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Impact of foreign-listed single stock futures on the domestic underlying stock markets

Hung, Mao-Wei; Lee, Cheng F.; So, L.-C. - In: Applied economics letters 10 (2003) 9, pp. 567-574

Persistent link: https://www.econbiz.de/10001802025

Hung, Mao-Wei; Lee, Cheng F.; So, Leh-chyan - In: Advances in quantitative analysis of finance and … 2 (2005), pp. 129-151

Persistent link: https://www.econbiz.de/10003104081

Determinants of futures contract success : empirical examinations for the Asian futures markets

Hung, Mao-Wei; Lin, Bing-huei; Huang, Yu chuan; Chou, … - In: International review of economics & finance : IREF 20 (2011) 3, pp. 452-458

Persistent link: https://www.econbiz.de/10009304039

Cross-market hedging strategies for credit swaps under a Markov regime-switching framework

Chang, Jow-ran; Hung, Mao-Wei; Tsai, Feng-tse - In: The journal of fixed income 22 (2012) 2, pp. 44-56

Persistent link: https://www.econbiz.de/10009670717

The impact of news articles and corporate disclosure on credit risk valuation

Tsai, Feng-Tse; Lu, Hsin-Min; Hung, Mao-Wei - In: Journal of banking & finance 68 (2016), pp. 100-116

Persistent link: https://www.econbiz.de/10011634804

Rainbow trend options : valuation and applications

Wang, Jr-Yan; Wang, Hsiao-Chuan; Ko, Yi-Chen; Hung, Mao-Wei - In: Review of derivatives research 20 (2017) 2, pp. 91-133

Persistent link: https://www.econbiz.de/10011935970

Cross-Market Hedging Strategies for Credit Default Swaps Under a Markov Regime-Switching Framework

Chang, Jow-Ran - 2015

This paper aims to explore strategies used for hedging credit default swap (CDS) risks. By analyzing the AIG financial crisis in 2008, we understand the nature of CDS and why AIG incurred huge losses. In addition, we investigate other financial products that can be used to hedge CDS risks....

Persistent link: https://www.econbiz.de/10013016687