By Professor Li Yang

Book Chapters

Lien D; Lee G; yang L; Zhou C, 2014, 'Evaluating the Effectiveness of Futures Hedging', in Lee CF; Lee JC (ed.), Handbook of Financial Econometrics and Statistics, Springer, pp. 1891 - 1908, http://dx.doi.org/10.1007/978-1-4614-7750-1_70

Yang L, 2009, 'Hedging Effectiveness with S&P 500 Index Futures under Different Volatility Regimes', in Catlere PN (ed.), Financial Hedging, Nova Science Publishers Inc, pp. 53 - 76

Yang L, 2005, 'Settlement Specifications on Commodity Futures Contracts', in Bellows AR (ed.), Focus on Agricultural Economics, Nova Science Publisher, Inc, New York, pp. 53 - 76

Back to profile page