Asia-Pacific Financial Markets

Title Publication Date Language Citations
The impact of portfolio diversification on mean reverting components of stock indices1996/02/01English
Implied Default Probability and Credit Derivatives2003/09/01English
Emission Allowance as a Derivative on Commodity-Spread2013/02/19English
A Time Series Analysis of Economical Phenomena in Japan’s Lost Decade (1): Determinacy Property of the Velocity of Money and Equilibrium Solution2012/03/18English
On a Non-linear Risk Analysis for Stock Market Indexes2007/08/10English
On a Non-linear Risk Analysis for Stock Market Indexes2007/07/19English
Preface2010/10/19English
A Model Forecasting Risk for Emerging Market Currencies2007/12/01English
Valuation of a Repriceable Executive Stock Option2009/07/29English
An Empirical Analysis of Growth Options of Japanese Electronics Firms2009/10/14English
Good-Deal Option Price Bounds for a Non-Traded Event with Stochastic Return: A Note2004/06/01English
Preface2004/09/01English
Non-ideal Brownian motion, generalized Langevin Equation and its application to the security market1996/07/01English
An implementation of the HJM model with application to Japanese interest futures1996/07/01English
Crisis and Creative Destruction: Cases of Korean and Japanese Stock Markets2003/12/01English
Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market2003/12/01English
Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector?2022/10/14English
The Effects of Overnight Events on Daytime Return: A Market Microstructure Analysis of Market Quality2023/09/07English
Systemic Risk in Indian Financial Institutions: A Probabilistic Approach2023/10/18English
Functional Cointegration Test for Expectation Hypothesis of the Term Structure of Interest Rates in China2023/10/05English
Reactions of Global Stock Markets to the Russia–Ukraine War: An Empirical Evidence2023/10/05English
Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach2023/09/08English
Expected Power Utility Maximization of Insurers2023/10/03English
A Study of Investment Style Timing of Mutual Funds in India2022/05/17English
An Empirical Investigation on Financing Choice Descendants of Indian Start-ups2023/11/15English
Network Nexus: Exploring the Impact of Alumni Connections of Managers on Mutual Fund Performance in India2023/10/29English
Innovative Financial Instruments and Investors’ Interest in Indian Securities Markets2023/03/18English
Multi-period Dynamic Bond Portfolio Optimization Utilizing a Stochastic Interest Rate Model2023/03/23English
Market Efficiency of Commodity Derivatives with Reference to Nonagricultural Commodities2023/03/01English
Spillover Effect of Green Bond with Metal and Bullion Market2023/12/29English