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Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Hung, Jui-cheng; Lee, Ming-chih; Liu, Hung-Chun - In: Energy economics 30 (2008) 3, pp. 1173-1191
Persistent link: https://www.econbiz.de/10003744851
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Economic determinants of comovement across international stock markets : the example of Taiwan and its key trading partners
Lin, Cho-Min; Cheng, Wan-hsiu - In: Applied economics 40 (2008) 7/9, pp. 1187-1205
Persistent link: https://www.econbiz.de/10003723496
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Revisiting the roles of gold : does gold ETF matter?
Cheng, Wan-hsiu; Chen, Chun-Da; Lai, Hsiao-Pin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012665921
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The Fluctuations in the International Reserve Currency Portfolio of Special Drawing Right
Chang, Ting-Huan; Chiu, Chien-Liang; Wei, Ming-Tsung - 2023
A B S T R A C TThe International Monetary Fund (IMF) created the Special Drawing Rights (SDRs) with 16-currencies in 1969 as a reserve asset and a unit of account. In 1980, the IMF modified the composition of and weights to calculate the exchange rate on 5-currency basket. This paper mainly...
Persistent link: https://www.econbiz.de/10014354891