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An option pricing analysis of exotic bonus certificates : the case of Bonus Certificates PLUS

Hernández, Rodrigo; Liu, Pu - In: Theoretical economics letters 4 (2014) 5, pp. 331-340

Persistent link: https://www.econbiz.de/10010422847

Government intervention and corporate policies : evidence from China

Shao, Yingying; Hernández, Rodrigo; Liu, Pu - In: Journal of business research : JBR 68 (2015) 6, pp. 1205-1215

Persistent link: https://www.econbiz.de/10010529921

Mortgage loan securitization and personal consumption smoothening

Gu, Jenny; Hernández, Rodrigo; Liu, Pu; Shao, Yingying - In: Journal of economics and finance 41 (2017) 1, pp. 100-115

Persistent link: https://www.econbiz.de/10011795596

Financial innovation and aggregate risk sharing

Hernández, Rodrigo; Liu, Pu; Shao, Yingying - In: Theoretical economics letters 8 (2018) 11, pp. 2182-2198

Persistent link: https://www.econbiz.de/10011911604

An economic analysis of bank-issued market-indexed certificate of deposit : an option pricing approach

Hernández, Rodrigo; Brusa, Jorge; Liu, Pu - In: International journal of financial markets and derivatives 2 (2011) 3, pp. 195-208

Persistent link: https://www.econbiz.de/10009389626

Reverse weekend effect, trading volume, an illiquidity

Brusa, Jorge; Hernández, Rodrigo; Liu, Pu - In: Managerial finance 37 (2011) 9, pp. 817-839

Persistent link: https://www.econbiz.de/10009355286

The design of bank-issued market-indexed certificates of deposit : survey, pricing and empirical test

Hernández, Rodrigo; Brusa, Jorge; Liu, Pu - In: International journal of financial markets and derivatives 3 (2012) 1, pp. 45-60

Persistent link: https://www.econbiz.de/10009756397

Outperformance Certificates : analysis, pricing, interpretation, and performance

Hernández, Rodrigo; Lee, Wayne Y.; Liu, Pu; Dai, Tian-Shyr - In: Review of quantitative finance and accounting 40 (2013) 4, pp. 691-713

Persistent link: https://www.econbiz.de/10009739602

Leverage certificates : a case of innovative financial engineering

Hernández, Rodrigo; Shao, Yingying; Liu, Pu - In: Review of economics & finance 9 (2017) 3, pp. 71-82

Persistent link: https://www.econbiz.de/10011718774

Outperformance Certificates: analysis, pricing, interpretation, and performance

Hernández, Rodrigo; Lee, Wayne; Liu, Pu; Dai, Tian-Shyr - In: Review of Quantitative Finance and Accounting 40 (2013) 4, pp. 691-713

In this paper we introduce a new financial product named Outperformance Certificates. We study the €43 billion sample by examining 1,507 issues of the certificates outstanding in August 2005 issued by banks in Europe. We present formulas to price the certificates and empirically examine the...

Persistent link: https://www.econbiz.de/10010989637