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Volatility
Taiwan
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Lee, Hsiu-chuan
7
Chien, Cheng-Yi
2
Chien, Cheng-yi
2
Hsu, Chih-Hsiang
2
Lee, Hsiu-Chuan
2
Lien, Da-hsiang Donald
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Chang, Shu-Lien
1
Chang, Shu-lien
1
Chen, Li-Ping
1
Chung, Chien-Ping
1
Hong, Cheng-Yih
1
Huang, Chao-hsi
1
Huang, Chia-Hsing
1
Huang, Chung-huang
1
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1
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1
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1
Li, Jian-fa
1
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1
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Pacific-Basin finance journal
2
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1
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1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
12
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1
Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns
Chung, Chien-Ping
;
Liao, Tzu-Hsiang
;
Lee, Hsiu-chuan
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013209559
Saved in:
2
The stock closing call and futures price behavior : evidence from the Taiwan futures market
Lee, Hsiu-chuan
;
Chien, Cheng-yi
;
Huang, Yen-sheng
- In:
The journal of futures markets
27
(
2007
)
10
,
pp. 1003-1019
Persistent link: https://www.econbiz.de/10003531013
Saved in:
3
Determination of stock closing prices and hedging performance with stock indices futures
Lee, Hsiu-chuan
;
Chien, Cheng-yi
;
Liao, Tzu-hsiang
- In:
Accounting and finance : journal of the Accounting …
49
(
2009
)
4
,
pp. 827-847
Persistent link: https://www.econbiz.de/10003924038
Saved in:
4
Spillovers of international interest rate swap markets and stock market volatility
Lee, Hsiu-Chuan
;
Hsu, Chih-Hsiang
;
Chien, Cheng-Yi
- In:
Managerial finance
42
(
2016
)
10
,
pp. 943-962
Persistent link: https://www.econbiz.de/10011553926
Saved in:
5
Historical high and stock index returns : application of the regression kink model
Chang, Shu-Lien
;
Chien, Cheng-Yi
;
Lee, Hsiu-Chuan
;
Lin, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 48-63
Persistent link: https://www.econbiz.de/10011986191
Saved in:
6
Nonlinear models for the sources of real effective exchange rate fluctuations : evidence from the Republic of Korea
Meng, Xiangcai
;
Huang, Chia-Hsing
- In:
Japan and the world economy : international journal of …
40
(
2016
),
pp. 21-30
Persistent link: https://www.econbiz.de/10011700741
Saved in:
7
Spillovers of currency carry trade returns, market risk sentiment, and US market returns
Lee, Hsiu-chuan
;
Chang, Shu-lien
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 197-216
Persistent link: https://www.econbiz.de/10010364814
Saved in:
8
Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations
Hsu, Chih-Hsiang
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 600-621
Persistent link: https://www.econbiz.de/10012486839
Saved in:
9
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
10
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
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