Similar Search Results

Modeling jump and continuous components in the volatility of oil futures

Tseng, Tseng-chan; Chung, Huimin; Huang, Chin-sheng - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10009513573

Expiration day effects of Taiwan index futures : the case of the Singapore and Taiwan Futures Exchanges

Chung, Huimin; Hseu, Mei-Maun - In: Journal of international financial markets, … 18 (2008) 2, pp. 107-120

Persistent link: https://www.econbiz.de/10003710323

Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets

Chung, Huimin; Sheu, Her-jiun; Hsu, Shufang - In: International review of economics & finance : IREF 19 (2010) 4, pp. 742-754

Persistent link: https://www.econbiz.de/10009006975

Are green fund investors really socially responsible?

Chung, Huimin; Lee, Han-hsing; Tsai, Pei-chun - In: Review of Pacific Basin financial markets and policies 15 (2012) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10009700490

Deviations from put-call parity and volatility prediction : evidence from the Taiwan index option market

Chen, Chin-Ho; Chung, Huimin; Yuan, Shu-Fang - In: The journal of futures markets 34 (2014) 12, pp. 1122-1145

Persistent link: https://www.econbiz.de/10010508675

An analysis of long memory in volatility for Asian stock markets

Chung, Huimin; Lin, William T.; Wu, Soushan - In: Review of Pacific Basin financial markets and policies 3 (2000) 3, pp. 309-330

Persistent link: https://www.econbiz.de/10001535912

Alternative conditional volatility models of Taiwan's stock market with applications to covered warrants

Lee, Chin-shen; Chung, Huimin - In: Advances in Pacific Basin business, economics, and finance 4 (2000), pp. 219-231

Persistent link: https://www.econbiz.de/10001543067

A new approach to stress testing of stock portfolios and its application to the Taiwan stock market

Wang, Shen; Wu, Soushan; Chung, Huimin - In: The Asia Pacific journal of economics and business : APJEB 4 (2000) 2, pp. 52-73

Persistent link: https://www.econbiz.de/10001652203

Givers or receivers? : return and volatility spillovers between Fintech and the traditional financial industry

Chen, Yuxuan; Chiu, Junmao; Chung, Huimin - In: Finance research letters 46 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013342023

Givers or Receivers? Return and volatility spillovers between Fintech and the Traditional Financial Industry

Chen, Yuxuan; Chiu, Junmao; Chung, Huimin - 2021

We investigate the return and volatility spillovers between a Fintech ETF and the ETFs of the traditional financial industry with an empirical network model. We find that the traditional financial ETFs are still the main givers, and the Fintech ETF is the net receiver. The Fintech ETF does not...

Persistent link: https://www.econbiz.de/10013210993