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Estimation
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Lee, Yen-Hsien
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ECONIS (ZBW)
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An empirical analysis of nonlinear dynamics relationship between the United States and Taiwan stock markets
Lee, Yen-Hsien
- In:
Zagreb international review of economics & business
15
(
2012
)
1
,
pp. 89-101
Persistent link: https://www.econbiz.de/10010236568
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2
Arbitrage behaviour in the exchange rates of Taiwan and Japan : applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility
Lee, Yen-Hsien
;
Chiu, Chien-liang
- In:
Applied economics
43
(
2011
)
13/15
,
pp. 1935-1943
Persistent link: https://www.econbiz.de/10009240247
Saved in:
3
Oil and S&P 500 markets : evidence from the nonlinear model
Lee, Yen-Hsien
;
Fang, Hao
- In:
International journal of economics and financial issues …
2
(
2012
)
3
,
pp. 272-280
Persistent link: https://www.econbiz.de/10009579455
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4
Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien
;
Huang, Ya-Ling
;
Wu, Chun-Yu
- In:
International Journal of Energy Economics and Policy : IJEEP
4
(
2014
)
3
,
pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
Saved in:
5
Dynamic spillovers between oil and stock markets : new approaches at spillover index
Lee, Yen-Hsien
;
Liao, Ting-Huei
;
Huang, Ya-Ling
;
Huang, …
- In:
International journal of financial research
6
(
2015
)
2
,
pp. 178-189
Persistent link: https://www.econbiz.de/10011405144
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6
Nonlinear short-run adjustments between house and stock prices in emerging Asian regions
Fang, Hao
;
Lee, Yen-Hsien
;
Chang, William S.
- In:
Panoeconomicus
65
(
2018
)
1
,
pp. 37-63
Persistent link: https://www.econbiz.de/10011894526
Saved in:
7
Does housing boom lead to credit boom or is it the other way around? : the case of China
Shen, Chung-hua
;
Lee, Yen-Hsien
;
Wu, Meng-Wen
;
Guo, Na
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 349-367
Persistent link: https://www.econbiz.de/10011625154
Saved in:
8
Foreign ownership, return volatility, and investment opportunities
Lee, Yen-Hsien
;
Pai, Tung-Yueh
;
Huang, Ya-Ling
;
Lin, Yu-Shan
- In:
Investment management and financial innovations
12
(
2015
)
4
,
pp. 61-69
Persistent link: https://www.econbiz.de/10011575003
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9
The adjustment speeds of short-run real estate investment trust (REIT) and corresponding stock returns in the USA and Australia
Fang, Hao
;
Lee, Yen-Hsien
;
Lee, Jen-Sin
;
Chen, Wei-Jui
- In:
Investment management and financial innovations
14
(
2017
)
3
,
pp. 173-188
Persistent link: https://www.econbiz.de/10011873143
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10
Exploring the unpredictable nature of climate policy uncertainty : an empirical analysis of its impact on commodity futures returns in the United States
Tang, Chia-Hsien
;
Lee, Yen-Hsien
;
Liu, Hung-Chun
;
Zeng, …
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1277-1292
Persistent link: https://www.econbiz.de/10014553986
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