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Some results on bond yield and default probability
Chiang, Raymond - In: Southern economic journal 53 (1987) 4, pp. 1037-1051
Persistent link: https://www.econbiz.de/10001023783
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A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits
Wei, K. C. John; Chiang, Raymond - In: Pacific-Basin finance journal 12 (2004) 4, pp. 445-461
Persistent link: https://www.econbiz.de/10002145026
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Improving hedging performance using interest rate futures
Kolb, Robert W. - In: Selected writings on futures markets : explorations in …, (pp. 105-117). 1985
Persistent link: https://www.econbiz.de/10001305695
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The market, regulation, and issuing strategies of covered warrants in Taiwan
Chiang, Raymond; Lee, Chin-shen; Hsieh, Wen-liang - In: Review of Pacific Basin financial markets and policies 3 (2000) 1, pp. 87-105
Persistent link: https://www.econbiz.de/10001483852
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Residential mortgage lending and borrower risk : the relationship between mortgage spreads and individual characteristics
Chiang, Raymond; Chow, Ying-Foon; Liu, Ming - In: The journal of real estate finance and economics 25 (2002) 1, pp. 5-32
Persistent link: https://www.econbiz.de/10001698269
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Relative informational efficiency of cash, futures, and options markets : the case of an emerging market
Chiang, Raymond; Fong, Wai-ming - In: Journal of banking & finance 25 (2001) 2, pp. 355-375
Persistent link: https://www.econbiz.de/10001545305
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Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
Chiang, Raymond - In: Journal of banking & finance 21 (1997) 1, pp. 17-35
Persistent link: https://www.econbiz.de/10001213058
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Evaluating the interest-rate risk of adjustable-rate mortgage loans
Chiang, Raymond - In: The journal of real estate research 13 (1997) 1, pp. 77-94
Persistent link: https://www.econbiz.de/10001238253
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Modelling mean reversion of asset prices towards their fundamental value
Chiang, Raymond - In: Journal of banking & finance 19 (1995) 8, pp. 1327-1340
Persistent link: https://www.econbiz.de/10001191467
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Improving hedging performance using interest rate futures
Kolb, Robert W. - In: Interest rate futures : concepts and issues, (pp. 339-352). 1982
Persistent link: https://www.econbiz.de/10001258065