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Do ETFs provide effective international diversification?

Huang, Mei-Yueh; Lin, Jun-Biao - In: Research in International Business and Finance 25 (2011) 3, pp. 335-344

Global investments have been a hot issue for years. Investors can diversify risks and obtain benefits from foreign markets by investing directly in the foreign security market or indirectly in Exchange-Trade Funds (ETFs). Because direct investments are not always feasible, we investigate whether...

Persistent link: https://www.econbiz.de/10009143187

Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading

Chou, Pin-Huang; Li, Wen-Shen; Lin, Jun-Biao; Wang, Jane-Sue - In: International Review of Financial Analysis 15 (2006) 4-5, pp. 363-376

Persistent link: https://www.econbiz.de/10005229056

Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates

Chang, Chuang-chang - In: Journal of multinational financial management 11 (2001) 3, pp. 241-268

Persistent link: https://www.econbiz.de/10001592716

An exponential extrapolation approach for the valuation and hedging of American options

Chang, Chuang-chang - In: International journal of business 5 (2000) 2, pp. 29-55

Persistent link: https://www.econbiz.de/10001522445

A modified static hedging method for continuous barrier options

Chung, San-lin; Shih, Pai-ta; Tsai, Wei-che - In: The journal of futures markets 30 (2010) 12, pp. 1150-1166

Persistent link: https://www.econbiz.de/10008901292

Applying recurrent event analysis to understand the cuases of changes in firm credit ratings

Chen, Yan-shing; Ho, Po-hsin; Lin, Chih-yung; Tsai, Wei-che - In: Applied financial economics 22 (2012) 10/12, pp. 977-988

Persistent link: https://www.econbiz.de/10009625567

Static hedging and pricing American knock-out options

Chung, San-lin; Shih, Pai-ta; Tsai, Wei-che - In: The journal of derivatives : the official publication … 20 (2013) 4, pp. 23-48

Persistent link: https://www.econbiz.de/10009760549

Bank loan supply in the financial crisis : evidence from the role of political connection

Tsai, Wei-Che; Wang, Wei-Yuan; Ho, Po-Hsin; Lin, Chih-Yung - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 487-497

Persistent link: https://www.econbiz.de/10011562502

The impact of derivatives hedging on the stock market : evidence from Taiwan's covered warrants market

Chung, San-lin; Liu, Wen-rang; Tsai, Wei-che - In: Journal of banking & finance 42 (2014), pp. 123-133

Persistent link: https://www.econbiz.de/10010408417

Static hedging and pricing American knock-in put options

Chung, San-lin; Shih, Pai-ta; Tsai, Wei-che - In: Journal of banking & finance 37 (2013) 1, pp. 191-205

Persistent link: https://www.econbiz.de/10009675545