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    显示项目526-550 / 2572. (共103页)
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    日期题名作者
    2016 Price discovery before and after Shanghai-Hong Kong stock connect 江冠毅; Chiang, Kuan-Yi
    2008-10 Price Discovery in the Option Markets: An Application of Put-Call Parity 謝文良
    2005 Price discovery of futures markets in Taiwan ARDL-ECM approach 姜義展; Chiang I-chan
    2012-07-25 Price discovery of Index options when futures are limited-locked - Evidence from Taiwan Lin, Yun-yung; Lin, Yun-yung
    2005-01-07 Price discovery of stock markets in Taiwan: An ARDL-ECM Approach 聶建中; Nieh, Chien-chung;
    1999-10-06 Price discovery on the S&P 500 index markets 謝文良
    1999-01-01 Price discovery on the S&P 500 index markets : an analysis of spot index, index futures, and SPDRs Chu, Quentin C.; 謝文良;
    1999-07-07 Price discovery on the S&P 500 index markets : an analysis of spot index, index futures, and SPDRs Chu, Quentin C.; 謝文良;
    2008 Price discovery, volatility and central bank interventions in the foreign exchange markets 高崇瑋; Kao, Chung-wei
    2012-08 The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market Lu, Yang-Cheng; Fang, Hao;
    2011 Price informativeness and predictability: how liquidity can help Lin, William T.; Tsai, Shih-Chuan;
    2010-07 Price level convergence across cities? Evidence from panel unit root tests Huang, Ho-Chuan; Lin, Pei-Chien;
    2001-09 Pricing Behavior of Stocks Switching from OTC to TSE listing - Before and After 林蒼祥
    2013-07 Pricing Cross-Currency Interest Rate Guarantee Embedded in Financial Contracts in a LIBOR Market Model Hsieh, Tsung-Yu; Chou, Chi-Hsun;
    2002-09-01 Pricing efficiency of the S&P 500 index market: Evidence from the Standard & Poor's Depositary Receipts Chu, Quentin C.; 謝文良;
    1998-05 Pricing fixed income securities with stochastic vclatilities 林蒼祥; Lin, William T.
    2010 Pricing guarantees linked to stochastic guaranteed rates of return 謝宗佑; Hsieh, Tsung-yu
    2010-06-30 Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model Hsieh, Tsung-Yu; Chen, Son-Nan
    2000-12 Pricing interest rate swaps with stochastic volatility Lin, William T.; 林蒼祥
    2015-12 Pricing of the Cross-Currency Interest Rate Guarantee Embedded in Financial Contracts in a LIBOR Market Model Tsung-Yu Hsieh; Chi-Hsun Chou;
    2015-12 Pricing Relative Equity-Linked Guarantees under a Single/Cross-Currency Framework Tsung-Yu Hsieh; Chi-Hsun Chou
    2015-07-27 Pricing Relative Guarantees of Equity-Linked Contracts under Stochastic Interest Rates 謝宗佑
    2013-07-06 Quanto Interest-Rate Exchange Options in a Cross-Currency LIBOR Market Model Hsieh, Tsung-Yu; Chou, Chi-Hsun;
    2015 Quanto Interest-Rate Exchange Options in a Cross-Currency LIBOR Market Model Tsung-Yu Hsieh; Chi-Hsun Chou;
    2004-05-26 Rating, Credit Spread, and Pricing Risky Debt: Empirical Study in Taiwan’s Security Market 段昌文; Duan, Chang-wen

    显示项目526-550 / 2572. (共103页)
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