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~isPartOf:"Applied financial economics"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Kit, Pong Wong"
~person:"Lien, Da-hsiang Donald"
~type_genre:"Article in journal"
~type_genre:"Article"
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Kit, Pong Wong
Lien, Da-hsiang Donald
Webb, Robert I.
29
Faff, Robert W.
23
Brooks, Robert
22
McMillan, David G.
22
Frino, Alex
19
Madura, Jeff
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Tse, Yiuman
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Ap Gwilym, Owain
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Yang, Jian
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Moosa, Imad A.
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Speight, Alan E. H.
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Coakley, Jerry
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Applied financial economics
The journal of futures markets
International review of economics & finance : IREF
44
Economics letters
15
The North American journal of economics and finance : a journal of financial economics studies
15
Economic modelling
14
International review of financial analysis
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics
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Finance research letters
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Bulletin of economic research
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Education economics
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Review of quantitative finance and accounting
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Pacific-Basin finance journal
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Journal of forecasting
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Journal of international financial markets, institutions & money
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Journal of multinational financial management
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Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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Open economies review
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Pacific economic review
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economic and political studies : EPS
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Global finance journal
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Journal of development economics
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Journal of mathematical economics
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Journal of population economics
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The International trade journal
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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Advances in investment analysis and portfolio management : a research annual
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Advances in quantitative analysis of finance and accounting : a research annual
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Applied economics letters
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China economic review : an international journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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Eurasian economic review : a journal in applied macroeconomics and finance
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International economic journal
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International journal of business and economics
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ECONIS (ZBW)
68
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1
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
2
Cross-hedging ambiguous exchange rate risk
Kit, Pong Wong
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 132-147
Persistent link: https://www.econbiz.de/10011669769
Saved in:
3
Estimation of market information shares : a comparison
Lien, Da-hsiang Donald
;
Wang, Zijun
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011569017
Saved in:
4
Production and hedging under smooth ambiguity preferences
Kit, Pong Wong
- In:
The journal of futures markets
36
(
2016
)
5
,
pp. 506-518
Persistent link: https://www.econbiz.de/10011568447
Saved in:
5
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
6
Ambiguity and the value of hedging
Kit, Pong Wong
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 839-848
Persistent link: https://www.econbiz.de/10011392663
Saved in:
7
Production and anticipatory hedging under time-inconsistent preferences
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 961-985
Persistent link: https://www.econbiz.de/10011392715
Saved in:
8
Exchange-traded funds, liquidity and volatility
Krause, Timothy
;
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1617-1630
Persistent link: https://www.econbiz.de/10010460931
Saved in:
9
Price discovery in interrelated markets
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
Saved in:
10
Cross hedging with currency forward contracts
Kit, Pong Wong
- In:
The journal of futures markets
33
(
2013
)
7
,
pp. 653-674
Persistent link: https://www.econbiz.de/10009756541
Saved in:
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