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YiHao Lai
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Year
A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach
YC Wang, JL Wu, YH Lai
Journal of Banking & Finance 37 (5), 1706-1719, 2013
1172013
Export Promotion through Exchange Rate Changes: Exchange Rate Depreciation or Stabilization?
WS Fang, YH Lai, SM Miller
Southern Economic Journal, 611-626, 2006
1052006
Does exchange rate risk affect exports asymmetrically? Asian evidence
WS Fang, YH Lai, SM Miller
Journal of International Money and Finance 28 (2), 215-239, 2009
1032009
Optimal dynamic hedging via copula-threshold-GARCH models
YH Lai, CWS Chen, R Gerlach
Mathematics and Computers in Simulation 79 (8), 2609-2624, 2009
792009
The role of Chinese stock market in global stock markets: A safe haven or a hedge?
YH Lai, JC Tseng
International Review of Economics & Finance 19 (2), 211-218, 2010
372010
Exchange rates, exchange risk, and Asian export revenue
WS Fang, Y Lai, H Thompson
International Review of Economics & Finance 16 (2), 237-254, 2007
282007
New evidence on asymmetric return-volume dependence and extreme movements
YC Wang, JL Wu, Y Lai
Journal of Empirical Finance, 2017
202017
Optimal dynamic hedging via asymmetric copula-GARCH models
Y Lai, CWS Chen, R Gerlach
Mathematics and Computers in Simulation 79 (8), 2609-2624, 2009
82009
The Asymmetric Dependence Structure Between Oil And Stock Prices
YH Lai, KM Wang, TW Chen
Economic Computation and Economic Cybernetics Studies and Research 45 (2 …, 2011
52011
Copula-based dynamic hedging strategies in stock index futures: international evidence
Y Lai
Review of Futures Markets 18 (1), 7-26, 2009
32009
Does Asymmetric Dependence Structure Matter? A Value-at-Risk View.
YH Lai
International Journal of Business & Economics 7 (3), 2008
32008
Hedging performance and the heterogeneity among market participants
Y Lai, WS Chung, J Chen
Studies in Economics and Finance, 2019
12019
Jump-Dependent Model for Optimal Index Futures Hedging in Five Major Asian Stock Markets
YH Lai, YC Wang
Emerging Markets Finance and Trade, 1-11, 2016
12016
An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach
YH Lai, FS Chiang, HC Lin
Journal of Economics and Management 6 (2), 247-270, 2010
12010
Real Exchange Rate Variation and Export Revenue: Asian Evidence
WS Fang, TY Chang, YH Lai
Journal of Economics and Management 3 (1), 67-96, 2007
12007
Optimal Dynamic Hedging Using Copula-Threshold-GARCH Models
YH Lai, CW Chen, R Gerlach
International Conference on Time Series Econometrics, Finance and Risk …, 2006
12006
The Dynamic Effect of Exchange Rate Risk on Exports
WS Fang, YH Lai
Pan-Pacific Management Review 6 (1), 85-99, 2003
12003
Initial Jump and Recovering Jump in the S&P 500 Index Returns: A Jump-Recovering-Switching Approach
YH Lai, YC Wang, WS Chung
Journal of Economics and Management 14 (1), 51-66, 2018
2018
Jump-Dependent Model for Optimal Hedging for Five Major Stock Index Futures in Asia
YH Lai, YC Wang
TRIA Annual Meeting and International Conference on Risk and Insurance 2014 …, 2014
2014
Dynamic hedging in stock index futures via copula multiplicative error model
W Chen, K Liu, Y Yang, Y Lai
Applied Economics Letters 21 (12), 801-805, 2014
2014
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