Browsing All of EconStor by Author Chen, Cathy Yi-Hsuan


Showing results 1 to 19 of 19
Year of PublicationTitleAuthor(s)
2015Copula-based factor model for credit risk analysisLu, Meng-Jou; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
2016A first econometric analysis of the CRIX familyChen, Shi; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Lee, TM; Ong, Bobby
2016Dynamic credit default swaps curves in a network topologyXu, Xiu; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
2016Dynamic topic modelling for cryptocurrency community forumsLinton, Marco; Teo, Ernie Gin Swee; Bommes, Elisabeth; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
2016Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 CountriesChen, Cathy Yi-Hsuan; Chiang, Thomas C.; Härdle, Wolfgang Karl
2016What derives the bond portfolio value-at-risk: Information roles of macroeconomic and financial stress factorsTu, Anthony H.; Chen, Cathy Yi-Hsuan
2017Tail event driven networks of SIFIsChen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Okhrin, Yarema
2017The systemic risk of central SIFIsChen, Cathy Yi-Hsuan; Nasekin, Sergey
2017Industry Interdependency Dynamics in a Network ContextQian, Ya; Härdle, Wolfgang Karl; Chen, Cathy Yi-Hsuan
2017Data Science & Digital SocietyChen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
2018Deep learning-based cryptocurrency sentiment constructionNasekin, Sergey; Chen, Cathy Yi-Hsuan
2018Textual Sentiment, Option Characteristics, and Stock Return PredictabilityChen, Cathy Yi-Hsuan; Fengler, Matthias R.; Härdle, Wolfgang Karl; Liu, Yanchu
2018Textual Sentiment and Sector specific reactionBommes, Elisabeth; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
2018Pricing Cryptocurrency options: the case of CRIX and BitcoinChen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Hou, Ai Jun; Wang, Weining
2019What makes cryptocurrencies special? Investor sentiment and return predictability during the bubbleChen, Cathy Yi-Hsuan; Després, Roméo; Guo, Li; Renault, Thomas
2019SONIC: SOcial Network with Influencers and CommunitiesChen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Klochkov, Yegor
2019Media-expressed tone, Option Characteristics, and Stock Return PredictabilityChen, Cathy Yi-Hsuan; Fengler, Matthias R.; Härdle, Wolfgang Karl; Liu, Yanchu
2019FRM Financial Risk MeterMihoci, Andrija; Althof, Michael; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
2020Blockchain mechanism and distributional characteristics of cryptosLin, Min-Bin; Khowaja, Kainat; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl