Anthony H. Tu

A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis

Hsiao-Ching Sheng, Anthony H. Tu · Journal of Multinational Financial Management · 2000 · 186 citations

Empirical Finance, Volatility Modeling, Asset Pricing +10

Dynamic linkages between Asian stock prices and exchange rates: new evidence from causality in quantiles

Zheng Yang, Anthony H. Tu, Yong Zeng · Applied Economics · 2014 · 67 citations

Estimating hedged portfolio value-at-risk using the conditional copula: An illustration of model risk

Yi-Hsuan Chen, Anthony H. Tu · International Review of Economics & Finance · 2013 · 31 citations

Economics, Portfolio Optimization, Asset Pricing +13

Bank Market Structure and Performance in Taiwan Before and After the 1991 Liberalization

Anthony H. Tu, Shen-Yuan Chen · Review of Pacific Basin Financial Markets and Policies · 2000 · 27 citations

Firm Performance, Financial Integration, Bank Market Structure +16

Market uncertainty, expected volatility and the mispricing of S&P 500 index futures

Anthony H. Tu, Wen‐Liang Hsieh, Wei‐Shao Wu · Journal of Empirical Finance · 2015 · 27 citations

Economics, Volatility Modeling, Financial Economics +7