Concepedia
Statistics
Publications
6
Citations
382
H-Index
Active since
1995
Affiliations
Concordia University(Current)
Concordia University
Tae H. Park is an author at Concordia University specializing in economics, financial economics, and business.
Publications per year
1995–1999
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note
Tae H. Park, Lorne N. Switzer · Journal of Futures Markets · 1995 · 213 citations
Business, Economics, Finance +15
Time-varying distributions and the optimal hedge ratios for stock index futures
Tae H. Park, Lorne N. Switzer · Applied Financial Economics · 1995 · 108 citations
Business, Economics, Finance +17
Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market
Tae H. Park, Lorne N. Switzer · Journal of Futures Markets · 1995 · 24 citations
Business, Economics, Finance +12
Mean reversion of interest-rate term premiums and profits from trading strategies with treasury futures spreads
Tae H. Park, Lorne N. Switzer · Journal of Futures Markets · 1996 · 13 citations
Forecasting Interest Rates and Yield Spreads: The Informational Content of Implied Futures Yields and Best-fitting Forward Rate Models
Tae H. Park, Lorne N. Switzer · Journal of Forecasting · 1997 · 12 citations
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