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Threshold effects in the relationships between USD and gold futures by panel smooth transition approach

Lee, Wo-chiang; Lin, Hui-na - In: Applied economics letters 19 (2012) 10/12, pp. 1065-1070

Persistent link: https://www.econbiz.de/10009655671

The dynamic relationship between gold and silver futures markets based onCopula-AR-GJR-GARCH model

Lee, Wo-chiang; Lin, Hui-na - 2010

Persistent link: https://www.econbiz.de/10008778173

Threshold effects in the relationship between crude oil and gold futures : panel smooth transition approach

Lee, Wo-chiang; Lin, Hui-na - In: The empirical economics letters : a monthly … 10 (2011) 12, pp. 1221-1230

Persistent link: https://www.econbiz.de/10009572618

Fitting the generalized Pareto distribution to commercial fire loss severity : evidence from Taiwan

Lee, Wo-chiang - In: Journal of risk 14 (2011/12) 3, pp. 63-80

Persistent link: https://www.econbiz.de/10009531007

The dynamic relationships between gold futures markets : evidence from COMEX and TOCOM

Lin, Hui-Na; Chiang, Shu-Mei; Chen, Kun-Hong - In: Applied financial economics letters 4 (2008) 1/3, pp. 19-24

Persistent link: https://www.econbiz.de/10003725308

The measurement of capital for operational risk in Taiwanese commercial banks

Lee, Wo-chiang; Fang, Chiang-jye - In: The journal of operational risk 5 (2010/11) 2, pp. 79-102

Persistent link: https://www.econbiz.de/10009911446

The measurement of capital for operational risk in Taiwanese commercial banks

Lee, Wo-chiang; Fang, Chiang-jye - In: The journal of operational risk 5 (2010/11) 2, pp. 79-102

Persistent link: https://www.econbiz.de/10003996361

Contagion effects between real estate and macroeconomic factors across Great China Area : ARMAX - EGARCH - Copula model

Peng, Miin-yu; Chen, Shih-chia; Lee, Wo-chiang - In: The empirical economics letters : a monthly … 12 (2013) 2, pp. 153-162

Persistent link: https://www.econbiz.de/10010257978

An empirical investigation into the effects of a bond fund segregation policy : evidence from Taiwan

Lee, Wo-chiang; Lee, Joe-ming - In: The empirical economics letters : a monthly … 11 (2012) 12, pp. 1227-1236

Persistent link: https://www.econbiz.de/10010198788

The correlation and contagion effect between us reits and Japan reits : based on the ARMAX-GJR-GARCH-copula models

Peng, Miin-yu; Lee, Wo-chiang - 2013

The article discuss the relationship between US REITs and Japan REITs. In empirical study, we apply five static ARMAX-GJR-GARCH copula models and two time-varying dynamic copula models. The results show that the kendall tau is lower before the submortgage crisis. The contagion effect test...

Persistent link: https://www.econbiz.de/10009788557