Asia-Pacific Financial Markets

Title Publication Date Language Citations
Efficiency of Microfinance Institutions: A Data Envelopment Analysis2009/10/17English97
Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?2021/04/26English78
Board Size, Independence and Performance: An Analysis of Thai Banks2007/09/01English69
Portfolio optimization with a defaultable security2006/06/01English66
Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs2019/03/18English40
Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes2007/08/17English37
Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data2012/09/07English34
The Determinants of Bank Capital Ratios in a Developing Economy2008/12/01English33
A Stochastic Correlation Model with Mean Reversion for Pricing Multi-Asset Options2009/04/18English33
Energy Consumption and Bitcoin Market2021/05/12English33
Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model2007/02/27English31
A Fair Pricing Approach to Weather Derivatives2004/03/01English29
Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia2007/12/01English26
Diversified Portfolios with Jumps in a Benchmark Framework2004/03/01English25
Speculative Futures Trading under Mean Reversion2016/04/18English25
Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity2009/05/29English24
Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market2020/08/31English20
Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty2020/11/25English19
Pricing Discrete Barrier Options Under Stochastic Volatility2011/10/05English19
Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs2003/12/01English19
Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study2019/10/04English19
Financial Network Connectedness and Systemic Risk During the COVID-19 Pandemic2021/06/14English19
An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates2007/10/30English18
Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence2016/04/12English18
A Text Mining Model to Evaluate Firms’ ESG Activities: An Application for Japanese Firms2020/06/17English18
Volatility Forecasting in the Hang Seng Index using the GARCH Approach2009/03/01English18
Analysis of the Nonlinear Option Pricing Model Under Variable Transaction Costs2016/03/21English18
Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae2010/03/12English18
Productivity and Technical Change in Malaysian Banking: 1989–19982003/09/01English17
A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach2004/12/01English17