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Book-to-market effect and product life cycle
Hu, Ming-Che; Huang, Alex; Yanzhi, Wang; Yu, Dan-Liou - In: Review of quantitative finance and accounting 63 (2024) 2, pp. 551-577
Persistent link: https://www.econbiz.de/10015135909
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Price discovery between sovereign credit default swaps and bond yield spreads of emerging markets
Li, Nan; Huang, Alex - In: Journal of emerging market finance 10 (2011) 2, pp. 197-225
Persistent link: https://www.econbiz.de/10009301364
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Volatility forecasting of exchange rate by quantile regression
Huang, Alex; Peng, Sheng-pen; Li, Fangjhy; Ke, Ching-jie - In: International review of economics & finance : IREF 20 (2011) 4, pp. 591-606
Persistent link: https://www.econbiz.de/10009303959
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An alternative volatility forecasting by backtesting optimization process with GARCH model
Huang, Alex; Li, Fangjhy; Hu, Wen-cheng; Chen, Chih-Chun - In: International journal of economics 5 (2011) 2, pp. 235-242
Persistent link: https://www.econbiz.de/10009502594
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Information risk and credit contagion
Huang, Alex; Cheng, Chiao-ming - In: Finance research letters 10 (2013) 3, pp. 116-123
Persistent link: https://www.econbiz.de/10010222898
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Forecast of value at risk for equity indices : an analysis from developed and emerging markets
Huang, Alex; Tseng, Tsung-Wei - In: Journal of risk finance : the convergence of financial … 10 (2009) 4, pp. 393-409
Persistent link: https://www.econbiz.de/10009523713
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The impact of major events from the recent financial crisis on credit default swaps
Huang, Alex; Shen, Chung-hua; Chen, Chih-Chun - In: The journal of fixed income 21 (2012) 3, pp. 31-43
Persistent link: https://www.econbiz.de/10009532103
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Asymmetric dynamics between informed trading activity and credit default swaps
Hu, Wen-Cheng; Huang, Alex - In: The journal of derivatives : the official publication … 26 (2018) 2, pp. 70-85
Persistent link: https://www.econbiz.de/10011968700
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Dynamics of sovereign credit contagion
Huang, Alex; Chen, Chih-Chun; Shen, Chung-hua - In: The journal of derivatives : the official publication … 22 (2014) 1, pp. 27-45
Persistent link: https://www.econbiz.de/10011634585
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The effects of abolishing a foreign institutional investment quota in Taiwan
Chen, Chun-Da; Huang, Alex; Chen, Chih-Chun - In: Emerging markets finance & trade : a journal of the … 47 (2011) 2, pp. 74-98
Persistent link: https://www.econbiz.de/10009313064