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Global financial crisis, funding constraints, and liquidity of VIX futures
Chiu, Junmao; Lien, Da-hsiang Donald; Tsai, Wei-Che - In: Pacific-Basin finance journal 80 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014463313
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Together in bad times? : the effect of COVID-19 on inflation spillovers in China
Xu, Yingying; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 91 (2024), pp. 316-331
Persistent link: https://www.econbiz.de/10014492151
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The cross-border impacts of China's official rate shocks on stock returns of Chinese concepts shares listed on U.S. market
Dong, Weijia; Lien, Da-hsiang Donald; Lv, Xin; Tan, … - In: International review of economics & finance : IREF 76 (2021), pp. 1305-1322
Persistent link: https://www.econbiz.de/10013176937
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Uncertainty, confidence, and monetary policy in China
Lien, Da-hsiang Donald; Sun, Yuchen; Zhang, Chengsi - In: International review of economics & finance : IREF 76 (2021), pp. 1347-1358
Persistent link: https://www.econbiz.de/10013176941
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Production and hedging with optimism and pessimism under ambiguity
Lien, Da-hsiang Donald; Yu, Chia-Feng - In: International review of economics & finance : IREF 50 (2017), pp. 122-135
Persistent link: https://www.econbiz.de/10011754116
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Risk aversion, disappointment aversion, and futures hedging
Lien, Da-hsiang Donald; Wang, Yaqin - In: The journal of futures markets 22 (2002) 2, pp. 123-141
Persistent link: https://www.econbiz.de/10001646603
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A note on loss aversion and futures hedging
Lien, Da-hsiang Donald - In: The journal of futures markets 21 (2001) 7, pp. 681-692
Persistent link: https://www.econbiz.de/10001588273
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Disappointment aversion equilibrium in a futures market
Lien, Da-hsiang Donald; Wang, Yaqin - In: The journal of futures markets 23 (2002) 2, pp. 135-150
Persistent link: https://www.econbiz.de/10001762667