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Cathy Yi-Hsuan Chen
Cathy Yi-Hsuan Chen
Adam Smith Business School, University of Glasgow
Verified email at glasgow.ac.uk - Homepage
Title
Cited by
Cited by
Year
Applied quantitative finance
WK Härdle, CYH Chen, L Overbeck
Springer, 2017
1872017
The dynamic dependence between the Chinese market and other international stock markets: A time-varying copula approach
CYHCSWH Kehluh Wang
International Review of Economics & Finance 20 (4), 654-664, 2011
1262011
Perceived fairness of pricing on the Internet
JH Huang, CT Chang, CYH Chen
Journal of Economic Psychology 26 (3), 343-361, 2005
1222005
Sentiment-induced bubbles in the cryptocurrency market
CYH Chen, CM Hafner
Journal of Risk and Financial Management 12 (2), 53, 2019
992019
Pricing cryptocurrency options
AJ Hou, W Wang, CYH Chen, WK Härdle
Journal of Financial Econometrics 18 (2), 250-279, 2020
852020
Tail event driven networks of SIFIs
CYH Chen, WK Härdle, Y Okhrin
Journal of Econometrics 208 (1), 282-298, 2019
752019
Distillation of news flow into analysis of stock reactions
JL Zhang, WK Härdle, CY Chen, E Bommes
Journal of Business & Economic Statistics 34 (4), 547-563, 2016
712016
Dynamic topic modelling for cryptocurrency community forums
M Linton, EGS Teo, E Bommes, CY Chen, WK Härdle
Applied quantitative finance, 355-372, 2017
612017
What Makes Cryptocurrencies Special? Investor Sentiment and Return Predictability
CYH Chen, L Guo, T Renault
Investor Sentiment and Return Predictability (June 3, 2019), 2019
522019
A first econometric analysis of the CRIX family
S Chen, CYH Chen, WK Härdle
arXiv preprint arXiv:2009.12129, 2020
512020
Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics
CYH Chen, TC Chiang, WK Härdle
Journal of Banking & Finance 93, 21-32, 2018
452018
Deep learning-based cryptocurrency sentiment construction
S Nasekin, CYH Chen
Digital Finance 2 (1), 39-67, 2020
442020
Hedged portfolio value-at-risk using the conditional copula: An illustration of model risk
AHT Cathy Yi-Hsuan Chen
International Review of Economics & Finance 27, 514-528., 2013
39*2013
Empirical analysis of the intertemporal relationship between downside risk and expected returns: Evidence from time‐varying transition probability models
CYH Chen, TC Chiang
European Financial Management 22 (5), 749-796, 2016
372016
FRM financial risk meter
A Mihoci, M Althof, CYH Chen, WK Härdle
The Econometrics of Networks, 335-368, 2020
322020
Default correlation at the sovereign level: Evidence from some Latin American Markets
KWAHT Cathy Yi-Hsuan Chen
Applied Economics 43, 1399-1411, 2011
322011
Pricing cryptocurrency options: the case of CRIX and Bitcoin
CYH Chen, WK Härdle, AJ Hou, W Wang
IRTG 1792 Discussion Paper, 2018
292018
Econometric analysis of a cryptocurrency index for portfolio investment
S Chen, CYH Chen, WK Härdle, TM Lee, B Ong
Handbook of Blockchain, Digital Finance, and Inclusion, Volume 1, 175-206, 2018
262018
Common factors in credit defaults swaps markets
CYH Chen, WK Härdle
SFB 649 Discussion Paper, 2012
232012
Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan
AHTKW Cathy Yi-Hsuan Chen
Journal of International Financial Markets, Institutions & Money 18 (3), 259-271, 2008
192008
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