Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates Teruo NakatsumaHiroki Tsurumi OriginalPaper Pages: 71 - 84
Pricing Options under Stochastic Interest Rates: A New Approach Yong-Jin KimNaoto Kunitomo OriginalPaper Pages: 49 - 70
Financial Modeling in a Fast Mean-Reverting Stochastic Volatility Environment Jean-Pierre FouqueGeorge PapanicolaouK. Ronnie Sircar OriginalPaper Pages: 37 - 48
Special Issue on Financial Econometric Analysis of the Current Asian Financial Crisis OriginalPaper Pages: 309 - 309
Monthly Pattern and Portfolio Effect on Higher Moments of Stock Returns: Empirical Evidence from Hong Kong Gordon Y.N. Tang OriginalPaper Pages: 275 - 307
Weekly Pattern of Exchange Rate Risks: Evidence from Ten Asian-Pacific Currencies Gordon Y.N. Tang OriginalPaper Pages: 261 - 274
Underpricing, Subsequent Equity Offerings, and the Long-Run Performance of Japanese IPOs Takehiko IsobeAkitoshi ItoJoseph P. Kairys Jr. OriginalPaper Pages: 237 - 259
A Note on the Term Structure of Implied Volatilities for the Yen/U.S. Dollar Currency Option Nobuya TakezawaNoriyoshi Shiraishi OriginalPaper Pages: 227 - 236
Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets Ming-Shiun PanL. Paul Hsueh OriginalPaper Pages: 211 - 225
The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets Baekin ChaYan-leung Cheung OriginalPaper Pages: 191 - 209
Econometric Analysis of a Continuous Time Multi-Factor Generalized Vasicek Term Structure Model: International Evidence Simon H. BabbsK. Ben Nowman OriginalPaper Pages: 159 - 183
The Pricing Formula for Commodity-Linked Bonds with Stochastic Convenience Yields and Default Risk Ryozo MiuraHiroaki Yamauchi OriginalPaper Pages: 129 - 158
Unconditional and Conditional Distributional Models for the Nikkei Index Stefan MittnikMarc S. PaolellaSvetlozar T. Rachev OriginalPaper Pages: 99 - 128
Development, Present Status and Some Prospects of the Financial Markets in Korea Sang-Koo Nam OriginalPaper Pages: 65 - 91
Financial Markets Trends and Studies of Singapore Futures Markets Kian-Guan LimSoo-Chen Wong OriginalPaper Pages: 45 - 63
The Hong Kong Securities Markets: Review and Prospects Richard Yan-Ki Ho OriginalPaper Pages: 29 - 44
The Structure of the Japanese Stock Market Yasuhiro YonezawaKazuhiro Miyake OriginalPaper Pages: 1 - 28
Convex Structure of the Constrained Least Square Problem for Estimating the Forward Rate Sequence HIROSHI KONNO OriginalPaper Pages: 179 - 185
Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets MICHAEL C.S. WONG OriginalPaper Pages: 171 - 177
Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea FANGXIONG GONGROBERTO S. MARIANO OriginalPaper Pages: 147 - 169
Decomposition of Japanese Yen Interest Rate Data Through Local Regression RITEI SHIBATARYOZO MIURA OriginalPaper Pages: 125 - 146
Subordinated Market Index Models: A Comparison SIMON R. HURSTECKHARD PLATENSVETLOZAR T. RACHEV OriginalPaper Pages: 97 - 124
An International Portfolio Optimization Model Hedged with Forward Currency Contracts Ken-Ichi SuzukiHiroshi KonnoMunetaka Morjiri OriginalPaper Pages: 275 - 286
Cusum Techniques for Technical Trading in Financial Markets Kin LamH. C. Yam OriginalPaper Pages: 257 - 274
Investment Horizon and Composition of Optimal Portofolio: International Evidence GORDON Y.N. TANGRAYMOND S.K. LEE OriginalPaper Pages: 75 - 96
Identifying Permanent and Temporary Components in Daily and Monthly Japanese Stock Prices Bonnie RayShaw ChenJeffrey Jarrett OriginalPaper Pages: 233 - 256
Overstatement of Implied Variance in the Dollar/Yen Currency Option Market DAJIANG GUO OriginalPaper Pages: 59 - 73
Testing Gaussianity and Linearity of Japanese Stock Returns Nobuhiko TeruiTakeaki Kariya OriginalPaper Pages: 203 - 232
Volatility Persistence and Switching ARCH in Japanese Stock Returns WAI MUN FONG OriginalPaper Pages: 37 - 57
Long Memory and Forecasting in Euroyen Deposit Rates John T. BarkoulasChristopher F. Baum OriginalPaper Pages: 189 - 201
Volatility Clustering, Asymmetry and Hysteresis in Stock Returns: International Evidence MICHEL CROUHYMICHAEL ROCKINGER OriginalPaper Pages: 1 - 35
A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany Isao ShojiTohru Ozaki OriginalPaper Pages: 263 - 275
A note on the no arbitrage condition for international financial markets Freddy DelbaenHiroshi Shirakawa OriginalPaper Pages: 239 - 251
A preference free partial differential equation for the term structure of interest rates Carl ChiarellaNadima El-Hassan OriginalPaper Pages: 217 - 238
Valuation of FX barrier options under stochastic volatility David HeathEckhard Platen OriginalPaper Pages: 195 - 215
Quality options and hedging in Japanese Government Bond Futures markets Shang-Wu YuMichael TheobaldJohn Cadle OriginalPaper Pages: 171 - 193
An implementation of the HJM model with application to Japanese interest futures Kenji KamizonoTakeaki Kariya OriginalPaper Pages: 151 - 170
Non-Gaussian distribution for stock returns and related stochastic differential equation Yuichi Nagahara OriginalPaper Pages: 121 - 149