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~language:"eng"
~type_genre:"Article in journal"
~type_genre:"Article"
~person:"Lien, Da-hsiang Donald"
~subject:"Hedging"
~subject:"Welt"
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Welt
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Lien, Da-hsiang Donald
Eichengreen, Barry
101
Gupta, Rangan
83
Hammoudeh, Shawkat
74
Lee, Chien-chiang
72
Bouri, Elie
71
Aizenman, Joshua
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Xuan Vinh Vo
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Kit, Pong Wong
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41
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The journal of futures markets
37
International review of economics & finance : IREF
10
International review of financial analysis
5
Applied economics
3
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
Energy economics
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2
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1
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1
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1
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1
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1
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The European journal of finance
1
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The energy journal
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The journal of socio-economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Transportation research / E : an international journal
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Zi you zhong guo zhi gong ye
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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
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:
7
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:
8
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:
9
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
10
Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations
Hsu, Chih-Hsiang
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 600-621
Persistent link: https://www.econbiz.de/10012486839
Saved in:
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