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Lee, Yen-Hsien
12
Huang, Ya-Ling
5
Wang, David K.
2
Wu, Chun-Yu
2
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1
Chiu, Chien-liang
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ECONIS (ZBW)
13
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1
Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien
;
Huang, Ya-Ling
;
Wu, Chun-Yu
- In:
International Journal of Energy Economics and Policy : IJEEP
4
(
2014
)
3
,
pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
Saved in:
2
Conditional jump dynamics in the stock prices of alternative energy companies
Lee, Yen-Hsien
;
Huang, Ya-Ling
;
Wu, Chun-Yu
- In:
International Journal of Energy Economics and Policy : IJEEP
3
(
2013
)
3
,
pp. 288-296
Persistent link: https://www.econbiz.de/10010192879
Saved in:
3
Information content of investor trading behavior : evidence from Taiwan index options market
Lee, Yen-Hsien
;
Wang, David K.
- In:
Pacific-Basin finance journal
38
(
2016
),
pp. 149-160
Persistent link: https://www.econbiz.de/10011669087
Saved in:
4
Does the US fear gauge impact on the investor fear gauge in the emerging markets?
Lee, Yen-Hsien
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 197-209
Persistent link: https://www.econbiz.de/10011429890
Saved in:
5
Foreign ownership, return volatility, and investment opportunities
Lee, Yen-Hsien
;
Pai, Tung-Yueh
;
Huang, Ya-Ling
;
Lin, Yu-Shan
- In:
Investment management and financial innovations
12
(
2015
)
4
,
pp. 61-69
Persistent link: https://www.econbiz.de/10011575003
Saved in:
6
Dynamic spillovers between oil and stock markets : new approaches at spillover index
Lee, Yen-Hsien
;
Liao, Ting-Huei
;
Huang, Ya-Ling
;
Huang, …
- In:
International journal of financial research
6
(
2015
)
2
,
pp. 178-189
Persistent link: https://www.econbiz.de/10011405144
Saved in:
7
Global contagion of market sentiment during the US subprime crisis
Lee, Yen-Hsien
;
Tucker, Alan L.
;
Wang, David K.
;
Pao, …
- In:
Global finance journal
25
(
2014
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10010400994
Saved in:
8
Analysis of spillover effects between stock market volatility and macroeconomic volatility using GARCH-MIDAS model
Lee, Young Im
;
Lee, Jin
- In:
Journal of economic research
23
(
2018
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10011904106
Saved in:
9
Global and regional range-based volatility spillover effects
Lee, Yen-Hsien
- In:
Emerging markets review
14
(
2013
),
pp. 1-10
Persistent link: https://www.econbiz.de/10009727970
Saved in:
10
Exploring forecast error and the informational content of implied volatility in the Taiwan market
Lee, Yen-Hsien
;
Lin, Chi-tai
;
Chiang, Shu-mei
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
5
,
pp. 590-609
Persistent link: https://www.econbiz.de/10009665556
Saved in:
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