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Option pricing under stock market cycles with jump risks: evidence from the S&P 500 index

Review of quantitative finance and accounting, 2021, Vol.56 (1), p.25-51

2021

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Estimation of Housing Price Jump Risks and Their Impact on the Valuation of Mortgage Insurance Contracts

The Journal of risk and insurance, 2010-06, Vol.77 (2), p.399-422

2010

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Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance

The journal of real estate finance and economics, 2012-08, Vol.45 (2), p.364-382

2012

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Estimating multifactor portfolio credit risk: A variance reduction approach

Pacific-Basin finance journal, 2019-10, Vol.57, p.101047, Article 101047

2019

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Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500

International review of economics & finance, 2016-05, Vol.43, p.139-150

2016

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Long-term Dependence in Asian Foreign Exchange Markets

Journal of Asia business studies, 2009-10, Vol.4 (1), p.49-55

2009

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Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market

The journal of real estate finance and economics, 2012-11, Vol.45 (4), p.846-868

2012

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Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan

International review of economics & finance, 2011-04, Vol.20 (2), p.312-324

2011

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Liquidity and the Future Stock Returns of the REIT Industry

The journal of real estate finance and economics, 2012-10, Vol.45 (3), p.588-603

2012

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Counterparty effects on capital structure decision in incomplete market

Economic modelling, 2011-09, Vol.28 (5), p.2181-2189

2011

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Closed-form valuations of basket options using a multivariate normal inverse Gaussian model

Insurance, mathematics & economics, 2009-02, Vol.44 (1), p.95-102

2009

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A Study on the Main Determination of Mortgage Risk: Evidence from Reverse Mortgage Markets

International journal of financial research, 2015-03, Vol.6 (2)

2015

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Taiwan multi-factor model construction: equity market neutral strategies application

Managerial finance, 2006-11, Vol.32 (11), p.915-947

2006

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A waste management model for optimal recycling–landfilling policies under macroeconomic conditions

Economic modelling, 2011-05, Vol.28 (3), p.852-858

2011

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Transfer Pricing of Taiwan's Listing/OTC Enterprises Between Mainland China and Taiwan: Quantile Regression Analysis

Review of Pacific basin financial markets and policies, 2011-03, Vol.14 (1), p.129-151

2011

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Credit, Equity Conversion, and Housing Endowment: Analysis of Reverse Mortgage Markets

Journal of applied finance and banking, 2015-05, Vol.5 (3), p.63

2015

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A Study of the Optimal Asset Allocation as Raising Taxes on the Rich

Advances in management and applied economics, 2015-05, Vol.5 (3), p.1

2015

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Optimal capital structure decision with credit rating management

African journal of business management, 2011-12, Vol.5 (31)

Chang-Chih Chen

2011

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Option pricing under stock market cycles with jump risks: evidence from the S&P 500 index

Estimation of Housing Price Jump Risks and Their Impact on the Valuation of Mortgage Insurance Contracts

Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance

Estimating multifactor portfolio credit risk: A variance reduction approach

Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500

Long-term Dependence in Asian Foreign Exchange Markets

Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market

Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan

Liquidity and the Future Stock Returns of the REIT Industry

Counterparty effects on capital structure decision in incomplete market

Closed-form valuations of basket options using a multivariate normal inverse Gaussian model

A Study on the Main Determination of Mortgage Risk: Evidence from Reverse Mortgage Markets

Taiwan multi-factor model construction: equity market neutral strategies application

A waste management model for optimal recycling–landfilling policies under macroeconomic conditions

Transfer Pricing of Taiwan's Listing/OTC Enterprises Between Mainland China and Taiwan: Quantile Regression Analysis

Credit, Equity Conversion, and Housing Endowment: Analysis of Reverse Mortgage Markets

A Study of the Optimal Asset Allocation as Raising Taxes on the Rich

Optimal capital structure decision with credit rating management

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