Narrow search
Showing 1 - 6 of 6
Cover Image
Statistical properties of post-sample hedging effectiveness
Lien, Da-hsiang Donald - In: International review of financial analysis 16 (2007) 3, pp. 293-300
Persistent link: https://www.econbiz.de/10003510461
Cover Image
Time-inconsistent investment, financial constraints, and cash flow hedging
Lien, Da-hsiang Donald; Yu, Chia-Feng - In: International review of financial analysis 35 (2014), pp. 72-79
Persistent link: https://www.econbiz.de/10010529628
Cover Image
The use and abuse of the hedging effectiveness measure
Lien, Da-hsiang Donald - In: International review of financial analysis 14 (2005) 2, pp. 277-282
Persistent link: https://www.econbiz.de/10002738312
Cover Image
Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?
Root, Thomas H.; Lien, Da-hsiang Donald - In: International review of financial analysis 12 (2003) 2, pp. 117-133
Persistent link: https://www.econbiz.de/10001769973
Cover Image
Multiperiod hedging in the presence of stochastic volatility
Lien, Da-hsiang Donald; Wilson, B. Kemp - In: International review of financial analysis 10 (2001) 4, pp. 395-406
Persistent link: https://www.econbiz.de/10001651757
Cover Image
Volatility connectedness on the central European forex markets
Albrecht, Peter; Kočenda, Evžen - In: International review of financial analysis 93 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543551