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Insurance stock returns and economic growth

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The informational role of stock and warrant trades : empirical evidence from China

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Time-varying risk aversion and dynamic portfolio allocation

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Dynamic and asymmetric dependences between Chinese Yuan and other Asia-Pacific currencies

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Revisiting asymmetric price transmission in the U.S. oil-gasoline markets : a multiple threshold error-correction analysis

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Dynamic portfolio allocation with time-varying jump risk

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Incorporating time‐varying jump intensities in the mean‐variance portfolio decisions

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Forecasting equity returns : The role of commodity futures along the supply chain

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Dynamic and Asymmetric Dependences between Chinese Yuan and Other Asia-Pacific Currencies

Lien, Donald D. - 2013

This paper examines the dynamic dependence structure between Chinese Yuan and each of ve other currencies in the Asia-Paci fic region on non-deliverable forward contracts over the period of July 4, 2006 throughout August 31, 2011. Using the date that Lehman Brothers led for bankruptcy as the...

Persistent link: https://www.econbiz.de/10013088303

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