| 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 | 137 | 2013 |
| New evidence on asymmetric return–volume dependence and extreme movements YC Wang, JL Wu, YH Lai Journal of Empirical Finance 45, 212-227, 2018 | 29 | 2018 |
| Fundamentals, forecast combinations and nominal exchange-rate predictability JL Wu, YC Wang International Review of Economics & Finance 25, 129-145, 2013 | 14 | 2013 |
| Fundamentals and exchange rate prediction revisited Y Wang, J Wu Journal of Money, Credit and Banking 47 (8), 1651-1671, 2015 | 10 | 2015 |
| Jump-Dependent Model for Optimal Index Futures Hedging in Five Major Asian Stock Markets YH Lai, YC Wang Emerging Markets Finance and Trade, 2016 | 2 | 2016 |
| Liquidity premiums, interest rate differentials, and nominal exchange rate prediction YC Wang, JL Wu Journal of Forecasting 43 (1), 138-158, 2024 | | 2024 |
| Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach YH Lai, YC Wang, YC Chang Asia-Pacific Financial Markets, 1-21, 2023 | | 2023 |
| Are Variance and Tail Risk Premiums Informative in Volatility Forecasting for Taiwan Stock Market Returns? YH Lai, YC Wang 期貨與選擇權學刊, 2023 | | 2023 |
| Excessive Speculation and the Optimal Futures Hedge Ratio in Taiwan Stock Index Futures Market YH Lai, YC Chang, YC Wang 期貨與選擇權學刊, 2023 | | 2023 |
| Asymmetric Risk Spillovers between the Currency and Stock Markets YC Wang, Y Lai, JL Wu Available at SSRN 4129596, 2022 | | 2022 |
| 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 | | |
