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~isPartOf:"Applied financial economics"
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"No longer published / No longer aquired"
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Hedging
3
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Lien, Da-hsiang Donald
Phillips, Peter C. B.
Faff, Robert W.
19
Madura, Jeff
19
Brooks, Robert
18
McMillan, David G.
16
Hamori, Shigeyuki
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Moosa, Imad A.
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Hassan, M. Kabir
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Fabozzi, Frank J.
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Lucey, Brian M.
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Serletis, Apostolos
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Sosvilla-Rivero, Simón
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Blake, David
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Applied financial economics
Econometric theory
66
Journal of econometrics
66
The journal of futures markets
51
International review of economics & finance : IREF
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Econometric reviews
16
Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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International review of financial analysis
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Applied economics
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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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Journal of applied econometrics
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International economic review
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Finance research letters
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New Zealand economic papers
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Oxford bulletin of economics and statistics
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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The review of economic studies
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Econometrics : open access journal
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Journal of development economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of population economics
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Pacific economic review
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Research in finance
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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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1
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:
2
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:
3
Firm-level return dispersion and correlation asymmetry : challenges for portfolio diversification
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 447-456
Persistent link: https://www.econbiz.de/10001971231
Saved in:
4
Impulse responses in a threshold cointegrated system : the case of natural gas markets
Root, T. H.
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
13
(
2003
)
1
,
pp. 23-35
Persistent link: https://www.econbiz.de/10001725720
Saved in:
5
Evaluating the hedging performance of the constant-correlation GARCH model
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 791-798
Persistent link: https://www.econbiz.de/10001711924
Saved in:
6
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
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