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Decomposing and valuing the callable convertible bonds : a new method based on exotic options
Zhou, Qi-yuan (contributor); Wu, Chong-feng (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003526045
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Decomposing and valuing convertible bonds : a new method based on exotic options
Feng, Yun; Huang, Bing-hua; Young, Martin R.; Zhou, Qi-yuan - In: Economic modelling 47 (2015), pp. 193-206
Persistent link: https://www.econbiz.de/10011439095
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Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping; Feng, Yun; Wu, Chong-feng; Xu, Wei-dong - In: Economic modelling 30 (2013), pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
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Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-Ping; Feng, Yun; Wu, Chong-Feng; Xu, Wei-Dong - In: Economic Modelling 30 (2013) C, pp. 863-874
In this paper, we propose a dynamic model of the term structure of forward exchange rates and discuss the effects of jumps in interest rates on the term structure of forward exchange rates. First, we develop a dynamic three-factor model of forward exchange rates in continuous time that...
Persistent link: https://www.econbiz.de/10010608256
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Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-Ping; Feng, Yun; Wu, Chong-Feng; Xu, Wei-Dong - In: Economic modelling 30 (2013), pp. 863-874
Persistent link: https://www.econbiz.de/10010062321
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Is China's economic growth extraordinary or mediocre? : the role of the exchange rate
Feng, Yun; Wu, Chongfeng - In: China & world economy 16 (2008) 1, pp. 100-116
Persistent link: https://www.econbiz.de/10003646373
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An exact algorithm for the type-constrained and variable sized bin packing problem
Zhou, Chunyang; Wu, Chongfeng; Feng, Yun - 2009
Persistent link: https://www.econbiz.de/10003934277
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Does speculation Granger cause return in Chinese commodity markets?
Hu, Weigang; Feng, Yun - In: Applied economics letters 23 (2016) 4/6, pp. 294-297
Persistent link: https://www.econbiz.de/10011430469
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The cross-shareholding network and risk contagion from stochastic shocks : an investigation based on China’s market
Feng, Yun; Li, Xin - In: Computational economics 59 (2022) 1, pp. 357-381
Persistent link: https://www.econbiz.de/10013169012
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Dual and single hedging strategy : a novel comparison from the direct and cross hedging perspective
Feng, Yun; Cui, Yan - In: China finance review international 12 (2022) 1, pp. 161-179
Persistent link: https://www.econbiz.de/10012880148