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~person:"Lien, Da-hsiang Donald"
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Hedging
88
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55
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55
Derivat
39
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39
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11
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11
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11
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90
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Lien, Da-hsiang Donald
Eichengreen, Barry
472
De Grauwe, Paul
329
Belke, Ansgar
324
Gros, Daniel
285
Aizenman, Joshua
284
Broll, Udo
232
Frankel, Jeffrey A.
222
Hagen, Jürgen von
184
Schnabl, Gunther
170
Corsetti, Giancarlo
166
Caporale, Guglielmo Maria
160
Wyplosz, Charles
143
Cheung, Yin-Wong
141
Bordo, Michael D.
132
Masson, Paul R.
130
Bofinger, Peter
127
Hefeker, Carsten
125
Taylor, Mark P.
125
Artis, Michael J.
124
Goldberg, Linda S.
122
Lane, Philip R.
120
Edwards, Sebastian
116
Artus, Patrick
114
Fratzscher, Marcel
110
Issing, Otmar
110
McCauley, Robert N.
110
Rose, Andrew
110
Arestis, Philip
108
Hughes Hallett, Andrew
107
Obstfeld, Maurice
106
Afonso, António
105
MacDonald, Ronald
105
Jeanne, Olivier
103
Sinn, Hans-Werner
102
Bahmani-Oskooee, Mohsen
99
Rajan, Ramkishen S.
96
Bibow, Jörg
95
Fidrmuc, Jarko
95
Smets, Frank
94
Beetsma, Roel
93
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The journal of futures markets
36
International review of economics & finance : IREF
8
International review of financial analysis
6
Applied financial economics
3
Journal of economics and finance
3
Research in finance
3
Review of quantitative finance and accounting
3
Advances in investment analysis and portfolio management : a research annual
2
Global finance journal
2
Journal of multinational financial management
2
Advances in futures and options research : a research annual
1
Belief functions in business decisions : with 57 tables
1
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
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
Financial hedging
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of international money and finance
1
Journal of mathematical finance
1
Pacific economic review
1
Research in international business and finance
1
Risk management
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Transportation research / E : an international journal
1
Zi you zhong guo zhi gong ye
1
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ECONIS (ZBW)
90
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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
Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian
currency
crisis and subprime credit crisis
Lien, Da-hsiang Donald
;
Lee, Geul
;
Li, Yang
;
Zhang, Yuyin
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
Saved in:
3
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:
4
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:
5
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:
6
Quantile hedge ratio for forward freight market
Gu, Yimiao
;
Chen, Zhenxi
;
Lien, Da-hsiang Donald
;
Luo, …
- In:
Transportation research / E : an international journal
138
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012294938
Saved in:
7
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:
8
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:
9
Hedging downside risk : futures vs. options
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
International review of economics & finance : IREF
10
(
2001
)
2
,
pp. 159-169
Persistent link: https://www.econbiz.de/10001583340
Saved in:
10
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:
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