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The impact of jump dynamics on the predictive power of option-implied densities

Wang, Yaw-huei - In: The journal of derivatives : the official publication … 16 (2008/09) 3, pp. 9-22

Persistent link: https://www.econbiz.de/10003852617

US Partisan Conflict and Cryptocurrency Market

Yen, Kuang-Chieh - 2020

This paper investigates whether partisan conflict can predict the cryptocurrency return and volatility. First, we find that the change rate of the partisan conflict can predict positively (negatively) the cryptocurrency return (volatility), Bitcoin in particular. Moreover, the findings still...

Persistent link: https://www.econbiz.de/10012836710

Investor sentiment and the cryptocurrency market

Nie, Wei-Ying; Cheng, Hui-Pei; Yen, Kuang-Chieh - In: The empirical economics letters : a monthly … 19 (2020) 11, pp. 1253-1262

Persistent link: https://www.econbiz.de/10012599695

Effect of country governance on bank privatization performance

Ho, Po-Hsin; Lin, Chih-Yung; Tsai, Wei-Che - In: International review of economics & finance : IREF 43 (2016), pp. 3-18

Persistent link: https://www.econbiz.de/10011625516

Dynamic hedging with futures : a copula-based GARCH model

Hsu, Chih-chiang; Tseng, Chih-Ping; Wang, Yaw-Huei - In: The journal of futures markets 28 (2008) 11, pp. 1095-1116

Persistent link: https://www.econbiz.de/10003770071

Bounds and prices of currency cross-rate options

Chung, San-Lin; Wang, Yaw-Huei - In: Journal of banking & finance 32 (2008) 5, pp. 631-642

Persistent link: https://www.econbiz.de/10003702565

The impact of non-trading periods on the measurement of volatility

Wang, Yaw-huei; Hsiao, Yu-jen - In: Review of Pacific Basin financial markets and policies 13 (2010) 4, pp. 607-620

Persistent link: https://www.econbiz.de/10008987297