Projects per year
Personal profile
Research Expertise
Derivatives、Asset pricing、Financial Econometrics
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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Dive into the research topics where Pei-Lin Hsieh is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 1 Active
Research output
- 13 Article
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An Exact Structural Model for Evaluating Credit Default Swaps: Theory and Empirical Evidence
Chen, R. R. & Hsieh, P. L., Dec 2023, In: Journal of Fixed Income. 32, 3, p. 20-48 29 p.Research output: Contribution to journal › Article › peer-review
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CMS Spread Options Pricing under the CHH Model
Chen, R. R., Li, X. & Hsieh, P. L., Mar 2023, In: Journal of Fixed Income. 32, 4, p. 83-107 25 p.Research output: Contribution to journal › Article › peer-review
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COVID-19 and commodity pricing premium: Evidence from the Chinese market
Zhang, L., Hsieh, P. L. & Chen, H., Dec 2023, In: Finance Research Letters. 58, 103899.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
Market States and Lottery Preference: Evidence from Chinese Open-End Funds*
He, R. & Hsieh, P. L., Oct 2023, In: Asia-Pacific Journal of Financial Studies. 52, 5, p. 678-706 29 p.Research output: Contribution to journal › Article › peer-review
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Predictive power of the implied volatility term structure in the fixed-income market
Chen, R. R., Hsieh, P. L., Huang, J. & Li, X., Mar 2023, In: Journal of Futures Markets. 43, 3, p. 349-383 35 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations