Author:
Chiou-Wei Song-Zan,Chen Sheng-Hung,Zhu Zhen
Funder
Taiwan Ministry of Science and Technology
Subject
Economics and Econometrics,Finance
Reference58 articles.
1. Micro effects of macro anouncements: Real-time price discovery in foreign exchange;Anderson;The American Economic Review,2003
2. Computation and analysis of multiple structural change models;Bai;Journal of Applied Econometrics,2003
3. Bivariate GARCH estimation of the optimal commodity futures hedge;Baillie;Journal of Applied Econometrics,1991
4. Crude oil risk management: The optimal hedge ratio and hedging effectiveness evolution;Balea;Economia: Seria Management,2014
5. The effects of macroeconomic announcements on commodity prices;Barnhart;American Journal of Agricultural Economics,1989
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献