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Degree of market imperfections : evidence from four Asian index futures markets
Wang, Janchung - In: Applied financial economics 18 (2008) 13/15, pp. 1233-1246
Persistent link: https://www.econbiz.de/10003760260
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Regime switching cointegration tests for the Asian stock index futures : evidence for MSCI Taiwan, Nikkei 225, Hong Kong Hang-Seng, and SGX straits times indices
Chiang, Min-Hsien; Wang, Jo-Yu - In: Applied economics 40 (2008) 1/3, pp. 285-293
Persistent link: https://www.econbiz.de/10003721960
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Asymmetric pass-through and risk of interest rate : an empirical exploration of Taiwan and Hong Kong
Wang, Kuan-Min; Thi, Thanh-binh Nguyen - In: Applied economics 42 (2010) 4/6, pp. 659-670
This study employs the asymmetric threshold cointegration test suggested by Enders and Siklos (2001) and creates asymmetric EC-EGARCH(1, 1)- M model to investigate the pass-through of money-market rate to banking retail rates in Taiwan and Hong Kong. It further explores the impact of interest...
Persistent link: https://www.econbiz.de/10003952158
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The spillover effect of short term interest rates : financial integration among capital markets
Wang, Y. J.; Yuan, H. Y.; Kahn, W. A. - In: Journal of emerging markets 12 (2007) 3, pp. 30-41
Persistent link: https://www.econbiz.de/10003673357
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Time series analysis for the interest rates relationships among China, Hong Kong, and Taiwan money markets
Nieh, Chien-chung; Yau, Hwey-Yun - In: Journal of Asian economics 15 (2004) 1, pp. 171-188
Persistent link: https://www.econbiz.de/10001981264
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Interest rate linkages in the Pacific Basin
Glick, Reuven - In: Economic review : an annual report of the Economic … (1987) 3, pp. 31-42
Persistent link: https://www.econbiz.de/10001032246
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Financial reform in Asian economies
1990
Persistent link: https://www.econbiz.de/10000796648
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Hedging effectiveness of applying constant and timevarying hedge ratios : evidence from Taiwan stock index spot and futures
Chen, Dar-hsin; Bin, Leo; Tseng, Chun-Yi - In: Journal of risk & control 1 (2014) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10010509212
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Simulating convertible bond arbitrage portfolios
Hutchinson, Mark C.; Gallagher, Liam - In: Applied financial economics 18 (2008) 13/15, pp. 1247-1262
Persistent link: https://www.econbiz.de/10003760264
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Intradaily relationship between information revelation and trading duration under market trends : the evidence of MSCI Taiwan stock index futures
Chiang, Min-hsien; Wang, Cheng-hsiang - In: Applied economics letters 11 (2004) 8, pp. 495-501
Persistent link: https://www.econbiz.de/10002116723