Narrow search
Showing 1 - 6 of 6
Cover Image
The dynamics and stochastics of currency betas based on the unbiasedness hypothesis in foreign exchange markets
Lin, Winston T.; Lin, Hong-Jen; Chen, Yueh H. - In: Multinational finance journal : MF ; quarterly … 6 (2002) 3/4, pp. 167-195
Persistent link: https://www.econbiz.de/10001780047
Cover Image
A dynamic and stochastic beta and its implications in global capital markets
Lin, Hong-jen; Lin, Winston T. - In: International finance 3 (2000) 1, pp. 123-160
Persistent link: https://www.econbiz.de/10001549343
Cover Image
Dynamic and stochastic instability and the unbiased forward rate hypothesis : a variable mean response approach
Lin, Winston T. - In: Multinational finance journal : MF ; quarterly … 3 (1999) 3, pp. 173-221
Persistent link: https://www.econbiz.de/10001566864
Cover Image
The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets
Lin, Winston - 2016
This article examines the dynamic and stochastic behavior of the beta coefficient (to be referred to as the currency beta) of the unbiasedness hypothesis (UH) in foreign exchange markets. We argue that the dynamics and stochastics of currency betas can be attributed to the dynamic behavior...
Persistent link: https://www.econbiz.de/10013004323
Cover Image
The impacts of country characteristics upon the value of information technology as measured by productive efficiency
Lin, Winston T.; Chiang, Chung-yean - In: International journal of production economics 132 (2011) 1, pp. 13-33
Persistent link: https://www.econbiz.de/10009151841
Cover Image
The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets
Lin, Winston; Lin, Hong-Jen; Chen, Yueh - 2003
In this paper we examine the dynamic and stochastic behavior of the beta coefficient (which will be referred to as the currency beta) of the unbiasedness hypothesis (UH) in foreign exchange markets. We argue that the dynamics and stochastics of currency betas can be attributed to the dynamic...
Persistent link: https://www.econbiz.de/10014092339