Chih-Chiang Hsu

National Central University at Taiwan - Department of Economics

No. 300, Zhongda Road

Chung-Li Taiwan, 32054

Taiwan

  • National Central University at Taiwan - Department of Economics

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    • Tel: +886 3 4227151
    • Fax: +886 3 4222876
SCHOLARLY PAPERS

3

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TOTAL CITATIONS

5

Scholarly Papers (3)

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1.

Dynamic Hedging with Futures: A Copula-Based GARCH Model

Journal of Futures Markets, Forthcoming
Number of pages: 34 Posted: 15 Jan 2008
Chih-Chiang Hsu, Chih-Ping Tseng and Yaw-Huei Wang
National Central University at Taiwan - Department of Economics, National Central University and National Taiwan University
Downloads 1,017 (47,987)
Citation 4

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Futures, Hedging, GARCH, Copula

2.

Robust Measurement of Size and Book-to-Market Premia

Number of pages: 28 Posted: 27 Jun 2003
Chih-Chiang Hsu and Robin K. Chou
National Central University at Taiwan - Department of Economics and National Chengchi University
Downloads 344 (186,716)
Citation 1

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Asset pricing, Quantile regression, Size and Book-to-Market effects

3.

Liquidity Commonality During the Financial Crisis: Effects of News Announcements

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 50 Posted: 11 Feb 2016
Ya-Ting Chang, Yin-Feng Gau, Yin-Feng Gau and Chih-Chiang Hsu
National Central University, National Central UniversityNational Central University and National Central University at Taiwan - Department of Economics
Downloads 105 (549,443)

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Liquidity commonality ; Macroeconomic announcement; Monetary policy; Market Microstructure; Foreign exchange market