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Derivative
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98
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98
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88
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40
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32
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32
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25
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Lien, Da-hsiang Donald
50
Tse, Yiu Kuen
6
Hennessy, David A.
2
Kit, Pong Wong
2
Leggio, Karyl B.
2
Li, Yang
2
Metz, Michael
2
Shaffer, David R.
2
Shrestha, Keshab
2
Zhang, Mei
2
Chan, Leo H.
1
Chen, Andrew H.
1
Chen, Wei Peng
1
Chung, Huimin
1
Demirer, Rıza
1
Kang, Joseph C.
1
Kwak, Soojong
1
Lee, Hsiu-chuan
1
Leung, Wai Kin
1
Li, Anlong
1
Liu, Lihong
1
Luo, Xiangdong
1
Roongsangmanoon, Charnwut
1
Sheu, Her-jiun
1
Tse, Maurice Kwok-Sang
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Wang, Yaqin
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Xiang, Ju
1
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Iowa State University / Center for Agricultural and Rural Development
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The journal of futures markets
21
International review of economics & finance : IREF
4
Journal of economics and finance
3
Review of quantitative finance and accounting
3
Applied financial economics
2
Advances in investment analysis and portfolio management : a research annual
1
Contributions to financial econometrics : theoretical and practical issues
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
Financial hedging
1
Global finance journal
1
International journal of financial markets and derivatives
1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
2
Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng
;
Chung, Huimin
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
Saved in:
3
A note on utility-based futures hedging performance measure
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
Saved in:
4
Ledger provision in hog marketing contracts
Hennessy, David A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002089824
Saved in:
5
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
6
A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
Saved in:
7
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
8
Hedging mismatched currencies with options and futures
Lien, Da-hsiang Donald
;
Tse, Maurice Kwok-Sang
;
Kit, …
- In:
Risk management
,
(pp. 345-357)
.
2010
Persistent link: https://www.econbiz.de/10003988281
Saved in:
9
Hedging pressure and delivery risk explanations of futures risk premia
Roongsangmanoon, Charnwut
;
Chen, Andrew H.
;
Kang, Joseph C.
- In:
Research in finance
25
(
2009
),
pp. 303-331
Persistent link: https://www.econbiz.de/10009306651
Saved in:
10
Simultaneous versus separate hedging strategies
Lien, Da-hsiang Donald
;
Zhang, Mei
- In:
Financial hedging
,
(pp. 255-262)
.
2009
Persistent link: https://www.econbiz.de/10008799124
Saved in:
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