Narrow search
Showing 1 - 7 of 7
Cover Image
Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien; Huang, Ya-Ling; Wu, Chun-Yu - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
Cover Image
Exploring forecast error and the informational content of implied volatility in the Taiwan market
Lee, Yen-Hsien; Lin, Chi-tai; Chiang, Shu-mei - In: Asia-Pacific journal of financial studies 41 (2012) 5, pp. 590-609
Persistent link: https://www.econbiz.de/10009665556
Cover Image
An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models
Lee, Yen-Hsien - In: Financial markets and portfolio management 28 (2014) 2, pp. 165-180
Persistent link: https://www.econbiz.de/10010358299
Cover Image
An empirical analysis of nonlinear dynamics relationship between the United States and Taiwan stock markets
Lee, Yen-Hsien - In: Zagreb international review of economics & business 15 (2012) 1, pp. 89-101
Persistent link: https://www.econbiz.de/10010236568
Cover Image
Global contagion of market sentiment during the US subprime crisis
Lee, Yen-Hsien; Tucker, Alan L.; Wang, David K.; Pao, … - In: Global finance journal 25 (2014) 1, pp. 17-26
Persistent link: https://www.econbiz.de/10010400994
Cover Image
Dynamic spillovers between oil and stock markets : new approaches at spillover index
Lee, Yen-Hsien; Liao, Ting-Huei; Huang, Ya-Ling; Huang, … - In: International journal of financial research 6 (2015) 2, pp. 178-189
Persistent link: https://www.econbiz.de/10011405144
Cover Image
Informed trading of futures markets during the financial crisis : evidence from the VPIN
Lee, Yen-Hsien; Liu, Wen-Chien; Hsieh, Chia-Lin - In: International journal of economics and finance 9 (2017) 9, pp. 123-132
Persistent link: https://www.econbiz.de/10011762717