Author

So‐De Shyu

Observed names: So-De Shyu, So-de Shyu, So‐de Shyu

Institution: Takming University of Science and Technology

Observed institutions: National Sun Yat-sen University, Takming University of Science and Technology, National Kaohsiung University of Applied Sciences

OpenAlex ID: A5016053460

Estimation of Housing Price Jump Risks and Their Impact on the Valuation of Mortgage Insurance Contracts

2009 · Ming-Chi Chen, Chia-Chien Chang, et al. · Journal of Risk & Insurance · 33

Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance

2010 · Ming-Chi Chen, Chi-Lu Peng, et al. · The Journal of Real Estate Finance and Economics · 24

Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500

2015 · Jen-Wei Yang, Shu-Yu Tsai, et al. · International Review of Economics & Finance · 22

Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market

2011 · Chia-Chien Chang, Wei-Yi Huang, et al. · The Journal of Real Estate Finance and Economics · 21

Closed-form valuations of basket options using a multivariate normal inverse Gaussian model

2008 · Yang-Che Wu, Szu-Lang Liao, et al. · Insurance Mathematics and Economics · 12

Liquidity and the Future Stock Returns of the REIT Industry

2010 · Ming-Chi Chen, Chin-Yu Wang, et al. · The Journal of Real Estate Finance and Economics · 8

Counterparty effects on capital structure decision in incomplete market

2011 · Chang-Chih Chen, So-De Shyu, et al. · Economic Modelling · 6

Taiwan multi‐factor model construction: equity market neutral strategies application

2006 · So‐de Shyu, Yi Jeng, et al. · Managerial Finance · 6

Long‐term Dependence in Asian Foreign Exchange Markets

2009 · Shu‐Fan Hsieh, So‐De Shyu · Journal of Asia Business Studies · 5

Estimating multifactor portfolio credit risk: A variance reduction approach

2018 · Ming-Hua Hsieh, Yi-Hsi Lee, et al. · Pacific-Basin Finance Journal · 3

Transfer Pricing of Taiwan's Listing/OTC Enterprises Between Mainland China and Taiwan: Quantile Regression Analysis

2011 · Chung-Jian Huang, Chau-Jung Kao, et al. · Review of Pacific Basin Financial Markets and Policies · 3

A waste management model for optimal recycling–landfilling policies under macroeconomic conditions

2010 · Chang-Chih Chen, So-De Shyu, et al. · Economic Modelling · 3

Corporate Governance, Shareholder Proposal, and Corporate Performance –evidence From Taiwan

2016 · Mei-Hung Huang, So-De Shyu, et al. · International Journal of Business and Management · 1

PDF

Option pricing under stock market cycles with jump risks: evidence from the S&P 500 index

2020 · Shin-Yun Wang, Ming-Che Chuang, et al. · Review of Quantitative Finance and Accounting

Doi: 10.5897/ajbm10.276

2016 · Chang-chih Chen, So-de Shyu, et al.

Pricing and Hedging Strategies of Vulnerable Black-Scholes Option on Defaultable Securities Subject to the Intersection of Market and Credit Risk

2014 · Chang-Chih Chen, Chia‐Chien Chang, et al. · 中山管理評論

Relationships between TOPIX Real Estate and Nikkei 225 index

2010 · Yi-Hsi Lee, So‐De Shyu, et al.

Pricing Catastrophe Insurance Derivatives with Stochastic Interest Rates and Regime-Switching Jump Diffusion Losses

2008 · Yang‐Che Wu, Szu‐Lang Liao, et al.

Optimal Reserve Requirements and Price Stability: Taiwan's Case Study

2000 · Chau-Jung Kuo, So‐De Shyu · International Journal of Business

The information content of dividend announcement reflected in option prices

1988 · So‐De Shyu · University Microfilms International eBooks

Works count: 21

Citation count: 148

H-index: 6

I10-index: 5