Similar Search Results

Pacific Basin stock markets and international capital asset pricing

Jan, Yin-Ching; Chou, Peter Shyan-Rong; Hung, Mao-Wei - In: Global Finance Journal 11 (2000) 1-2, pp. 1-16

Persistent link: https://www.econbiz.de/10005235244

The world price of exchange risk in the Pacific Basin equity markets

Chou, Peter Shyan-Rong; Jan, Yin-Ching; Hung, Mao-Wei - In: Applied Financial Economics 12 (2002) 5, pp. 361-370

This paper investigates whether the foreign exchange risk is priced in the Pacific Basin equity markets. The test was performed in the conditional version which allows the world prices of market risk and exchange risk to vary over time. Being parsimonious, a principal component analysis is taken...

Persistent link: https://www.econbiz.de/10009206925

Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks

Han, Nan-Wei; Hung, Mao-Wei - In: Insurance / Mathematics & economics 73 (2017), pp. 54-67

Persistent link: https://www.econbiz.de/10011702045

Incorporating model uncertainty into optimal insurance contract design

Pflug, Georg; Hung, Mao-Wei - In: Insurance / Mathematics & economics 73 (2017), pp. 68-74

Persistent link: https://www.econbiz.de/10011702048

The importance of stock liquidity on option pricing

Feng, Shih-Ping; Hung, Mao-Wei; Wang, Yaw-Huei - In: International review of economics & finance : IREF 43 (2016), pp. 457-467

Persistent link: https://www.econbiz.de/10011625856

A generalization of the recursive integration method for the analytic valuation of American options

Chang, Lung-Fu; Guo, Jia-Hau; Hung, Mao-Wei - In: The journal of futures markets 36 (2016) 9, pp. 887-901

Persistent link: https://www.econbiz.de/10011568657

The investment management for a downside-protected equity-linked annuity under interest rate risk

Han, Nan-Wei; Hung, Mao-Wei - In: Finance research letters 13 (2015), pp. 113-124

Persistent link: https://www.econbiz.de/10011552419

Credit contagion and competitive effects of bond rating downgrades along the supply chain

Chang, Jung-Hsien; Hung, Mao-Wei; Tsai, Feng-Tse - In: Finance research letters 15 (2015), pp. 232-238

Persistent link: https://www.econbiz.de/10011553227

The impact of news articles and corporate disclosure on credit risk valuation

Tsai, Feng-Tse; Lu, Hsin-Min; Hung, Mao-Wei - In: Journal of banking & finance 68 (2016), pp. 100-116

Persistent link: https://www.econbiz.de/10011634804

Limit hits and informationally-related stocks

Guo, Jia-Hau; Chang, Lung-Fu; Hung, Mao-Wei - In: Journal of financial markets 34 (2017), pp. 31-47

Persistent link: https://www.econbiz.de/10011815035