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Dissecting the cycles : an intermarket investigation and its implications to portfolio reallocation
Liang, Kuo-yuan; Yen, Chen-Hui - In: International review of economics & finance : IREF 33 (2014), pp. 39-51
Persistent link: https://www.econbiz.de/10010531288
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Measuring CPI’s reliability : the stochastic approach to index numbers revisited
Liang, Kuo-yuan; Yen, Chen-hui - In: Applied economics 45 (2013) 19/21, pp. 2894-2908
Persistent link: https://www.econbiz.de/10010192365
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Option pricing and hedging in different cyclical structures : a two-dimensional Markov-modulated model
Chen, Son-nan; Hsu, Pao-Peng; Liang, Kuo-yuan - In: The European journal of finance 25 (2019) 8, pp. 762-779
Persistent link: https://www.econbiz.de/10012207028
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Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching
Chen, Son-nan; Hsu, Pao-Peng; Liang, Kuo-yuan - In: The European journal of finance 30 (2024) 2, pp. 127-143
Persistent link: https://www.econbiz.de/10014547348