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Optimal hedging and spreading in cointegrated markets
Lien, Da-hsiang Donald - In: Economics letters 40 (1992) 1, pp. 91-95
Persistent link: https://www.econbiz.de/10001137541
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Application of mean-variance analysis to broad-based futures contracts
Lien, Da-hsiang Donald - In: The journal of futures markets 12 (1992) 1, pp. 19-32
Persistent link: https://www.econbiz.de/10001124731
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Optimal hedging and spreading on wheat futures markets
Lien, Da-hsiang Donald - In: The journal of futures markets 9 (1989) 2, pp. 163-170
Persistent link: https://www.econbiz.de/10001066574
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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
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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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The inventory effect in commodity futures markets : an empirical study
Lien, Da-hsiang Donald - In: The journal of futures markets 7 (1987) 6, pp. 637-652
Persistent link: https://www.econbiz.de/10001149668
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Futures trading and fuel adjustment clauses
Lien, Da-hsiang Donald - In: Journal of regulatory economics 9 (1996) 2, pp. 157-178
Persistent link: https://www.econbiz.de/10001203878
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The effect of the cointegration relationship on futures hedging : a note
Lien, Da-hsiang Donald - In: The journal of futures markets 16 (1996) 7, pp. 773-780
Persistent link: https://www.econbiz.de/10001205863
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Hedging time-varying downside risk
Lien, Da-hsiang Donald - In: The journal of futures markets 18 (1998) 6, pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
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Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng; Chung, Huimin; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 45 (2016), pp. 438-452
Persistent link: https://www.econbiz.de/10011626500