Hsuku, Y. H. and J. J. Wang (2006), “Estimating Portfolio Value-at-Risk via Dynamic Conditional Correlation MGARCH Model – An Empirical Study on Foreign Exchange Rates,” under review of Applied Economic Letters (SSCI).

Hsuku, Y. H. and J. J. Wang (2007), “An Application of the Multivariate Student-t Distribution-Based EC-DCC Model on Hedging Effectiveness in Stock Index Futures Markets,” under review of PhysicA (SSCI)

Hsuku, Y. H. and Y. C. Wang (2007), "International Intertemporal Asset Allocations with Recursive Preference and Mean-Reverting Exchange Rates", under review of Journal of International Money and Finance (SSCI)

Wang, Y. C., Y. H. Hsuku and S. K. Yeh (2007), "The Impact of Put Warrant Listings on the Time-Varying Price Dynamics of the Underlying Stocks ", under review of Journal of Business Finance and Accounting (SSCI)

Wang, Y. C., Y. H. Hsuku and S. K. Yeh (2007), “On the Relationship between Time-Varying Price dynamics of the Underlying Stocks: Deregulation Effect on the Issuance of Third-Party Put Warrant”, under review of Applied Economics (SSCI)
 
Working Paper
Lin, H. W., Wang, J. J., and Y. H. Hsuku (2007), “General-Equilibrium Pricing of Stock Index Futures with Regular and Irregular Stochastic Volatilities”.