Yu-Lun Chen

Chung Yuan Christian University

22 Pu-Jen, Pu-chung Li

Chung-Li, 32023

Taiwan

  • Chung Yuan Christian University

SCHOLARLY PAPERS

9

DOWNLOADS

781

TOTAL CITATIONS

4

Scholarly Papers (9)

Actions:
Email selected abstracts
1.

Market Impact of the Bitcoin ETF Introduction on Bitcoin Futures

Number of pages: 53 Posted: 21 Mar 2024
Yu-Lun Chen, Ke Xu and J. Jimmy Yang
Chung Yuan Christian University, University of Victoria and Oregon State University
Downloads 256 (243,350)

Abstract:

Loading...

Bitcoin futures, ProShares bitcoin strategy ETF (BITO), Efficiency, Liquidity.

2.

How Do Traders of Bitcoin Futures React to Shocks from Bitcoin ETF and Hacking Incidents?

Number of pages: 43 Posted: 01 Nov 2023
Yu-Lun Chen and J. Jimmy Yang
Chung Yuan Christian University and Oregon State University
Downloads 117 (482,398)

Abstract:

Loading...

Bitcoin futures, Exchange-traded fund (ETF), Hacking incidents, Traders in Financial Futures (TFF)

3.

Covered Interest Rate Parity Deviations, COVID-19 Pandemic Infection Cases, and Vaccination

Number of pages: 37 Posted: 15 Sep 2022
Yu-Lun Chen, Wan-Shin Mo and J. Jimmy Yang
Chung Yuan Christian University, National ChiaYi University Department of Applied Economics and Oregon State University
Downloads 97 (551,534)

Abstract:

Loading...

Covered interest rate parity (CIP), COVID-19 pandemic, Stringency index, Cross-currency basis.

4.

Determinants and Dynamic Interactions of Trader Positions in the Gold Futures Market

Number of pages: 41 Posted: 16 Aug 2022
Yu-Lun Chen and Wan-Shin Mo
Chung Yuan Christian University and National ChiaYi University Department of Applied Economics
Downloads 70 (666,128)
Citation 4

Abstract:

Loading...

Gold futures, Money managers, Swap dealers, LSATR model.

5.

Why Do the Mid-Term Maturity Treasury Yields Get More Attention?

Number of pages: 44 Posted: 11 Jul 2022
Yu-Lun Chen
Chung Yuan Christian University
Downloads 61 (713,420)

Abstract:

Loading...

E5, G12, G14

6.

The Impact of FOMC Announcements on Return and Volatility Spillovers in Us Treasury Futures

Downloads 51 (774,311)

The Impact of FOMC Announcements on Return and Volatility Spillovers in Us Treasury Futures

Number of pages: 43 Posted: 30 Mar 2024
Yu-Lun Chen, Chiu-Ya Fu and J. Jimmy Yang
Chung Yuan Christian University, Chung Yuan Christian University and Oregon State University
Downloads 41 (868,478)

Abstract:

Loading...

US Treasury futures, Federal Open Market Committee (FOMC), Federal funds rate, Price discovery.

The Impact of FOMC Announcements on Return and Volatility Spillovers in Us Treasury Futures

Number of pages: 55 Posted: 16 Oct 2024
Yu-Lun Chen, Chiu-Ya Fu and J. Jimmy Yang
Chung Yuan Christian University, Chung Yuan Christian University and Oregon State University
Downloads 10 (1,217,658)

Abstract:

Loading...

US Treasury futures, Federal Open Market Committee (FOMC), Federal funds rate, Price discovery.

7.

Price Discovery and Long-Memory Property: Simulation and Empirical Evidence from the Bitcoin Market

Number of pages: 30 Posted: 03 Nov 2023
Ke Xu, Yu-Lun Chen, Bo Liu and Jian Chen
University of Victoria, Chung Yuan Christian University, University of Western Ontario - Huron University College and Queen's University
Downloads 47 (801,746)

Abstract:

Loading...

Fractional cointegration; Long memory; Price discovery; Cointegrated VAR.

8.

Return Spillover and its Determinants in China's Financial Markets

Number of pages: 46 Posted: 05 Oct 2022
Wan-Shin Mo, J. Jimmy Yang, Yu-Lun Chen and Rong-Ling Qin
National ChiaYi University Department of Applied Economics, Oregon State University, Chung Yuan Christian University and Chung Yuan Christian University
Downloads 42 (838,691)

Abstract:

Loading...

Financial connectedness, Diebold and Yilmaz index, CNH/USD, CNY/USD

9.

SDR Adjustment and FX Liquidity

Downloads 40 (854,645)

SDR Adjustment and FX Liquidity

Number of pages: 47 Posted: 23 Mar 2023
Yu-Lun Chen and J. Jimmy Yang
Chung Yuan Christian University and Oregon State University
Downloads 24 (1,036,081)

Abstract:

Loading...

Special drawing rights (SDR), Liquidity spillover, Liquidity commonality

SDR Adjustment and FX Liquidity

Number of pages: 47 Posted: 16 May 2023
Yu-Lun Chen and J. Jimmy Yang
Chung Yuan Christian University and Oregon State University
Downloads 16 (1,136,274)

Abstract:

Loading...

Special drawing rights (SDR), Liquidity spillover, Liquidity commonality