| 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 | 148 | 2013 |
| Export promotion through exchange rate changes: Exchange rate depreciation or stabilization? WS Fang, YH Lai, SM Miller Southern Economic Journal 72 (3), 611-626, 2006 | 139 | 2006 |
| Does exchange rate risk affect exports asymmetrically? Asian evidence WS Fang, YH Lai, SM Miller Journal of International money and Finance 28 (2), 215-239, 2009 | 121 | 2009 |
| Optimal dynamic hedging via copula-threshold-GARCH models YH Lai, CWS Chen, R Gerlach Mathematics and Computers in Simulation 79 (8), 2609-2624, 2009 | 86 | 2009 |
| The role of Chinese stock market in global stock markets: A safe haven or a hedge? YH Lai, JC Tseng International Review of Economics & Finance 19 (2), 211-218, 2010 | 39 | 2010 |
| New evidence on asymmetric return–volume dependence and extreme movements YC Wang, JL Wu, YH Lai Journal of Empirical Finance 45, 212-227, 2018 | 28 | 2018 |
| Exchange rates, exchange risk, and Asian export revenue WS Fang, Y Lai, H Thompson International Review of Economics & Finance 16 (2), 237-254, 2007 | 28 | 2007 |
| Optimal dynamic hedging via asymmetric copula-GARCH models YH Lai, CWS Chen, R Gerlach Mathematics and Computers in Simulation 79 (8), 2609-2624, 2009 | 8 | 2009 |
| THE ASYMMETRIC DEPENDENCE STRUCTURE BETWEEN OIL AND STOCK PRICES. LAI Yi-Hao, W Kuan-Min, C Tzu-Wei Economic Computation & Economic Cybernetics Studies & Research 45 (2), 2011 | 7 | 2011 |
| Copula-based dynamic hedging strategies in stock index futures: International evidence Y Lai Review of Futures Markets 18 (1), 7-26, 2009 | 3 | 2009 |
| Does Asymmetric Dependence Structure Matter? A Value-at-Risk View. YH Lai International Journal of Business & Economics 7 (3), 2008 | 3 | 2008 |
| The Dynamic Effect of Exchange Rate Risk on Exports WS Fang, YH Lai Pan-Pacific Management Review 6 (1), 85-99, 2003 | 3 | 2003 |
| Hedging performance and the heterogeneity among market participants Y Lai, WS Chung, J Chen Studies in Economics and Finance 36 (3), 395-407, 2019 | 2 | 2019 |
| Jump-dependent model for optimal index futures hedging in five major asian stock markets YH Lai, YC Wang Emerging Markets Finance and Trade 52 (4), 786-796, 2016 | 2 | 2016 |
| An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach YH Lai, FS Chiang, HC Lin Journal of Economics and Management 6 (2), 247-270, 2010 | 1 | 2010 |
| Real Exchange Rate Variation and Export Revenue: Asian Evidence WS Fang, TY Chang, YH Lai Journal of Economics and Management 3 (1), 67-96, 2007 | 1 | 2007 |
| Optimal dynamic hedging using copula-threshold-GARCH models YH Lai, CW Chen, R Gerlach International Conference on Time Series Econometrics, Finance and Risk …, 2006 | 1 | 2006 |
| Asymmetries in risk spillovers between currency and stock markets: Evidence from the CoVaR-copula approach YC Wang, Y Lai, JL Wu Review of Quantitative Finance and Accounting 63 (3), 1083-1119, 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 31 (2), 285-305, 2024 | | 2024 |
| Asymmetric Risk Spillovers between the Currency and Stock Markets YC Wang, Y Lai, JL Wu Available at SSRN 4129596, 2022 | | 2022 |
Yi-chiuan Wang(王翊全)Tunghai University, TaiwanПотвърден имейл адрес: thu.edu.tw
