan A."
~person:"Lien, Da-hsiang Donald"
~person:"Stulz, René M."
~person:"Zhou, Hao"
~subject:"Derivative"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Wertpapier"
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64
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19
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Batten, Jonathan A.
Lien, Da-hsiang Donald
Stulz, René M.
Zhou, Hao
Benth, Fred Espen
27
Jarrow, Robert A.
23
Hull, John
20
Kit, Pong Wong
20
Fabozzi, Frank J.
18
Irwin, Scott H.
18
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16
Ryu, Doojin
16
Brigo, Damiano
15
Carr, Peter
15
Subrahmanyam, Marti G.
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Wang, Xingchun
15
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White, Alan
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Broll, Udo
14
Whaley, Robert E.
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10
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10
Bartram, Söhnke M.
9
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9
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9
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9
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The journal of futures markets
21
International review of economics & finance : IREF
4
International review of financial analysis
3
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3
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3
Applied financial economics
2
The Milken Institute review
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Studies in the financial markets of the Pacific Basin ; Pt. B
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
64
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1
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:
2
Rethinking risk management
Stulz, René M.
- In:
Journal of applied corporate finance : JACF
34
(
2022
)
1
,
pp. 32-46
Persistent link: https://www.econbiz.de/10013164927
Saved in:
3
Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng
;
Chung, Huimin
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
Saved in:
4
Credit default swap spreads and variance risk premia
Wang, Hao
;
Zhou, Hao
;
Zhou, Yi
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3733-3746
Persistent link: https://www.econbiz.de/10010126846
Saved in:
5
Credit default swaps and the credit crisis
Stulz, René M.
- In:
The journal of economic perspectives : EP ; a journal …
24
(
2010
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10008747151
Saved in:
6
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:
7
Financial derivatives : lessons from the subprime crisis
Stulz, René M.
- In:
The Milken Institute review
11
(
2009
)
1
,
pp. 58-70
Persistent link: https://www.econbiz.de/10008902697
Saved in:
8
Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun
;
Chan, Wai-Sum
;
Batten, Jonathan A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
Saved in:
9
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
10
A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
Saved in:
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