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)

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)

Analytical upper bounds for American option prices

von Chen, Ren-Raw
Veröffentlicht in Journal of financial and quantitative analysis (2002)

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)

Analytical bounds for Treasury bond futures prices

von Chen, Ren-Raw
Veröffentlicht in Review of quantitative finance and accounting (2012)

The effect of short-sale restrictions on the information transmission of extended index futures trading

von Wang, Janchung
Veröffentlicht in The North American journal of economics and finance (2020)

The liquidity impact on firm values : the evidence of Taiwan's banking industry

von Ren-Raw, Chen
Veröffentlicht in Journal of banking & finance (2017)

Embedded options in treasury bond futures prices : new evidence

von Chen, Ren-Raw
Veröffentlicht in The journal of fixed income (2009)

Liquidity discount in the opaque market : the evidence from Taiwan's Emerging Stock Market

von Yeh, Chung-Ying
Veröffentlicht in Pacific-Basin finance journal (2014)

The link between intraday signals and call warrent mispricing

Veröffentlicht in The service industries journal (2010)

Evaluation of conducting capital structure arbitrage using the multi-period extended Geske-Johnson model

Veröffentlicht in Review of quantitative finance and accounting (2015)

An empirical analysis of the CDX index and its tranches

Veröffentlicht in Applied economics letters (2009)