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Loss aversion and the term structure of interest rates
Hung, Mao-Wei; Wang, Jr-yan - In: Applied economics 43 (2011) 28/30, pp. 4623-4640
Persistent link: https://www.econbiz.de/10009388069
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Pricing convertible bonds subject to default risk
Hung, Mao-Wei; Wang, Jr-Yan - In: The journal of derivatives : the official publication … 10 (2002) 2, pp. 75-87
Persistent link: https://www.econbiz.de/10001745235
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A generalization of Rubinstein's "pay now, choose later"
Guo, Jia-hau; Hung, Mao-Wei - In: The journal of futures markets 28 (2008) 5, pp. 488-515
Persistent link: https://www.econbiz.de/10003699777
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Foreign direct investment in emerging markets : bondholders' perspective
Chiou, Chyi-lun; Hung, Mao-Wei; Shu, Pei-gi - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 5-16
Persistent link: https://www.econbiz.de/10010258497
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Structure of spot rates and duration hedging
Lin, Bing-huei; Wang, Jr-yan; Tai, Shih-wen - In: Asia-Pacific journal of financial studies 40 (2011) 4, pp. 550-576
Persistent link: https://www.econbiz.de/10009388554
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A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr; Fan, Chen-Chiang; Liu, Liang-Chih; … - In: The journal of futures markets 42 (2022) 12, pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872