Does fear spill over?

von Chen, Cathy Yi-hsuan
Veröffentlicht in Asia-Pacific journal of financial studies (2014)

Empirical analysis of the intertemporal relationship between downside risk and expected returns : evidence from time-varying transition probability models

von Chen, Cathy Yi-Hsuan
Veröffentlicht in European financial management (2016)

Survey sentiment and interest rate option smile

von Chen, Cathy Yi-Hsuan
Veröffentlicht in International review of economics & finance (2015)

Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates

von Chen, Cathy Yi-Hsuan
Veröffentlicht in Review of quantitative finance and accounting (2017)

Investor sentiment and interest rate volatility smile : evidence from Eurodollar options markets

von Chen, Cathy Yi-Hsuan
Veröffentlicht in Review of quantitative finance and accounting (2014)

Copula-based factor model for credit risk analysis

von Lu, Meng-Jou
Veröffentlicht in Review of quantitative finance and accounting (2017)

What explains deviations in the unbiased expectations hypothesis? : market irrationality vs. the peso problem

von Chen, Cathy Yi-Hsuan
Veröffentlicht in Journal of international financial markets, institutions & money (2014)

Perceived fairness of pricing on the Internet

von Huang, Jen-Hung
Veröffentlicht in Journal of economic psychology (2005)

Applied quantitative finance

Veröffentlicht 2017