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Lien, Da-hsiang Donald
Brunello, Giorgio
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ECONIS (ZBW)
61
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1
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
2
Cash settlement provisions on futures contracts
Lien, Da-hsiang Donald
- In:
The journal of futures markets
9
(
1989
)
3
,
pp. 263-270
Persistent link: https://www.econbiz.de/10001156260
Saved in:
3
A note on estimating the benefit of a composite hedge
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 711-716
Persistent link: https://www.econbiz.de/10003715126
Saved in:
4
Estimation bias of futures hedging performance : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
26
(
2006
)
8
,
pp. 835-841
Persistent link: https://www.econbiz.de/10003353666
Saved in:
5
Provisional liquidation of futures hedge programs
Lien, Da-hsiang Donald
;
Kwak, Soojong
- In:
Energy economics
28
(
2006
)
2
,
pp. 266-273
Persistent link: https://www.econbiz.de/10003307643
Saved in:
6
The dynamic of volatility spillovers in Chinese futures markets
Chan, Leo H.
;
Lien, Da-hsiang Donald
;
Leung, Wai Kin
- In:
Journal of emerging markets
12
(
2007
)
1
,
pp. 34-43
Persistent link: https://www.econbiz.de/10003455731
Saved in:
7
A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
Saved in:
8
Hedging mismatched currencies with options and futures
Lien, Da-hsiang Donald
;
Tse, Maurice Kwok-Sang
;
Kit, …
- In:
Risk management
,
(pp. 345-357)
.
2010
Persistent link: https://www.econbiz.de/10003988281
Saved in:
9
Simultaneous versus separate hedging strategies
Lien, Da-hsiang Donald
;
Zhang, Mei
- In:
Financial hedging
,
(pp. 255-262)
.
2009
Persistent link: https://www.econbiz.de/10008799124
Saved in:
10
A survey of emerging derivatives markets
Lien, Da-hsiang Donald
;
Zhang, Mei
- In:
Emerging markets finance & trade : a journal of the …
44
(
2008
)
2
,
pp. 39-69
Persistent link: https://www.econbiz.de/10003703839
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