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    Article

    Opportunities for Happiness and Its Determinants Among Children in China: A Study of Three Waves of the China Family Panel Studies Survey

    Since 2010, China’s happiness research has extended its focus from adults and youths to the child population, but most of the studies are confined to local samples. Also, the majority are limited to considerin...

    Yei-Whei Lin, Chien-Hsiu Lin, Chih-Nan Chen in Child Indicators Research (2023)

  2. Article

    Optimal carry trade portfolio choice under regime shifts

    This paper studies optimal currency allocation of the carry trade in foreign exchange (FX). A number of empirical studies have documented a phenomenon referred to as the ‘forward premium puzzle’, which states ...

    Chih-Nan Chen, Chien-Hsiu Lin in Review of Quantitative Finance and Accounting (2022)

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    Foreign exchange option pricing in the currency cycle with jump risks

    This paper examines regime switching behavior and the nature of jumps in foreign exchange rates, as well as their implications in currency option pricing. Considering the characteristics of long swing as well ...

    Chien-Hsiu Lin, Shih-Kuei Lin, An-Chi Wu in Review of Quantitative Finance and Accounting (2015)

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    Article

    Consistent estimation of technical and allocative efficiencies for a semiparametric stochastic cost frontier with shadow input prices

    Conventional parametric stochastic cost frontier models are likely to suffer from biased inferences due to misspecification and the ignorance of allocative efficiency (AE). To fill up the gap in the literature...

    Tai-Hsin Huang, Kuan-Chen Chen, Chien-Hsiu Lin… in Journal of Productivity Analysis (2014)