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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
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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
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Are options redundant? : Further evidence from currency futures markets
Chan, Leo H.; Lien, Da-hsiang Donald - In: International review of financial analysis 15 (2006) 2, pp. 179-188
Persistent link: https://www.econbiz.de/10003320652
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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
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Correlation and return dispersion dynamics in Chinese markets
Demirer, Rıza; Lien, Da-hsiang Donald - In: International review of financial analysis 14 (2005) 4, pp. 477-491
Persistent link: https://www.econbiz.de/10003117573
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Using high, low, open and closing prices to estimate the effects of cash settlement on futures prices
Chan, Leo Tak-hung; Lien, Da-hsiang Donald - In: International review of financial analysis 12 (2003) 1, pp. 35-47
Persistent link: https://www.econbiz.de/10001769951
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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
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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
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Does the stock market drive herd behavior in commodity futures markets?
Demirer, Rıza; Lee, Hsiang-Tai; Lien, Da-hsiang Donald - In: International review of financial analysis 39 (2015), pp. 32-44
Persistent link: https://www.econbiz.de/10011573052
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Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?
Root, Thomas H.; Lien, Donald - In: International review of financial analysis 12 (2003) 2, pp. 117-134
Persistent link: https://www.econbiz.de/10007160284