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YiHao Lai

Observed names: Yi-Hao Lai, Yi-hao Lai, Yihao Lai
Institution: Dayeh University
ORCID: 0000-0003-3226-3502
Observed ORCID: 0000-0003-3226-3502
OpenAlex ID: A5007390714
A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach
2013 · Yi-Chiuan Wang, Jyh-Lin Wu, et al. · Journal of Banking & Finance · 122
Export Promotion through Exchange Rate Changes: Exchange Rate Depreciation or Stabilization?
2006 · WenShwo Fang, YiHao Lai, et al. · Southern Economic Journal · 74
Does exchange rate risk affect exports asymmetrically? Asian evidence
2008 · WenShwo Fang, YiHao Lai, et al. · Journal of International Money and Finance · 73
Optimal dynamic hedging via copula-threshold-GARCH models
2008 · YiHao Lai, Cathy W.S. Chen, et al. · Mathematics and Computers in Simulation · 61
The role of Chinese stock market in global stock markets: A safe haven or a hedge?
2009 · YiHao Lai, Jen-Ching Tseng · International Review of Economics & Finance · 38
New evidence on asymmetric return–volume dependence and extreme movements
2017 · Yi-Chiuan Wang, Jyh-Lin Wu, et al. · Journal of Empirical Finance · 23
Exchange rates, exchange risk, and Asian export revenue
2005 · WenShwo Fang, YiHao Lai, et al. · International Review of Economics & Finance · 20
Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization?
2005 · WenShwo Fang, YiHao Lai, et al. · RePEc: Research Papers in Economics · 6
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A Revisit to the Dependence Structure between Stock and Foreign Exchange Markets: A Dependence-Switching Copula Approach
2012 · Yi-Chiuan Wang, Jyh-Lin Wu, et al. · SSRN Electronic Journal · 3
Hedging performance and the heterogeneity among market participants
2019 · Yihao Lai, Wei-Shih Chung, et al. · Studies in Economics and Finance · 2
Jump-Dependent Model for Optimal Index Futures Hedging in Five Major Asian Stock Markets
2016 · Yi-Hao Lai, Yi-Chiuan Wang · Emerging Markets Finance and Trade · 2
Does Asymmetric Dependence Structure Matter? A Value-at-Risk View
2008 · YiHao Lai · RePEc: Research Papers in Economics · 2
Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence
2005 · WenShwo Fang, YiHao Lai, et al. · RePEc: Research Papers in Economics · 2
Asymmetric Risk Spillovers between the Currency and Stock Markets
2022 · Yi-Chiuan Wang, Yi-hao Lai, et al. · Review of Quantitative Finance and Accounting · 1
The Dynamic Effect of Exchange Rate Risk on Exports
2003 · WenShwo Fang, YiHao Lai · PanPacific management review · 1
Multiplicative GARCH-X with VIX: A Parsimonious Alternative to GARCH-MIDAS for Volatility Forecasting
2026 · Yi-Hao Lai · SSRN Electronic Journal
Multiplicative GARCH-X with VIX: A Parsimonious Alternative to GARCH-MIDAS for Volatility Forecasting
2026 · Yi-Hao Lai · SSRN Electronic Journal
Multiplicative GARCH-X with VIX: A Parsimonious Alternative to GARCH-MIDAS for Volatility Forecasting
2026 · Yi-Hao Lai · SSRN Electronic Journal
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The True Cost of Volatility Targeting: Decomposing the Insurance Premium into Opportunity and Transaction Components
2026 · Yi-Hao Lai · SSRN Electronic Journal
Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach
2023 · Yi-Hao Lai, Yi-Chiuan Wang, et al. · Asia-Pacific Financial Markets
Initial Jump and Recovering Jump in the S&P 500 Index Returns: A Jump-Recovering-Switching Approach
2018 · YiHao Lai, Yi‐Chiuan Wang, et al.
Applying Dependence Switching Copula Approach to Uncovered Interest Parity
2016 · YiHao Lai, Yi-Chiuan Wang
Revisiting Uncovered Interest Parity: A Dependence Switching Copula Approach
2015 · Yi-Chiuan Wang, YiHao Lai
Jump-Dependent Model for Optimal Hedging for Five Major Stock Index Futures in Asia
2014 · YiHao Lai, Yi‐Chiuan Wang
Dynamic hedging in stock index futures via copula multiplicative error model
2014 · Wen-chin Chen, Kai-ping Liu, et al. · Applied Economics Letters
Works count: 29
Citation count: 430
H-index: 7
I10-index: 7
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