Follow
Yi-chiuan Wang(王翊全)
Title
Cited by
Cited by
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
New evidence on asymmetric return–volume dependence and extreme movements
YC Wang, JL Wu, YH Lai
Journal of Empirical Finance 45, 212-227, 2018
212018
Fundamentals, forecast combinations and nominal exchange-rate predictability
JL Wu, YC Wang
International Review of Economics & Finance 25, 129-145, 2013
112013
Fundamentals and exchange rate prediction revisited
Y Wang, J Wu
Journal of Money, Credit and Banking 47 (8), 1651-1671, 2015
92015
Jump-Dependent Model for Optimal Index Futures Hedging in Five Major Asian Stock Markets
YH Lai, YC Wang
Emerging Markets Finance and Trade, 2016
12016
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 14 (1), 51-66, 2018
2018
Fundamentals and Exchange Rate Prediction Revisited
JL Wu, YC Wang
The system can't perform the operation now. Try again later.
Articles 1–7