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Extreme linkages between foreign exchange and general financial markets

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Persistent link: https://www.econbiz.de/10013209544

Relationship between banks' capital and credit risk-taking through syndicated loan

Lin, Shu Ling; Chen, Wei Peng; Lu, Jun - In: Modern economy 6 (2015) 12, pp. 1297-1308

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Economic evaluation of asymmetric and price range information in gold and general financial markets

Wu, Chih-Chiang; Chiu, Junmao - In: Journal of international money and finance 74 (2017), pp. 53-68

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Impacts of economic integration on stock market dependence without jump effects

Chuang, Chung-Chu; Lee, Jeff T. C.; Wu, Chih-Chiang - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 132-143

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Economic Evaluation of Asymmetric and Price Range Information in Gold and General Financial Markets

Wu, Chih-Chiang; Chiu, Junmao - 2023

Gold is widely perceived as a good diversification or safe haven tool for general financial markets, especially in market turmoil. To fully understand the potential, this study constructs an asymmetric multivariate range-based volatility model to investigate the dependence and volatility...

Persistent link: https://www.econbiz.de/10014349387

Measuring mutual fund asymmetric performance in changing market conditions : evidence from a Bayesian threshold model

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Branch-and-bound and weight-combination search algorithms for the total completion time problem with step-deteriorating jobs

He, C.-C.; Wu, C.-C.; Lee, W.-C. - In: Journal of the Operational Research Society : OR 60 (2009) 12, pp. 1759-1766

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Single-machine scheduling of proportionally deteriorating jobs by two agents

Gawiejnowicz, S.; Lee, Wen-Chih; Lin, C.-L.; Wu, C.-C. - In: Journal of the Operational Research Society : OR 62 (2011) 11, pp. 1983-1991

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Single-machine due window assignment and scheduling with a common flow allowance and controllable job processing time

Yin, Yunqiang; Cheng, T. C. E.; Wu, C.-C.; Cheng, S.-R. - In: Journal of the Operational Research Society : OR 65 (2014) 1, pp. 1-13

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Single-machine and two-machine flowshop scheduling problems with truncated position-based learning functions

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