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"shrestha keshab"???jsp.browse.items-by-author.description???
Showing items 1-7 of 7 (1 Page(s) Totally)
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| 國立政治大學 |
2008 |
Do the Pure Martingale and Joint Normality Hypotheses Hold for Futures Contracts? Implications for the Optimal Hedge Ratios
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陳聖賢; Chen, Sheng-Syan; Lee, Cheng-few; Shrestha, Keshab |
| 國立政治大學 |
2004-03 |
Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions
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陳聖賢; Chen, Sheng-Syan; Ho, Kim Wai; Lee, Cheng-few; Shrestha, Keshab |
| 國立政治大學 |
2004 |
An Empirical Analysis of the Relationship between the Hedge Ratio and Hedging Horizon: A Simultaneous Estimation of the Short- and Long-Run Hedge Ratios
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陳聖賢; Chen, Sheng-Syan; Lee, Cheng-few; Shrestha, Keshab |
| 國立政治大學 |
2003 |
Futures Hedge Ratios: A Review
|
陳聖賢; Chen, Sheng-Syan; Lee, Cheng-few; Shrestha, Keshab |
| 國立政治大學 |
2002 |
Are Expected Inflation and Expected Real Rates Negatively Correlated? A Long-Run Test of the Mundell-Tobin Hypothesis
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陳聖賢; Shrestha, Keshab; Chen, Sheng-Syan; Lee, Cheng-few |
| 國立政治大學 |
2001 |
On a Mean-Generalized Semivariance Approach to Determining the Hedge Ratio
|
陳聖賢; Chen, Sheng-Syan; Lee, Cheng-few; Shrestha, Keshab |
| 國立政治大學 |
1998 |
Validity of the Short- and Long-Run Fisher Relationships: An Empirical Analysis
|
Shrestha, Keshab; 陳聖賢; Chen, Sheng-Syan |
Showing items 1-7 of 7 (1 Page(s) Totally)
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