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Target-based investment for long-term investors under stochastic volatility
Pelsser, Antoon André Jean; Yang, Li - 2023
Persistent link: https://www.econbiz.de/10014458738
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Alternative settlement methods and Australian individual share futures contracts
Lien, Da-hsiang Donald; Li, Yang - In: Journal of international financial markets, … 14 (2004) 5, pp. 473-490
Persistent link: https://www.econbiz.de/10002187102
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Availability and settlement of individual stock futures and options expiration-day effects : evidence from high-frequency data
Lien, Da-hsiang Donald; Li, Yang - In: The quarterly review of economics and finance : journal … 45 (2005) 4/5, pp. 730-747
Persistent link: https://www.econbiz.de/10003099292
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Intraday return and volatility spill-over across international copper futures markets
Lien, Da-hsiang Donald; Li, Yang - In: International journal of managerial finance : IJMF 5 (2009) 1, pp. 135-149
Persistent link: https://www.econbiz.de/10003935287
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Oil price shocks and stock market activities : evidence from oil-importing and oil-exporting countries
Wang, Yudong; Wu, Chongfeng; Li, Yang - In: Journal of comparative economics : the journal of the … 41 (2013) 4, pp. 1220-1239
Persistent link: https://www.econbiz.de/10010227914
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Hedging crude oil using refined product : a regime switching asymmetric DCC approach
Pan, Zhiyuan; Wang, Yudong; Li, Yang - In: Energy economics 46 (2014), pp. 472-484
Persistent link: https://www.econbiz.de/10011298957
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Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong; Wu, Chongfeng; Li, Yang - In: International journal of forecasting 32 (2016) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
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Hedging effectiveness with S&P 500 index futures under different volatility regimes
Xu, Weijun; Li, Yang - In: Financial hedging, (pp. 95-117). 2009
Persistent link: https://www.econbiz.de/10008799131
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Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
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The impact of institutions and exchange rate volatility on China’s outward FDI
Li, Yang; Rengifo, Erick W. - In: Emerging markets finance & trade : a journal of the … 54 (2018) 10/11/12, pp. 2778-2798
Persistent link: https://www.econbiz.de/10012125131