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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"Capital income"
~subject:"Hedging"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Article"
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Capital income
Hedging
Welt
Theorie
93
Theory
93
Derivat
46
Derivative
46
China
39
USA
32
United States
32
Börsenkurs
25
Share price
25
Volatility
24
Volatilität
24
Estimation
23
Schätzung
23
World
22
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21
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Lien, Da-hsiang Donald
Gupta, Rangan
180
Zaremba, Adam
107
Bouri, Elie
102
Eichengreen, Barry
101
Hammoudeh, Shawkat
95
Wohar, Mark E.
91
Lee, Chien-chiang
87
Tiwari, Aviral Kumar
82
Apergēs, Nikolaos
79
Faff, Robert W.
79
Lucey, Brian M.
79
McMillan, David G.
78
Hassan, M. Kabir
76
Narayan, Paresh Kumar
75
Xuan Vinh Vo
75
Aizenman, Joshua
69
Demirgüç-Kunt, Asli
68
Dreher, Axel
65
Ma, Feng
62
Demirer, Rıza
59
Broll, Udo
58
Goel, Rajeev K.
58
Anderson, Kym
57
Hoekman, Bernard M.
57
Kang, Sang Hoon
57
Haan, Jakob de
56
Wang, Yudong
56
Umar, Zaghum
55
Moshirian, Fariborz
54
Nguyen, Duc Khuong
54
Mensi, Walid
53
Rose, Andrew
53
Shahzad, Syed Jawad Hussain
53
Brooks, Robert
52
Egger, Peter
51
Zhang, Wei
51
Salisu, Afees A.
50
Fabozzi, Frank J.
49
Hasan, Iftekhar
49
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The journal of futures markets
38
International review of economics & finance : IREF
11
International review of financial analysis
7
Applied financial economics
4
Review of quantitative finance and accounting
4
Applied economics
3
Journal of economics and finance
3
Research in finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in investment analysis and portfolio management : a research annual
2
Energy economics
2
Finance research letters
2
Global finance journal
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of multinational financial management
2
Advances in futures and options research : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied mathematical finance
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of managerial finance : IJMF
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of international money and finance
1
Journal of mathematical finance
1
Journal of population economics
1
Pacific economic review
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Review of Pacific Basin financial markets and policies
1
The European journal of finance
1
The International trade journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of socio-economics
1
Transportation research / E : an international journal
1
Zi you zhong guo zhi gong ye
1
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ECONIS (ZBW)
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1
Transmission process and determinants of sovereign credit contagions : global evidence
Chen, Chih-Chun
;
Chen, Chun-Da
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 552-567
Persistent link: https://www.econbiz.de/10014446789
Saved in:
2
Global financial crisis, funding constraints, and liquidity of VIX futures
Chiu, Junmao
;
Lien, Da-hsiang Donald
;
Tsai, Wei-Che
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463313
Saved in:
3
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:
4
The impact of cultural institutes on international tourism
Lo, Melody
;
Lien, Da-hsiang Donald
;
Bojanic, David C.
- In:
The International trade journal
37
(
2023
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10013552666
Saved in:
5
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
6
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
Saved in:
7
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
8
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
9
Is maximum daily return a lottery? : evidence from monthly revenue announcements
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 545-600
Persistent link: https://www.econbiz.de/10013459298
Saved in:
10
Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald
;
Wang, Ziling
;
Yu, Xiaojian
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550
Saved in:
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