| 2017-06 |
Causality Effect of Returns, Continuous Volatility and Jumps: Evidence from the U.S. and European Index Futures Markets |
article |
pdf(551) |
| 2017 |
Product market competition, R&D investment choice, and real earnings management |
article |
pdf(493) |
| 2017 |
Analyzing Target Redemption Forward Contracts under Levy Process |
article |
pdf(474) |
| 2017 |
Influences of Quantitative Easing Policy on Volatility and Correlation among Asian Financial Markets |
article |
pdf(343) |
| 2015-12 |
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy |
article |
pdf(658) |
| 2015-07 |
State-dependent jump risks for American gold futures option pricing |
article |
pdf(601) |
| 2015-01 |
Information Transmission of International Stock Market and Domestic Futures Market: Evidence from Taiwan Stock Market |
article |
web page(997)web page(1129) |
| 2015 |
The Information Transmission Effect and Asset Prices: Evidence from the China B-Share Discount |
article |
pdf(813) |
| 2015 |
The volatility structure of oil futures market returns: an empirical investigation |
article |
web page(961) |
| 2014-10 |
Risk Determinants of Gold Betas |
article |
web page(845) |
| 2014.09 |
Investment of Foreign Financial Institutions in China Banking Sector: A Survival Model Analysis |
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web page(1432) |
| 2014.06 |
Currency Hedging Strategy and Analysis of Taiwan Export-Oriented Firms |
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web page(1462) |
| 2014-05 |
Illiquidity, Systemic Risk, and Macroprudential Regulation: The Case of Taiwan`s Capital Market |
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pdf(673) |
| 2014.04 |
Pricing gold options under Markov-modulated jump-diffusion processes |
article |
pdf(848) |
| 2014-03 |
Stylized Empirical Features of Asset Return andAmerican Option pricing under time-changed |
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pdf(649) |
| 2013-12 |
兩岸動態利率期限結構--馬可夫狀態轉換跳躍擴散模型之實證研究及其貨幣政策意涵 |
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web page(795) |
| 2013.09 |
Option Pricing Using the Martingale Approach with Polynomial Interpolation |
article |
pdf(1256) |
| 2013-09 |
The Valuation of Currency Options with Markov-Modulated Jump Risks |
article |
web page(1079)web page(981) |
| 2013.08 |
Spatial and Temporal Effects of High-Speed Rail on House Prices – A Case of Kaohsiung City |
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pdf(1316) |
| 2013.07 |
An Analysis of Strategic Equity Stakes Acquisition of Chinese Bank by Foreign Financial Institutions |
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pdf(1611) |
| 2013.07 |
Determinants of firm adoption executive stock options in China |
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pdf(1247) |
| 2013-07 |
Determinants of the adoption of executive stock options in china |
article |
pdf(715) |
| 2012.08 |
The Relation between Equity-based Compensation and Managerial Risk-taking: Evidence from China |
article |
pdf(1027) |
| 2012.06 |
Valuation of Convertible Bond Under Levy Process with Default Risk |
article |
pdf(1286) |
| 2012.05 |
Option Pricing Using the Martingale Approach with Polynomial Interpolation |
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pdf(1401) |
