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I‐Doun Kuo
Observed names:
I Doun Kuo,
I-Doun Kuo,
I.-Doun Kuo
Institution:
Tunghai University
Observed institution:
Tunghai University
ORCID:
0000-0003-0617-9382
Observed ORCID:
0000-0003-0617-9382
OpenAlex ID:
A5046992840
Investor sentiment and interest rate volatility smile: evidence from Eurodollar options markets
2013
·
Cathy Yi-Hsuan Chen
, I-Doun Kuo
·
Review of Quantitative Finance and Accounting
·
10
Multifactor implied volatility functions for HJM models
2006
·
I-Doun Kuo
, Dean A. Paxson
·
Journal of Futures Markets
·
7
What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem
2014
·
Cathy Yi-Hsuan Chen
, I-Doun Kuo
, et al.
·
Journal of International Financial Markets Institutions and Money
·
4
Regime dependent information contents of model-free volatility: evidence from the Eurodollar options markets
2011
·
I-Doun Kuo
, Cathy Yi‐Hsuan Chen
·
ENLIGHTEN (Jurnal Bimbingan dan Konseling Islam)
·
4
Implied deterministic volatility functions: An empirical test for Euribor options
2009
·
I‐Doun Kuo
, Kai‐Li Wang
·
Journal of Futures Markets
·
4
Pricing and hedging volatility smile under multifactor interest rate models
2010
·
I.-Doun Kuo
·
Review of Quantitative Finance and Accounting
·
3
Resale options and heterogeneous beliefs
2022
·
Kai‐Min Huang
, I‐Doun Kuo
, et al.
·
Journal of Futures Markets
·
2
Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options
2008
·
I‐Doun Kuo
, Yueh‐Neng Lin
·
Review of Financial Economics
·
2
Expectation hypothesis and term structure anomaly
2018
·
I‐Doun Kuo
, Cathy Yi‐Hsuan Chen
, et al.
·
International Journal of Finance & Economics
·
1
Survey sentiment and interest rate option smile
2014
·
Cathy Yi-Hsuan Chen
, I-Doun Kuo
·
International Review of Economics & Finance
·
1
Stock Mispricing, Resale Options, and Differences of Opinion
2025
·
Kai-Min Huang
, I-Doun Kuo
, et al.
·
Emerging Markets Finance and Trade
Resale Options and Stock Prices
2022
·
Kai-Min Huang
, I-Doun Kuo
, et al.
·
SSRN Electronic Journal
Irrationality and Term Structure Anomaly
2017
·
I Doun Kuo
·
IISES Economics & Finance Conference
PDF
Evidence on inefficiency of the Euribor option market
2009
·
I.-Doun Kuo
, Yueh-Neng Lin
·
Applied Financial Economics
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Works count:
14
Citation count:
38
H-index:
4
I10-index:
1
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