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ECONIS (ZBW)
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A value-at-risk analysis of carry trades using skew-GARCH models
Wang, Yu-jen
;
Chung, Huimin
;
Guo, Jia-hau
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
4
,
pp. 439-459
Persistent link: https://www.econbiz.de/10009787972
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2
Integrated portfolio risk measure : estimation and asymptotics of multivariate geometric quantiles
Sun, Edward W.
;
Wang, Yu-Jen
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 627-652
Persistent link: https://www.econbiz.de/10012053017
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3
Catastrophe bond spread and hurricane arrival frequency
Chang, Carolyn C. W.
;
Wang, Yu-Jen
;
Yu, Min-Teh
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012666101
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4
The seven percent solution
Chen, Hsuan-chi
;
Ritter, Jay
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1105-1131
Persistent link: https://www.econbiz.de/10001497505
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5
The accuracy and efficiency of alternative option pricing approaches relative to a log-transformed trinomial model
Chen, Hsuan-Chi
;
Chen, David M.
;
Chung, San-Lin
- In:
The journal of futures markets
22
(
2002
)
6
,
pp. 557-577
Persistent link: https://www.econbiz.de/10001696661
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6
Are Taiwanese individual investors reluctant to realize their losses?
Shu, Pei-gi
;
Yeh, Yin-hua
;
Chiu, Shean-bii
;
Chen, Hsuan-chi
- In:
Pacific-Basin finance journal
13
(
2005
)
2
,
pp. 201-223
Persistent link: https://www.econbiz.de/10002693291
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7
The determinants of derivatives use : evidence from non-financial firms in Taiwan
Shu, Pei-gi
;
Chen, Hsuan-chi
- In:
Review of Pacific Basin financial markets and policies
6
(
2003
)
4
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001914420
Saved in:
8
Too big to fail? : asymmetric effects of quantitative easing
Chen, Hsuan-chi
;
Chou, Robin K.
;
Lin, Chih-Yung
;
Lu, …
- In:
Journal of financial stability
77
(
2025
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015324014
Saved in:
9
Bank loans during the 2008 quantitative easing
Chen, Hsuan-chi
;
Chou, Robin K.
;
Lin, Chih-Yung
;
Lu, …
- In:
Journal of financial stability
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013284617
Saved in:
10
Reputation stretching in mutual fund starts
Chen, Hsuan-chi
;
Lai, Christine W.
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 193-207
Persistent link: https://www.econbiz.de/10003906251
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