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The Euro and European financial market dependence
Bartram, Söhnke M.; Taylor, Stephen J.; Wang, Yaw-Huei - In: Journal of banking & finance 31 (2007) 5, pp. 1461-1482
Persistent link: https://www.econbiz.de/10007724978
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Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen J.; Wang, Yaw-Huei - In: The journal of futures markets 30 (2010) 4, pp. 324-361
Persistent link: https://www.econbiz.de/10008383692
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The relationships between sentiment, returns and volatility
Wang, Yaw-Huei; Keswani, Aneel; Taylor, Stephen J. - In: International journal of forecasting 22 (2006) 1, pp. 109-124
Persistent link: https://www.econbiz.de/10006955679
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Capital markets regulation : how can accounting research contribute?
Taylor, Stephen - In: Australian accounting review 19 (2009) 4, pp. 319-325
Persistent link: https://www.econbiz.de/10009884376
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Intraday effects of foreign exchange intervention by the Bank of Japan
Chang, Y.-C.; Taylor, S.J. - In: Journal of international money and finance 17 (1998) 1, pp. 191-210
Persistent link: https://www.econbiz.de/10006918766
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Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, X.; Taylor, S.J. - In: Journal of banking & finance 19 (1995) 5, pp. 803-822
Persistent link: https://www.econbiz.de/10005910527
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The incremental volatility information in one million foreign exchange quotations
Taylor, S.J.; Xu, X. - In: Journal of empirical finance 4 (1997) 4, pp. 317-340
Persistent link: https://www.econbiz.de/10007249622
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Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Wang, Yaw-huei; Wang, Yun-yi - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 70-89
Persistent link: https://www.econbiz.de/10009958505
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Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity
Chang, Chuang-Chang; Hsieh, Pei-Fang; Wang, Yaw-Huei - In: Journal of banking & finance 34 (2010) 1, pp. 127-139
Persistent link: https://www.econbiz.de/10008349485
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Dynamic hedging with futures: A copula-based GARCH model
Hsu, Chih-Chiang; Tseng, Chih-Ping; Wang, Yaw-Huei - In: The journal of futures markets 28 (2008) 11, pp. 1095
Persistent link: https://www.econbiz.de/10008099573