Fitting the term structure of interest rates for Taiwanese government bonds

von Lin, Bing-huei
Veröffentlicht in Journal of multinational financial management (1999)

Fitting term structure of interest rates using B-splines : the case of Taiwanese Government bonds

von Lin, Bing-huei
Veröffentlicht in Applied financial economics (2002)

Term structure fitting models and information content : an empirical examination in Taiwanese government bond market

von Yeh, Shih-kuo
Veröffentlicht in Review of Pacific Basin financial markets and policies (2003)

Estimation for factor models term structure of interest rates with jumps : the case of the Taiwanese government bond market

von Lin, Bing-huei
Veröffentlicht in Journal of international financial markets, institutions & money (2001)

Two-factor jump-diffusion interest rate process : an empirical examination in Taiwan money market

von Yeh, Shih-kuo
Veröffentlicht in Advances in investment analysis and portfolio management (2001)

On the distribution and conditional heteroscedasticity in taiwan stock prices

von Lin, Bing-huei
Veröffentlicht in Journal of multinational financial management (2000)

Systematic skewness in asset pricing : an empirical examination of the Taiwan stock market

von Lin, Bing-huei
Veröffentlicht in Applied economics (2003)

Asset pricing with higher moments : empirical evidence from the Taiwan stock market

von Lin, Bing-huei
Veröffentlicht in Advances in quantitative analysis of finance and accounting (2005)

Pricing and quality option in Japanese government bond futures

von Lin, Bing-Huei
Veröffentlicht in Applied financial economics (1999)

Contributions to financial crisis research : an assessment of the literature in Social Science Citation Index journals from 1990 to 2008

von Moh, Feng-yuan
Veröffentlicht in Applied economics (2012)

Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options

von Chuang, Wen-i
Veröffentlicht in The North American journal of economics and finance (2013)

Institutional herding and risk-return relationship

von Huang, Teng-Ching
Veröffentlicht in Journal of business research (2016)

Smiling less at LIFFE

von Lin, Bing-huei
Veröffentlicht in The journal of futures markets (2008)

Volatility risk premium decomposition of LIFFE equity options

von Lin, Bing-huei
Veröffentlicht in International review of economics & finance (2012)

Herd behavior and idiosyncratic volatility

von Huang, Teng-Ching
Veröffentlicht in Journal of business research (2015)

Structure of spot rates and duration hedging

von Lin, Bing-huei
Veröffentlicht in Asia-Pacific journal of financial studies (2011)

Forecasting term structure of HIBOR swap rates

von Kuo, Mei-mei
Veröffentlicht in The international journal of business and finance research (2012)

Derivatives trading information, stock market behavior, and financial institutions

von Chang, Carolyn C. W.
Veröffentlicht in International review of economics & finance (2018)

Does bank relationship matter for corporate risk-taking? : evidence from listed firms in Taiwan

Veröffentlicht in The North American journal of economics and finance (2013)

A lattice model for option pricing under GARCH-jump processes

Veröffentlicht in Review of derivatives research (2013)