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US and domestic market gains and Asian investors' overconfident trading behavior

Chuang, Wen-I; Lee, Bong-soo; Wang, Kai-Li - In: Financial management 43 (2014) 1, pp. 113-148

Persistent link: https://www.econbiz.de/10011337813

Explaining the default risk anomaly by the two-beta model

Yeh, Chung-Ying; Hsu, Junming; Wang, Kai-Li; Lin, Che-Hui - In: Journal of empirical finance 30 (2015), pp. 16-33

Persistent link: https://www.econbiz.de/10011489209

Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets : a cross-country comparison

Wang, Kai-Li; Fawson, Christopher; Chen, Mei-Ling; Wu, … - In: Pacific-Basin finance journal 27 (2014), pp. 115-137

Persistent link: https://www.econbiz.de/10010499708

Implied deterministic volatility functions : an empirical test for Euribor options

Kuo, I.-doun; Wang, Kai-Li - In: The journal of futures markets 29 (2009) 4, pp. 319-347

Persistent link: https://www.econbiz.de/10003817589

A flexible parametric GARCH model with an application to exchange rates

Wang, Kai-li (contributor) - In: Journal of applied econometrics 16 (2001) 4, pp. 521-536

Persistent link: https://www.econbiz.de/10001601907

Capital intensity, natural resources, and institutional risk preferences in Chinese Outward Foreign Direct Investment

Yang, Jiao-Hui; Wang, Wei; Wang, Kai-Li; Yeh, Chung-Ying - In: International review of economics & finance : IREF 55 (2018), pp. 259-272

Persistent link: https://www.econbiz.de/10012033478

Dynamic information spillovers in intraregionally-focused spot and forward currency markets

Wang, Xi; Yang, Jiao-Hui; Wang, Kai-Li; Fawson, Christopher - In: Journal of international money and finance 71 (2017), pp. 78-110

Persistent link: https://www.econbiz.de/10011787670

The Dynamic Relationship between the Investment Behavior and the Morgan Stanley Taiwan Index: Foreign Institutional Investors' Decision Process

Chen, Mei-Ling; Wang, Kai-Li; Sung, Ya-Ching; Lin, Fu-Lai; … - In: Review of Pacific Basin Financial Markets and Policies … 10 (2007) 03, pp. 389-413

This research employs VAR models, impulse response function, forecast error variance decomposition and bivariate GJR GARCH models, to explore the dynamic relationship between foreign investment and the MSCI Taiwan Index (MSCI–TWI). The estimations of the VAR, impulse-response functions and...

Persistent link: https://www.econbiz.de/10005080757

Implied deterministic volatility functions: An empirical test for Euribor options

Kuo, I.-Doun; Wang, Kai-Li - In: The journal of futures markets 29 (2009) 4, pp. 319-347

Persistent link: https://www.econbiz.de/10008169833

The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework

Wang, Kai-Li; Chen, Mei-Ling - In: Review of quantitative finance and accounting 29 (2007) 4, pp. 371-394

Persistent link: https://www.econbiz.de/10007869862