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~person:"Cho, Dooyeon"
~person:"Lien, Da-hsiang Donald"
~person:"Tandon, Kishore"
~type_genre:"Article in journal"
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Cho, Dooyeon
Lien, Da-hsiang Donald
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27
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ECONIS (ZBW)
17
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1
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1
Can structural changes in the persistence of the forward premium explain the forward premium anomaly?
Cho, Dooyeon
;
Chun, Sungju
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 225-235
Persistent link: https://www.econbiz.de/10012127851
Saved in:
2
On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
Cho, Dooyeon
- In:
Economic modelling
70
(
2018
),
pp. 310-319
Persistent link: https://www.econbiz.de/10012027933
Saved in:
3
Trend shifts in the forward premium and the predictability of excess returns in currency markets
Cho, Dooyeon
;
Chun, Sungju
- In:
Applied economics
49
(
2017
)
18
,
pp. 1821-1832
Persistent link: https://www.econbiz.de/10011815429
Saved in:
4
The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon
- In:
Journal of empirical finance
34
(
2015
),
pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
Saved in:
5
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
6
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:
7
Intraday price-reversal patterns in the currency futures market : the impact of the introduction of GLOBEX and the euro
Rentzler, Joel Conrad
;
Tandon, Kishore
;
Yu, Susana
- In:
The journal of futures markets
26
(
2006
)
11
,
pp. 1089-1130
Persistent link: https://www.econbiz.de/10003392004
Saved in:
8
Optimal bidding and hedging in international markets
Lien, Da-hsiang Donald
;
Kit, Pong Wong
- In:
Journal of international money and finance
23
(
2004
)
5
,
pp. 785-798
Persistent link: https://www.econbiz.de/10002138774
Saved in:
9
Downside risk for short long hedgers
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
12
(
2003
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001770018
Saved in:
10
Optimal hedge ratios and temporal aggregation of cointegrated systems
Lien, Da-hsiang Donald
;
Leggio, Karyl
- In:
Advances in investment analysis and portfolio …
9
(
2002
),
pp. 31-40
Persistent link: https://www.econbiz.de/10001695508
Saved in:
1
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