Non-ideal Brownian motion, generalized Langevin Equation and its application to the security market Masafumi Takahashi OriginalPaper Pages: 87 - 119
On the de-facto convex structure of a least square problem for estimating the term structure of interest rates Hiroshi KonnoToru Takase OriginalPaper Pages: 77 - 85
Feedforward versus recurrent neural networks for forecasting monthly japanese yen exchange rates Giovani DematosMilton S. BoydIebeling Kaastra OriginalPaper Pages: 59 - 75
The impact of portfolio diversification on mean reverting components of stock indices Gordon Y. N. Tang OriginalPaper Pages: 41 - 57
On the test of the correction mechanism for mis-pricing between assets using a statistical yield spread model Hiroshi Tsuda OriginalPaper Pages: 23 - 40
Nonparametric prediction for the time-dependent volatility of the security price Atsuyuki Kogure OriginalPaper Pages: 1 - 22
The Japanese stock market and the macroeconomy: An empirical investigation Manabu AsaiTsunemasa Shiba OriginalPaper Pages: 259 - 267
How much equity capital did the Tokyo Stock Exchange really raise? Francesco BrioschiStefano Paleari OriginalPaper Pages: 233 - 258
Covariance and correlation stationarity: Experiences from seven Asian emerging markets Gordon Y. N. Tang OriginalPaper Pages: 219 - 231
A new approach for testing the randomness of heteroskedastic time series data Kazuo Kishimoto OriginalPaper Pages: 197 - 218
A constrained least square approach to the estimation of the term structure of interest rates Hiroshi KonnoToru Takase OriginalPaper Pages: 169 - 179
An extention of Samuelson's warrant valuation model and its application to Japanese data Masafumi Takahashi OriginalPaper Pages: 155 - 168
Cross-sectional-skew-dependent distribution models for industry returns in the Japanese stock market Yuichi Nagahara OriginalPaper Pages: 139 - 154
On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference Shigeyuki Hamori OriginalPaper Pages: 123 - 137
Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices Bong-Soo Lee OriginalPaper Pages: 89 - 122
Record onthe first JAFEE international conference on derivatives and investments. March 3–4, 1994. royal park hotel, Tokyo Report Pages: 87 - 88
An extensive analysis on the Japanese markets via S. Taylor's model Takeaki KariyaYoshihiko TsukudaKazuo Omaki OriginalPaper Pages: 15 - 86
Correlation structure forecasting & ex ante portfolio selection strategies in the Japan market Richard Yan-Ki HoRaymond Siu-Kuen Lee OriginalPaper Pages: 1 - 14
Relative risk aversion once more: An analysis of Japanese households' financial asset holding pattern Seki AsanoToshiaki Tachibanaki OriginalPaper Pages: 137 - 154
The impact of the Japanese market on the intraday Hong Kong stock returns Yan-Leung Cheung OriginalPaper Pages: 129 - 135
The response of the Dollar/Yen exchange rate to economic announcements Louis H. EderingtonJae Ha Lee OriginalPaper Pages: 111 - 128
A model of the term structure of interest rates for an economically dependent country Isao Shoji OriginalPaper Pages: 85 - 99
The impact of Saturday trading on stock returns: Evidence from the Tokyo stock exchange January 1976 to January 1989 Takato HirakiEdwin D. MaberlyPaul M. Taube OriginalPaper Pages: 67 - 80
Estimating unknown join points: Determination of the yen-dollar exchange rate Hiroki TsurumiChyong Lin Chen OriginalPaper Pages: 55 - 66
Asset price prediction using seasonal decomposition Tsunemasa ShibaYasuhiko Takeji OriginalPaper Pages: 37 - 53
Equilibrium relations in a capital asset market: A mean absolute deviation approach Hiroshi KonnoHiroshi Shirakawa OriginalPaper Pages: 21 - 35
New bond pricing models with applications to Japanese data Takeaki KariyaHiroshi Tsuda OriginalPaper Pages: 1 - 20