Similar Search Results

Removal of an investment restriction: the 'B' share experience from China's stock markets

Chiu, Chien-Liang; Lee, Mingchih; Chen, Chun-Da - In: Applied financial economics 15 (2005) 4, pp. 273-286

Persistent link: https://www.econbiz.de/10007643987

Restricted VAR hedging with the presence of multiple breaks

Chiu, Chien-Liang; Chiou, Jer-Shiou; Wu, Pei-Shan - In: Zagreb international review of economics & business 10 (2007) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10009948550

Enhancing forecast accuracy by using long estimation periods

Lee, Ming-chih; Chiu, Chien-liang; Cheng, Wan-hsiu - In: The international journal of business and finance … 1 (2007) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10009897421

Hedging with Floor-Traded and E-mini Stock Index Futures

Chiu, Chien-Liang; Wu, Pei-Shan; Chen, Chun-Da; Cheng, … - In: Quarterly journal of business and economics : QJBE 44 (2005) 3-4, pp. 49-68

Persistent link: https://www.econbiz.de/10006235271

Studies on the Effect of Trading Volume and Return Volatility on Call Warrants and Underlying Stocks in Taiwan

Chiu, Chien-Liang; Lee, Ming-Chih; Lin, Cho-Min; Chen, … - In: Quarterly journal of business and economics : QJBE 44 (2005) 1-2, pp. 29-44

Persistent link: https://www.econbiz.de/10006237360

Jump risk of Presidential election: evidence from Taiwan stock and foreign exchange markets

Hung, Jui-Cheng; Jiang, Shi-Jie; Chiu, Chien-Liang - In: Applied economics 39 (2007) 17, pp. 2231-2240

Persistent link: https://www.econbiz.de/10007793432

Effects of structural changes on the risk characteristics of REIT returns

Wu, Pei-Shan; Huang, Chien-Ming; Chiu, Chien-Liang - In: International review of economics & finance : IREF 20 (2011) 4, pp. 645-654

Persistent link: https://www.econbiz.de/10009030734

Arbitrage behaviour in the exchange rates of Taiwan and Japan: applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility

Lee, Yen-Hsien; Chiu, Chien-Liang - In: Applied economics 43 (2011) 15, pp. 1935-1944

Persistent link: https://www.econbiz.de/10009134015

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

Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?

Chou, Ke-Hsin; Day, Min-Yuh; Chiu, Chien-Liang - In: International review of economics & finance : IREF 88 (2023), pp. 365-385

Persistent link: https://www.econbiz.de/10014474538