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The importance of stock liquidity on option pricing
Feng, Shih-Ping; Hung, Mao-Wei; Wang, Yaw-Huei - In: International review of economics & finance : IREF 43 (2016), pp. 457-467
Persistent link: https://www.econbiz.de/10011625856
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Cross-market hedging strategies for credit swaps under a Markov regime-switching framework
Chang, Jow-ran; Hung, Mao-Wei; Tsai, Feng-tse - In: The journal of fixed income 22 (2012) 2, pp. 44-56
Persistent link: https://www.econbiz.de/10009670717
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Determinants of futures contract success : empirical examinations for the Asian futures markets
Hung, Mao-Wei; Lin, Bing-huei; Huang, Yu chuan; Chou, … - In: International review of economics & finance : IREF 20 (2011) 3, pp. 452-458
Persistent link: https://www.econbiz.de/10009304039
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Single stock futures
Hung, Mao-Wei; Lee, Cheng F.; So, Leh-chyan - In: Advances in quantitative analysis of finance and … 2 (2005), pp. 129-151
Persistent link: https://www.econbiz.de/10003104081
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The impact of news articles and corporate disclosure on credit risk valuation
Tsai, Feng-Tse; Lu, Hsin-Min; Hung, Mao-Wei - In: Journal of banking & finance 68 (2016), pp. 100-116
Persistent link: https://www.econbiz.de/10011634804
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Cross-Market Hedging Strategies for Credit Default Swaps Under a Markov Regime-Switching Framework
Chang, Jow-Ran - 2015
This paper aims to explore strategies used for hedging credit default swap (CDS) risks. By analyzing the AIG financial crisis in 2008, we understand the nature of CDS and why AIG incurred huge losses. In addition, we investigate other financial products that can be used to hedge CDS risks....
Persistent link: https://www.econbiz.de/10013016687