Asia-Pacific Financial Markets

Title Publication Date Language Citations
The Impacts of Policy Uncertainty on Asset Prices: Evidence from China’s Market2023/12/29English
Health Care Investment: The Case of Multiple Sources of Risk2019/11/08English
In search of robust methods for multi-currency portfolio construction by value at risk2018/11/14English
A New Type of Barrier Options: Lizard Option2014/09/26English
A One-Factor Conditionally Linear Commodity Pricing Model under Partial Information2014/03/21English
Dimension Reduction for Pricing Options Under Multidimensional Lévy Processes2014/08/06English
Pricing Foreign Exchange Options Under Intervention by Absorption Modeling2016/02/08English
Modeling Trading Behavior in the Japanese Stock Market During QE Tapering and Post-QE Exit2019/03/21English
Asset Pricing Test Using Alternative Sets of Portfolios: Evidence from India2019/01/10English
Asset Prices and Changes in Risk within a Bivariate Model2018/11/09English
An Analytic Market Condition for Mutual Fund Separation: Demand for the Non-Sharpe Ratio Maximizing Portfolio2018/11/22English
Stock Futures of a Flawed Market Index2018/11/07English
Does a Unique Solution Exist for a Nonlinear Rational Expectation Equation with Zero Lower Bound?2019/11/14English
Hedging Derivatives on Two Assets with Model Risk2019/10/29English
A New Measure of Control-Cash Flow Deviation: Cases in Taiwan2018/09/15English
The Effects of Firm-Level Investability Sizes on Foreign Ownership in Indonesian Public Firms2018/08/06English
On Hoover’s Scale-Free Forecast Accuracy Metric MAD/MEAN2020/07/03English
Risk-adjusted Returns from Statistical Arbitrage Opportunities in Indian Stock Futures Market2020/07/16English
Comparing Cost Efficiency Between Financial and Non-financial Holding Banks and Insurers in Taiwan Under the Framework of Copula Methods and Metafrontier2022/05/23English
Inclusions and Exclusions of Stocks in Cross-Border Investments: The Case of Stock Connect2022/11/29English
Measuring Dependence in a Set of Asset Returns2022/07/29English
A Bayesian Graphical Approach for Large-Scale Portfolio Management with Fewer Historical Data2022/03/03English
Risk-sensitive Portfolio Optimization with Two-factor Having a Memory Effect2010/11/26English
On a Statistical Analysis of Implied Data2010/08/30English
The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach2010/04/29English
Analytical Solutions for Expected Loss and Standard Deviation of Loss with an Additional Loan2014/10/28English
Understanding Delta-Hedged Option Returns in Stochastic Volatility Environments2014/11/23English
Preface2009/11/14English
A Continuous-Time Analysis of Optimal Restructuring of Contracts with Costly Information Disclosure2011/07/17English
Option Approach to Search for Threshold Rice Price Toward Sustainable Paddy Field Management2005/06/01English