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Oil and S&P 500 markets : evidence from the nonlinear model

Lee, Yen-Hsien; Fang, Hao - In: International journal of economics and financial issues … 2 (2012) 3, pp. 272-280

Persistent link: https://www.econbiz.de/10009579455

Measuring the efficiency and the effect of corporate governance on the biotechnology and medical equipment industries in Taiwan

Lee, Yen-Hsien; Huang, Ya-Ling; Hsu, Shiuh-Sheng; Hung, … - In: International journal of economics and financial issues … 3 (2013) 3, pp. 662-672

Persistent link: https://www.econbiz.de/10010518970

Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction

Lee, Yen-Hsien; Huang, Ya-Ling; Wu, Chun-Yu - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 327-336

Persistent link: https://www.econbiz.de/10011286211

Conditional jump dynamics in the stock prices of alternative energy companies

Lee, Yen-Hsien; Huang, Ya-Ling; Wu, Chun-Yu - In: International Journal of Energy Economics and Policy : IJEEP 3 (2013) 3, pp. 288-296

Persistent link: https://www.econbiz.de/10010192879

Shocks from the sub-prime crisis to bond indices in the U.S., the EU and emerging markets via CDS indices

Fang, Hao; Shen, Chung-hua; Yau, Hwey-Yun; Chung, Chien-Ping - In: Romanian journal of economic forecasting 22 (2019) 3, pp. 5-24

Persistent link: https://www.econbiz.de/10012420426

The relationship between analyst coverage and overinvestment, and the mediating role of corporate governance : evidence from China

Tang, Chia-Hsien; Lee, Yen-Hsien; Lu, Wan-Zhu; Wei, Li - In: The journal of behavioral finance : a publication of … 24 (2023) 4, pp. 495-510

Persistent link: https://www.econbiz.de/10014422278

Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad?

Lee, Yen-Hsien; Pai, Tung-Yueh; Chiu, Chien-Liang - In: Economics Bulletin 3 (2007) 60, pp. 1-11

This study extends the GARCH with autoregressive conditional jump intensity in Generalized Error Distribution (GARJI-GED) model to identify the fundamental characteristics of Nikkei 225 index and futures. Furthermore, this study applied the Granger causality test to investigate whether an...

Persistent link: https://www.econbiz.de/10010835762

Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad?

Lee, Yen-Hsien; Pai, Tung-Yueh; Chiu, Chien-Liang - In: Economics Bulletin 3 (2007) 60, pp. 1-11

Persistent link: https://www.econbiz.de/10005110989

The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan

Lee, Yen-Hsien; Chiu, Chien-Liang - In: Economics Bulletin 3 (2007) 22, pp. 1-10

This investigation adopts the Correlated Bivariate Poisson GARCH with Jump and Diffusion Volatility Spillover (CBP-GARCH-JDSV) model to determine whether the Qualified Foreign Institutional Investors (QFIIs) deregulation in Taiwanese stock markets influences normal and abnormal information...

Persistent link: https://www.econbiz.de/10005094583

The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan

Lee, Yen-Hsien; Chiu, Chien-Liang - In: Economics Bulletin 3 (2007) 22, pp. 1-10

Persistent link: https://www.econbiz.de/10011208231