| 2024 |
Meng-Lan Yueh*;Cho-Jui Wu, 2024.03, 'Inferring the Implied Volatility of SOFR-Based Swaptions, ' Journal of Derivatives, Vol.34, No.Summer, pp.1.(SSCI)(*為通訊作者), vol. 118155, Mar. 2024 |
| 2024 |
Meng-Lan Yueh*;Ann Ling-Ching Chan;Yi-Ting Hsieh;Edward Lee, 2024.03, 'Information Environment and Participation of Foreign Banks in US Syndicated Loan Market, ' Journal of Banking & Finance, Vol.161, pp.107107.(SSCI)(*為通訊作者), vol. 118154, Mar. 2024 |
| 2021 |
Miu, Peter;Yueh, Meng-Lan*, 2021.12, 'A comment on “Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs”, ' Journal of Futures Markets, Vol.41, No.12, pp.2079-2082.(SSCI)(*為通訊作者), vol. 434675, Dec. 2021 |
| 2021 |
Miu, Peter;Yueh, Meng-Lan*;Han, Jing, 2021.03, 'Performance of Japanese Leveraged ETFs, ' Pacific-Basin Finance Journal, Vol.65, pp.101490.(SSCI)(*為通訊作者), vol. 430358, Mar. 2021 |
| 2018 |
A. L-C Chan*;Yu-Ting Jian;Meng-Lan Yueh;Yi-Ting Hsieh, 2018.05, 'The Effect of the Board of Directors’ Banking Experience on Syndicated Loan Features, ' Journal of Contemporary Accounting, Vol.Vol. 19, No.No. 1, pp.pp. 41-75.(TSSCI)(*為通訊作者), vol. 420850, May. 2018 |
| 2016 |
Meng-Lan Yueh*;Hsin-Yu Chiu;Shou-Hsun Tsai, 2016.12, 'Valuations of Mortality-Linked Structured Products, ' Journal of Derivatives, Vol.24, No.2, pp.66-87.(SSCI)(*為通訊作者), vol. 412166, Dec. 2016 |
| 2015 |
岳夢蘭, 2015.09, 'Does Financial Statement Information Affect Cross-Border Lending by Foreign Banks in the Syndicated Loan Market? Evidence from a Natural Experiment, ' Journal of Accounting and Public Policy, Vol.34, No.5, pp.520-547.(SSCI), vol. 408330, Sep. 2015 |
| 2010 |
Meng-Lan Yueh*, 2010.03, 'An Empirical Analysis of CPPI Strategies for Credit Index Tranches, ' Journal of Fixed Income, Vol.19, No.4, pp.22-36.(FLI)(*為通訊作者), vol. 306451, Mar. 2010 |
| 2010 |
Meng-Lan Yueh*;Mark C. W. Wong, 2010.03, 'Analytical VaR and Expected Shortfall for Quadratic Portfolios, ' Journal of Derivatives, Vol.2010, No.1, pp.1-12.(SSCI)(*為通訊作者), vol. 303710, Mar. 2010 |
| 2009 |
江彌修*;岳夢蘭;林恩平, 2009.03, '條件獨立假設下合成型擔保債權憑證之評價與避險 / 財務金融學刊, ' 財務金融學刊, Vol.17, No.1, pp.1-40.(TSSCI)(*為通訊作者), vol. 273101, Mar. 2009 |
| 2008 |
Sharon S. Yang*;Meng-Lan Yueh;Chun-Hua Tang, 2008.06, 'Valuation of the Interest Rate Guarantee Embedded in Defined Contribution Pension Plans / Insurance: Mathematics and Economic, ' Insurance: Mathematics and Economic, Vol.Vol. 42, pp.920-934.(SSCI)(*為通訊作者), vol. 273095, Jun. 2008 |
| 2008 |
江彌修*;岳夢蘭;李蕙君, 2008, '雙層保護合成型擔保債權憑證之評價與風險特徵研究 / 經濟論文, ' 經濟論文, Vol.第36卷, No.第3期, pp.277-314.(TSSCI)(*為通訊作者), vol. 273100, 2008 |
| 2007 |
Mi-Hsiu Chiang*;Meng-Lan Yueh;Ming-Hua Hsieh, 2007.10, 'An Efficient Algorithm for Basket Default Swap Valuation / Journal of Derivatives, ' Journal of Derivatives, Vol.Vol. 15, No.No. 2, pp.8-19.(SSCI)(*為通訊作者), vol. 273094, Oct. 2007 |
