Detecting jump risk and jump-diffusion model for Bitcoin options pricing and hedging KS Chen, YC Huang Mathematics 9 (20), 2567, 2021 | 16 | 2021 |
Taxing the rich policy, evasion behavior, and portfolio choice: A sustainability perspective KS Chen, H Tsai Cogent Business & Management 5 (1), 1526362, 2018 | 9 | 2018 |
Housing price dynamics, mortgage credit and reverse mortgage demand: theory and empirical evidence KS Chen, JJ Yang Real Estate Economics 48 (2), 599-632, 2020 | 8 | 2020 |
A study on the main determination of mortgage risk: Evidence from reverse mortgage markets CC Lee, KS Chen, D So-De Shyu International Journal of Financial Research 6 (2), 84-94, 2015 | 8 | 2015 |
Taxation of wealthy individuals, inequality governance and corporate social responsibility KS Chen, CC Lee, H Tsai Sustainability 11 (7), 1851, 2019 | 7 | 2019 |
Credit, equity conversion, and housing endowment: analysis of reverse mortgage markets CC Lee, KS Chen, D So-De Shyu Journal of Applied Finance & Banking 5 (3), 63-80, 2015 | 7 | 2015 |
Volatility Co-Movement between Bitcoin and stablecoins: BEKK–GARCH and copula–DCC–GARCH Approaches KS Chen, SH Chang Axioms 11 (6), 259, 2022 | 5 | 2022 |
Arbitrage, Covered Interest Parity and Cointegration Analysis on the NTD/USD Forex Market Revisited KS Chen, C Chen, C Lee International Journal of Economics and Financial Issues 7 (1), 420-428, 2017 | 3 | 2017 |
Uncovering Information Linkages between Bitcoin, Sustainable Finance and the Impact of COVID-19: Fractal and Entropy Analysis KC Lu, KS Chen Fractal and Fractional 7 (6), 424, 2023 | 2 | 2023 |
Research on equity release mortgage risk diversification with financial innovation: reinsurance usage KS Chen Journal of Risk Model Validation, 2016 | 2 | 2016 |
Dynamic Correlations between Bitcoin, Carbon Emission, Oil and Gold Markets: Implications for Portfolio Management KS Chen, WC Ong Carbon Emission, Oil and Gold Markets: Implications for Portfolio Management, 2023 | 1 | 2023 |
Asymmetric dynamic correlations and portfolio management between bitcoin and stablecoins KS Chen, JJ Yang Available at SSRN 4360094, 2023 | 1 | 2023 |
Price dynamics and volatility jumps in bitcoin options KS Chen, JJ Yang Financial Innovation 10 (1), 132, 2024 | | 2024 |
Pricing green financial options under the mixed fractal Brownian motions with jump diffusion environment KC Chen, KS Chen AIMS Mathematics 9 (8), 21496-21523, 2024 | | 2024 |
Investigating the Impact of Financial Reporting for Cryptocurrencies on Company Value KS Chen Journal of Applied Finance & Banking 14 (3), 111-130, 2024 | | 2024 |
Interlinkages between Bitcoin, green financial assets, oil, and emerging stock markets KS Chen Data Science in Finance and Economics 4 (1), 160-187, 2024 | | 2024 |
Detecting Jump Risk and Jump-Diffusion Model for Bitcoin Options Pricing and Hedging. Mathematics 2021, 9, 2567 KS Chen, YC Huang Mathematics, Cryptocurrencies and Blockchain Technology, 3, 2021 | | 2021 |
A Study of the Optimal Asset Allocation as Raising Taxes on the Rich KS Chen, CC Lee, D So-De Shyu Advances in Management and Applied Economics 5 (3), 1, 2015 | | 2015 |