| 臺大學術典藏 |
2020-02-15T03:52:52Z |
A generalization of rubinstein's "pay now, choose later"
|
Guo, J.-H.;Hung, M.-W.; Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:51Z |
Can the gains from international diversification be achieved without trading abroad?
|
Errunza, V.;Hogan, K.;Hung, M.-W.; Errunza, V.; Hogan, K.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:50Z |
Managerial personal diversification and portfolio equity incentives
|
Hung, M.-W.;Liu, Y.-J.;Tsai, C.-F.; Hung, M.-W.; Liu, Y.-J.; Tsai, C.-F.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:47Z |
Tight bounds on American option prices
|
Chung, S.-L.;Hung, M.-W.;Wang, J.-Y.; Chung, S.-L.; Hung, M.-W.; Wang, J.-Y.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:46Z |
Loan covenants and corporate debt policy under bank regulations
|
Chen, A.H.;Hung, M.-W.;Mazumdar, S.C.; Chen, A.H.; Hung, M.-W.; Mazumdar, S.C.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:46Z |
The impact of news articles and corporate disclosure on credit risk valuation
|
Tsai, F.-T.;Lu, H.-M.;Hung, M.-W.; Tsai, F.-T.; Lu, H.-M.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:42Z |
Pricing vulnerable american-style exchange options with correlated credit risk
|
Chang, L.;Hung, M.; Chang, L.; Hung, M.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:42Z |
Determinants of futures contract success: Empirical examinations for the Asian futures markets
|
Hung, M.-W.;Lin, B.-H.;Huang, Y.-C.;Chou, J.-H.; Hung, M.-W.; Lin, B.-H.; Huang, Y.-C.; Chou, J.-H.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:35Z |
Analytical valuation of catastrophe equity options with negative exponential jumps
|
Chang, L.-f.;Hung, M.-w.; Chang, L.-f.; Hung, M.-w.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:35Z |
Optimal asset allocation for DC pension plans under inflation
|
Han, N.-W.;Hung, M.-W.; Han, N.-W.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:35Z |
Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
|
Han, N.-W.;Hung, M.-W.; Han, N.-W.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:32Z |
Implementation problems and solutions in stochastic volatility models of the heston type
|
Guo, J.-H.;Hung, M.-W.; Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:31Z |
Credit contagion and competitive effects of bond rating downgrades along the supply chain
|
Chang, J.-H.;Hung, M.-W.;Tsai, F.-T.; Chang, J.-H.; Hung, M.-W.; Tsai, F.-T.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:31Z |
The investment management for a downside-protected equity-linked annuity under interest rate risk
|
MAO-WEI HUNG; Han, N.-W.; Hung, M.-W.; Han, N.-W.;Hung, M.-W. |
| 臺大學術典藏 |
2020-02-15T03:52:30Z |
Foreign direct investment in emerging markets: Bondholders' perspective
|
Chiou, C.-L.;Hung, M.-W.;Shu, P.-G.; Chiou, C.-L.; Hung, M.-W.; Shu, P.-G.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:30Z |
An intertemporal international asset pricing model: Theory and empirical evidence
|
MAO-WEI HUNG; Hung, M.-W.; Hogan, K.; Errunza, V.; Chang, J.-R. |
| 臺大學術典藏 |
2020-02-15T03:52:29Z |
Estimated inflation rate, consumption and portfolio decision
|
Han, N.-W.;Hung, M.-W.; Han, N.-W.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:20Z |
Trade, R&D spending and financial development
|
Chang, Y.;Hung, M.-W.;Lu, C.; Chang, Y.; Hung, M.-W.; Lu, C.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:20Z |
Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds
|
Chou, Y.-Y.; Han, N.-W.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:19Z |
On the currency effect to home bias puzzle
|
MAO-WEI HUNG; Yu, H.-Y.; Lo, M.-L.; Hung, M.-W.; Hung, M.-W.;Lo, M.-L.;Yu, H.-Y. |
| 臺大學術典藏 |
2020-02-15T03:52:19Z |
Effect of wind on stock market returns: Evidence from European markets
|
Shu, H.-C.;Hung, M.-W.; Shu, H.-C.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:19Z |
The world price of exchange risk in the Pacific Basin equity markets
|
Chou, P.S.-R.; Jan, Y.-C.; Hung, M.-W.Mao-Wei; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:18Z |
Impact of foreign-listed single stock futures on the domestic underlying stock markets
|
Hung, M.-W.; Lee, C.-F.; So, L.-C.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:18Z |
Intertemporal hedge for inflation risk
|
Chang, J.-R.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:17Z |
A general model for short-term interest rates
|
Chung, C.-F.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:17Z |
A heterogeneous model of disposition effect
|
Hung, M.-W.; Yu, H.-Y.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:17Z |
Loss aversion and the term structure of interest rates
|
Hung, M.-W.;Wang, J.-Y.; Hung, M.-W.; Wang, J.-Y.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:16Z |
Revisiting generalized almost stochastic dominance
|
Chang, J.-R.;Liu, W.-H.;Hung, M.-W.; Chang, J.-R.; Liu, W.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:15Z |
Credit rating change modeling using news and financial ratios
|
Lu, H.-M.;Tsai, F.-T.;Chen, H.;Hung, M.-W.;Li, S.-H.; Lu, H.-M.; Tsai, F.-T.; Chen, H.; Hung, M.-W.; Li, S.-H.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:13Z |
China momentum and transparency
|
Lin, H.-W.;Hung, M.-W.; Lin, H.-W.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-14T07:49:23Z |
台灣短期利率的動態行為：狀態轉換模型的應用
|
林常青(Chang-Chin Lin); 洪茂蔚(Mao-Wei Hung); 管中閔(Chung-Ming Kuan); MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-14T07:49:23Z |
美元兌新台幣匯率的緩長記憶
|
洪茂蔚(Mao-Wei Hung);鍾經樊(Ching-Fan Chung);李丹(Tan Lee); 洪茂蔚(Mao-Wei Hung); 鍾經樊(Ching-Fan Chung); 李丹(Tan Lee); MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-14T07:49:23Z |
動能投資策略之獲利性與影響因素
|
洪茂蔚(Mao-Wei Hung);林宜勉(Yi-Mien Lin);劉志諒(Chih-Liang Liu); 洪茂蔚(Mao-Wei Hung); 林宜勉(Yi-Mien Lin); 劉志諒(Chih-Liang Liu); MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-14T07:49:22Z |
Inflation, Asset Returns and Exchange Rates in a Monetary Economy with Financial Leverage
|
蕭文宗(Weng-Tzong Hsiao);洪茂蔚(Mao-Wei Hung);吳淑貞(Shue-Jen Wu); 蕭文宗(Weng-Tzong Hsiao); 洪茂蔚(Mao-Wei Hung); 吳淑貞(Shue-Jen Wu); MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-14T07:49:21Z |
Geographic Effect of Futures Hedge Performance
|
洪茂蔚(Mao-Wei Hung);潘慈暉(Tzu-Hui Pan);黃憲彰(Shian-Chang Huang); 洪茂蔚(Mao-Wei Hung); 潘慈暉(Tzu-Hui Pan); 黃憲彰(Shian-Chang Huang); MAO-WEI HUNG |
| 臺大學術典藏 |
2019 |
Volatility information implied in the term structure of VIX
|
MAO-WEI HUNG; Yen, K.-C.; Wang, Y.-H.; Hung, M.-W.; Chang, K.-J.; Chang, K.-J.;Hung, M.-W.;Wang, Y.-H.;Yen, K.-C. |
| 臺大學術典藏 |
2018 |
Artificial Momentum, Native Contrarian, and Transparency in China
|
Lin, H.-W.;Hung, M.-W.;Huang, J.-B.; Lin, H.-W.; Hung, M.-W.; Huang, J.-B.; MAO-WEI HUNG |
| 臺大學術典藏 |
2016 |
The importance of stock liquidity on option pricing
|
Feng, S.-P.;Hung, M.-W.;Wang, Y.-H.; Feng, S.-P.; Hung, M.-W.; Wang, Y.-H.; MAO-WEI HUNG |
| 臺大學術典藏 |
2014 |
Option pricing with stochastic liquidity risk: Theory and evidence
|
Wang, Y.-H.; MAO-WEI HUNG; Hung, M.-W.; Feng, S.-P.; Feng, S.-P.;Hung, M.-W.;Wang, Y.-H. |
| 臺大學術典藏 |
2010 |
Liquidity spreads in the corporate bond market: Estimation using a semi-parametric model
|
Chang, J.H.; Hung, M.W.; MAO-WEI HUNG; Chang, J.H.;Hung, M.W. |
| 元智大學 |
2008-08 |
Pricing Catastrophe Derivatives Using A Recursive Evaluation Approach
|
姜一銘; Yu-Hong Liu; Mao-Wei Hung; Cheng-Han Kuei |
| 臺大學術典藏 |
2007 |
The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht
|
Chang, J.-R.;Hung, M.-W.;Lee, C.-F.;Lu, H.-M.Hung, Mao-Wei;Chang, J.;Lee, C.;Lu, H.; Hung, Mao-Wei; Chang, J.; Lee, C.; Lu, H.; Chang, J.-R.; Hung, M.-W.; Lee, C.-F.; Lu, H.-M.; MAO-WEI HUNG |
| 臺大學術典藏 |
2007 |
A Note on the Discontinuity Problem in Heston's Stochastic Volatility
|
Guo, J.-H.;Hung, M.-W.; Hung, Mao-Wei; Guo, Jia-Hau; Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2007 |
A note on the discontinuity problem in Heston's stochastic volatility model
|
Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2006 |
Optimal Timing to Invest in E-commerce
|
Chang, J.-R.;Hung, M.-W.; Hung, Mao-Wei; Chang, J.; Chang, J.-R.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2006 |
A Heterogeneous Model of Disposition Effect
|
Hung, M.-W.;Yu, H.-Y.; Hung, Mao-Wei; Yu, H.; Hung, M.-W.; Yu, H.-Y.; MAO-WEI HUNG |
| 臺大學術典藏 |
2006 |
Valuation of Weather Derivatives
|
劉裕宏(Yu-Hong Liu); MAO-WEI HUNG; 洪茂蔚(Mao-Wei Hung); 洪茂蔚(Mao-Wei Hung);劉裕宏(Yu-Hong Liu) |
| 國立政治大學 |
2005-12 |
Trade R&D Spending and Financial Development
|
張元晨;MAO-WEI HUNG;CHIULING LU |
| 元智大學 |
2005-07 |
Trade, R&D spending and financial development
|
盧秋玲; Yuanchen Chang; Mao-Wei Hung |
| 國立彰化師範大學 |
2005 |
PRICING FOREIGN EQUITY OPTIONS UNDER LEVY PROCESSES
|
SHIAN-CHANG HUANG; MAO-WEI HUNG |
