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Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
Su, Ender; Bilson, John F. - In: Applied economics 43 (2011) 25/27, pp. 3891-3905
Persistent link: https://www.econbiz.de/10009380575
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Testing stock market contagion properties between large and small stock markets
Su, Ender - In: Review of quantitative finance and accounting 57 (2021) 1, pp. 147-202
Persistent link: https://www.econbiz.de/10012549911
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Measuring and testing tail dependence and contagion risk between Major stock markets
Su, Ender - In: Computational economics 50 (2017) 2, pp. 325-351
Persistent link: https://www.econbiz.de/10011762384
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Measuring bank downside systemic risk in Taiwan
Su, Ender; Wong, Kai Wen - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 172-193
Persistent link: https://www.econbiz.de/10012035041
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Testing the alternative two-state options pricing models : An empirical analysis on TXO
Su, Ender; Wong, Kai Wen - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 101-116
Persistent link: https://www.econbiz.de/10012176286
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Exploring three-style return comovements and contagion using a correlation decomposition GARCH model
Su, Ender; Mak, Ving-Vunk; So, Po-Yuk - In: Computational economics 63 (2024) 6, pp. 2271-2305
Persistent link: https://www.econbiz.de/10014636737
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A monetary approach to the exchange rate
Bilson, John F. O. - 1976
Persistent link: https://www.econbiz.de/10000593322
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An assessment of alternative models of financial market volatility
Bilson, John F. O. - In: The Handbook of risk, (pp. 57-78). 2003
Persistent link: https://www.econbiz.de/10001739036
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The term structure of implied dividend yields and expected returns
Bilson, John F.; Kang, Sang Baum; Luo, Hong - In: Economics letters 128 (2015), pp. 9-13
Persistent link: https://www.econbiz.de/10011382973
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An empirical investigation of eastern European bond markets
Wang, Jinghua; Bilson, John F. - In: Emerging markets finance & trade : a journal of the … 53 (2017) 1, pp. 199-212
Persistent link: https://www.econbiz.de/10011763968