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Chung, Huimin
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1
The effects of model errors and market imperfections on financial institutions writing derivative warrants : simulation evidence from Taiwan
Chung, Huimin
;
Lee, Chin-shen
;
Wu, Soushan
- In:
Pacific-Basin finance journal
10
(
2002
)
1
,
pp. 55-75
Persistent link: https://www.econbiz.de/10001655761
Saved in:
2
The effects of model errors and market imperfections on financial institutions writing derivative warrants: Simulation evidence from Taiwan
Chung, Huimin
;
Lee, Chin-Shen
;
Wu, Soushan
- In:
Pacific-Basin Finance Journal
10
(
2002
)
1
,
pp. 55-75
Persistent link: https://www.econbiz.de/10005351950
Saved in:
3
A risk-tolerance hedging strategy
Wu, Soushan
- In:
Review of futures markets
9
(
1990
),
pp. 282-290
Persistent link: https://www.econbiz.de/10001108717
Saved in:
4
A cointegration test on stock and bond spread reversion : evidence in Taiwan
Wu, Soushan
- In:
Xiang gang jing ji xue hui hui kan : annual publ. of …
24
(
1996
),
pp. 21-29
Persistent link: https://www.econbiz.de/10001211583
Saved in:
5
Alternative conditional volatility models of Taiwan's stock market with applications to covered warrants
Lee, Chin-shen
;
Chung, Huimin
- In:
Advances in Pacific Basin business, economics, and finance
4
(
2000
),
pp. 219-231
Persistent link: https://www.econbiz.de/10001543067
Saved in:
6
Stress testing for Asian stock markets - an application of extreme value theory
Wang, Shen
;
Liu, Mei-ying
;
Chung, Huimin
;
Wu, Soushan
- In:
Journal of emerging markets
6
(
2001
)
3
,
pp. 16-26
Persistent link: https://www.econbiz.de/10001710745
Saved in:
7
A new approach to stress testing of stock portfolios and its application to the Taiwan stock market
Wang, Shen
;
Wu, Soushan
;
Chung, Huimin
- In:
The Asia Pacific journal of economics and business : APJEB
4
(
2000
)
2
,
pp. 52-73
Persistent link: https://www.econbiz.de/10001652203
Saved in:
8
An analysis of long memory in volatility for Asian stock markets
Chung, Huimin
;
Lin, William T.
;
Wu, Soushan
- In:
Review of Pacific Basin financial markets and policies
3
(
2000
)
3
,
pp. 309-330
Persistent link: https://www.econbiz.de/10001535912
Saved in:
9
The determinants of interest margins and their effect on bank diversification : evidence from Asian banks
Lin, Jane-raung
;
Chung, Huimin
;
Hsieh, Ming-hsiang
;
Wu, …
- In:
Journal of financial stability
8
(
2012
)
2
,
pp. 96-106
Persistent link: https://www.econbiz.de/10009655663
Saved in:
10
External financing needs, corporate governance, and firm value
Chen, Wei-peng
;
Chung, Huimin
;
Hsu, Tsui-ling
;
Wu, Soushan
- In:
Corporate governance : an international review
18
(
2010
)
3
,
pp. 234-249
Persistent link: https://www.econbiz.de/10003991707
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