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Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang; Siu, Tak Kuen - In: Economic modelling 30 (2013), pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
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Asset allocation under stochastic interest rate with regime switching
Shen, Yang; Siu, Tak Kuen - In: Economic modelling 29 (2012) 4, pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
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Pricing foreign equity options with regime-switching
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming - In: Economic modelling 37 (2014), pp. 296-305
Persistent link: https://www.econbiz.de/10010417689
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Valuing commodity options and futures options with changing economic conditions
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming - In: Economic modelling 51 (2015), pp. 524-533
Persistent link: https://www.econbiz.de/10011476145
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Does regional air quality affect executive turnover at listed companies in China?
Zhu, Juan; Jiang, Dequan; Shen, Yongjian; Shen, Yuxin - In: Economic modelling 97 (2021), pp. 428-436
Persistent link: https://www.econbiz.de/10012793488
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Asset allocation under stochastic interest rate with regime switching
Shen, Yang; Siu, Tak Kuen - In: Economic modelling 29 (2012) 4, pp. 1126-1137
Persistent link: https://www.econbiz.de/10009979288
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Pricing bond options under a Markovian regime-switching Hull–White model
Shen, Yang; Siu, Tak Kuen - In: Economic modelling 30 (2013), pp. 933-940
Persistent link: https://www.econbiz.de/10010062328
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Can government subsidies improve innovation performance? : evidence from Chinese listed companies
Xu, Ronghua; Shen, Yuxin; Liu, Meng; Li, Lu; Xia, Xuehua; … - In: Economic modelling 120 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014384165
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Performance sensitivity of non-executive compensation in China : the role of economic policy uncertainty
Yao, Wenyun; Sang, Yadi; Shen, Yongjian; Han, Pengfei - In: Economic modelling 93 (2020), pp. 310-320
Persistent link: https://www.econbiz.de/10012430163