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Forbearance, deposit insurance, and the market value of savings and loan associations

So, Jacky C.; Wei, Jason - In: Advances in financial planning and forecasting 8 (1998), pp. 177-200

Persistent link: https://www.econbiz.de/10001406390

Insolvency, foreign-branch deposits, and option-based risk-adjusted deposit insurance in the 1980s

Chen, Andrew H. - In: Research in finance 14 (1996), pp. 175-195

Persistent link: https://www.econbiz.de/10001213082

Variability measurements and choice of exchange rate system : Asian versus industrialized countries

So, Jacky C. - In: International economic journal 5 (1991) 4, pp. 43-61

Persistent link: https://www.econbiz.de/10001115303

An efficient Fourier expansion method for the calculation of value-at-risk : contributions of extra-ordinary risks

Sio Chong U; So, Jacky C.; Ding, Deng; Liu, Lihong - In: International journal of financial engineering 3 (2016) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10011532757

Deciphering Macroeconomic Uncertainty : A 3-Dimensional View

Liao, Yun - 2016

This paper examines the data of Survey of Professional Forecasters to analyze the dynamics among forecast dispersion and uncertainty in different horizons. We attempt to decipher macroeconomic uncertainty in a 3-dimensional framework as time, degree, good and bad. We find that ex ante short term...

Persistent link: https://www.econbiz.de/10012978557

Stable paretian distribution, return generating processes and habit formation : the implication for equity premium puzzle

Fu, Qi; So, Jacky C.; Li, Xiaotong - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014491994