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Estimating multiperiod hedge ratios in cointegrated markets
Lien, Da-hsiang Donald - In: The journal of futures markets 13 (1993) 8, pp. 909-920
Persistent link: https://www.econbiz.de/10001158681
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Multiperiod hedging in the presence of conditional heteroskedasticity
Lien, Da-hsiang Donald - In: The journal of futures markets 14 (1994) 8, pp. 927-955
Persistent link: https://www.econbiz.de/10001173366
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Hedging mismatched currencies with options and futures
Kit, Pong Wong; Lien, Da-hsiang Donald; Tse, Maurice … - 2002
Persistent link: https://www.econbiz.de/10001729106
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Downside risk for short long hedgers
Demirer, Rıza; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 12 (2003) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10001770018
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Hedging downside risk : futures vs. options
Lien, Da-hsiang Donald; Tse, Yiu Kuen - In: International review of economics & finance : IREF 10 (2001) 2, pp. 159-169
Persistent link: https://www.econbiz.de/10001583340
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Optimal bidding and hedging in international markets
Lien, Da-hsiang Donald; Kit, Pong Wong - In: Journal of international money and finance 23 (2004) 5, pp. 785-798
Persistent link: https://www.econbiz.de/10002138774
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Optimal hedge ratios and temporal aggregation of cointegrated systems
Lien, Da-hsiang Donald; Leggio, Karyl - In: Advances in investment analysis and portfolio … 9 (2002), pp. 31-40
Persistent link: https://www.econbiz.de/10001695508
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Spot-futures spread, time-varying correlation, and hedging with currency futures
Lien, Da-hsiang Donald; Yang, Li - In: The journal of futures markets 26 (2006) 10, pp. 1019-1038
Persistent link: https://www.econbiz.de/10003391975