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Stochastic seasonality in commodity prices : the case of US natural gas
Chen, Sheng-Hung; Song Zan Chiou Wei; Zhu, Zhen - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2263-2284
Persistent link: https://www.econbiz.de/10013197300
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The impact of negative interest rate policy on bank's hedging behavior : international evidence
Chen, Sheng-Hung; Phan, Kieu-Thi - In: Journal of financial studies : JFS : the official … 32 (2024) 3, pp. 39-113
Persistent link: https://www.econbiz.de/10015080136
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Relationships among US S&P500 stock index, its futures and NASDAQ index futures with volatility spillover and jump diffusion : modeling and hedging performance
Liu, Hsiang-Hsi; Lin, Yu-Cheng - In: Bulletin of applied economics 8 (2022) 1, pp. 121-148
Persistent link: https://www.econbiz.de/10013271045
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Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi; Wang, Teng-Kun; Li, Weny - In: Research in international business and finance 48 (2019), pp. 381-396
Persistent link: https://www.econbiz.de/10012135956