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Does VaR estimate have a unit root? : application of the Phillips-Perron test

Chuang, I-yuan; Chiu, Yen-chen; Wang, C. Edward - In: Journal of financial management and analysis : … 18 (2005) 2, pp. 12-17

Persistent link: https://www.econbiz.de/10003337650

The performance of Asian airlines in the recent financial turmoil based on VaR and modified Sharpe ratio

Chuang, I-yuan; Chiu, Yen-chen; Wang, C. Edward - In: Journal of air transport management 14 (2008) 5, pp. 257-262

Persistent link: https://www.econbiz.de/10003771510

The performance of composite forecast models of value-at-risk in the energy market

Chiu, Yen-chen; Chuang, I-yuan; Lai, Jing-yi - In: Energy economics 32 (2010) 2, pp. 423-431

Persistent link: https://www.econbiz.de/10003954630

The performance of the switching forecast model of value-at-risk in the Asian stock markets

Chiu, Yen-Chen; Chuang, I-Yuan - In: Finance research letters 18 (2016), pp. 43-51

Persistent link: https://www.econbiz.de/10011656521

Unconditional density vs conditional density functions in estimating value-at-risk

Chiu, Yen-Chen; Chuang, I-Yuan - In: Applied economics 53 (2021) 4, pp. 482-494

Persistent link: https://www.econbiz.de/10012416070

Corporate diversification and risk management : methodological approach

Chiu, Yen-chen - In: Journal of financial management and analysis : … 20 (2007) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10003699979

Macroeconomic uncertainty, information competition, and liquidity

Chiu, Yen-Chen - In: Finance research letters 34 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012436960

Industry Concentration and Cash Flow at Risk

Chiu, Yen-Chen - In: Economics Bulletin 30 (2010) 1, pp. 405-413

This paper explores the link between industry concentration, which is a feature of the product markets in which firms operate, and the risk of a firm's cash flows, offering the first empirical evidence of the risky cash-flow implications of industry market structure. Our analysis shows that on...

Persistent link: https://www.econbiz.de/10008563103

Futures hedging effectiveness under the segmentation of bear/bull energy markets

Chang, Chiao-yi; Lai, Jing-yi; Chuang, I-yuan - In: Energy economics 32 (2010) 2, pp. 442-449

Persistent link: https://www.econbiz.de/10003954646

Does Asian financial crisis change price co-movements in East Asia

Chang, Chiao-yi; Chen, Ching-fu; Chuang, I-yuan - In: The Indian journal of economics 87 (2007) 3, pp. 351-362

Persistent link: https://www.econbiz.de/10003487541