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~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of futures markets"
~person:"Lien, Da-hsiang Donald"
~person:"Smets, Frank"
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Hedging
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Lien, Da-hsiang Donald
Smets, Frank
Kit, Pong Wong
12
Lai, Yu-Sheng
6
Lee, Cheng F.
6
Kolb, Robert W.
5
Sheu, Her-jiun
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Review of quantitative finance and accounting
The journal of futures markets
Working paper series / European Central Bank
13
International review of economics & finance : IREF
8
ECB Working Paper
6
International review of financial analysis
6
Working paper series / European Central Bank ; Eurosystem
6
Discussion paper / Centre for Economic Policy Research
4
Discussion papers / CEPR
4
National Bank of Belgium Working Paper
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Applied financial economics
3
ECB Occasional Paper
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Journal of economics and finance
3
Research in finance
3
Working paper / National Bank of Belgium
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Working paper / National Bank of Belgium / National Bank of Belgium
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Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
3
Advances in investment analysis and portfolio management : a research annual
2
BIS working papers
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Global finance journal
2
Journal of monetary economics
2
Journal of multinational financial management
2
Advances in futures and options research : a research annual
1
Approaches to monetary policy revisited : lessons from the crisis ; sixth ECB Central Banking Conference, 18 - 19 November 2010
1
BIS Working Paper
1
Barcelona GSE working paper series : working paper
1
Belief functions in business decisions : with 57 tables
1
Books / European Central Bank
1
CFS Working Paper
1
CFS working paper series
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Contributions to financial econometrics : theoretical and practical issues
1
Discussion paper / Monash University, Department of Economics
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
ECB strategy review
1
EMU : dé uitdaging ; vierentwintigste Vlaams wetenschappelijk economisch congres ; Gent, 17 en 18 maart 2000
1
Economic policy : a European forum
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Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy economics
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European economic review : EER
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ECONIS (ZBW)
39
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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
Spot-futures spread, time-varying correlation, and hedging with
currency
futures
Lien, Da-hsiang Donald
;
Yang, Li
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 1019-1038
Persistent link: https://www.econbiz.de/10003391975
Saved in:
3
The effects of structural breaks and long memory on
currency
hedging
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The journal of futures markets
30
(
2010
)
7
,
pp. 607-632
Persistent link: https://www.econbiz.de/10003985029
Saved in:
4
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:
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
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:
7
Multiperiod hedging in the presence of conditional heteroskedasticity
Lien, Da-hsiang Donald
- In:
The journal of futures markets
14
(
1994
)
8
,
pp. 927-955
Persistent link: https://www.econbiz.de/10001173366
Saved in:
8
Estimating multiperiod hedge ratios in cointegrated markets
Lien, Da-hsiang Donald
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 909-920
Persistent link: https://www.econbiz.de/10001158681
Saved in:
9
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:
10
A note on the performance of regime switching hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 389-396
Persistent link: https://www.econbiz.de/10010218779
Saved in:
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