Narrow search
Showing 1 - 10 of 40
Cover Image
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
Cover Image
Hedger response to multiple grades of delivery on futures markets
Lien, Da-hsiang Donald - In: The journal of futures markets 8 (1988) 6, pp. 687-702
Persistent link: https://www.econbiz.de/10001134531
Cover Image
Application of mean-variance analysis to broad-based futures contracts
Lien, Da-hsiang Donald - In: The journal of futures markets 12 (1992) 1, pp. 19-32
Persistent link: https://www.econbiz.de/10001124731
Cover Image
Entry-deterring contract specification on futures markets
Lien, Da-hsiang Donald - In: The journal of futures markets 10 (1990) 1, pp. 89-95
Persistent link: https://www.econbiz.de/10001128105
Cover Image
Optimal hedging and spreading on wheat futures markets
Lien, Da-hsiang Donald - In: The journal of futures markets 9 (1989) 2, pp. 163-170
Persistent link: https://www.econbiz.de/10001066574
Cover Image
Estimating multiperiod hedge ratios in cointegrated markets
Lien, Da-hsiang Donald - In: The journal of futures markets 13 (1993) 8, pp. 909-920
Persistent link: https://www.econbiz.de/10001158681
Cover Image
The effect of the cointegration relationship on futures hedging : a note
Lien, Da-hsiang Donald - In: The journal of futures markets 16 (1996) 7, pp. 773-780
Persistent link: https://www.econbiz.de/10001205863
Cover Image
Hedging time-varying downside risk
Lien, Da-hsiang Donald - In: The journal of futures markets 18 (1998) 6, pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Cover Image
Multiperiod hedging in the presence of conditional heteroskedasticity
Lien, Da-hsiang Donald - In: The journal of futures markets 14 (1994) 8, pp. 927-955
Persistent link: https://www.econbiz.de/10001173366
Cover Image
Production and anticipatory hedging under time-inconsistent preferences
Lien, Da-hsiang Donald; Yu, Chia-Feng - In: The journal of futures markets 35 (2015) 10, pp. 961-985
Persistent link: https://www.econbiz.de/10011392715