Asia-Pacific Financial Markets

Title Publication Date Language Citations
Investor Familiarity and Home Bias: Japanese Evidence2003/12/01English10
The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model2022/10/31English10
Factor Models for Option Pricing2011/11/26English9
Modeling of Contagious Credit Events and Risk Analysis of Credit Portfolios2011/06/08English9
Optimal Asset-Liability Management for an Insurer Under Markov Regime Switching Jump-Diffusion Market2014/06/05English9
Forecasting Intraday Volatility and Value-at-Risk with High-Frequency Data2012/11/09English9
On the Predictability of Japanese Stock Returns Using Dividend Yield2009/10/28English9
Optimal policies of call with notice period requirement2006/12/19English9
Optimal Hedging of Prediction Errors Using Prediction Errors2008/03/01English9
Stock Returns, Crude Oil and Gold Prices in Turkey: Evidence from Rolling Window-Based Nonparametric Quantile Causality Test2023/10/02English9
Large Deviations for the Extended Heston Model: The Large-Time Case2014/07/30English9
A Note on Gaussian Estimation of the CKLS and CIR Models with Feedback Effects for Japan2003/09/01English9
A Two-Factor Model for Low Interest Rate Regimes2004/03/01English9
Samuelson Hypothesis & Indian Commodity Derivatives Market2012/02/19English9
Dynamic Modeling of Tail Risk: Applications to China, Hong Kong and Other Asian Markets2009/06/02English8
Optimal Investment and Consumption with Default Risk: HARA Utility2013/03/10English8
Non-linear long horizon returns predictability: evidence from six south-east Asian markets2006/06/01English8
Beta-Anomaly: Evidence from the Indian Equity Market2020/07/24English8
Investor Sentiment and the Return Rate of P2P Lending Platform2019/10/01English8
Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach2019/01/04English8
The Determinants of Foreign Currency Hedging–Evidence from Hong Kong Non-Financial Firms2005/03/01English8
Constant Rebalanced Portfolio Optimization Under Nonlinear Transaction Costs2010/10/26English8
Valuation of Portfolio Credit Derivatives with Default Intensities Using the Vasicek Model2010/05/06English8
Financial Crisis and Corporate Liquidity: Implications for Emerging Markets2012/07/20English8
Short Term Stress of Covid-19 on World Major Stock Indices2022/03/07English8
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue2022/02/28English8
Pricing and Hedging of Multi Type Contracts under Multidimensional Risks in Incomplete Markets Modeled by General Itô SDE Systems2007/09/04English8
Unifying Black–Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon2008/06/01English7
A Method of Calculating the Downside Risk by Multivariate Nonnormal Distributions2008/12/01English7
Index Future Trading and Spot Market Volatility in Frontier Markets: Evidence from Ho Chi Minh Stock Exchange2020/10/19English7