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Springer

Asia-Pacific Financial Markets

Contact information of Springer:
Web page: http://springerlink.metapress.com/link.asp?id=102851

Editor: Ryozo Miura
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:kap:apfinm

More pages of listings: 0|1

2009, Volume 16, Issue 4

265-285 Risk-Hedging in Real Estate Markets
by Abel Cadenillas & Robert Elliott & Hong Miao & Zhenyu Wu [Downloadable! (restricted)]
287-331 Recovery Process Model for Two Companies
by Yuki Itoh [Downloadable! (restricted)]
333-345 A Remark on a Singular Perturbation Method for Option Pricing Under a Stochastic Volatility Model
by Kyo Yamamoto & Akihiko Takahashi [Downloadable! (restricted)]
347-369 Multi-factor Affine Term Structure Model with Single Regime Shift: Real Term Structure under Zero Interest Rate
by Hidenori Futami [Downloadable! (restricted)]

2009, Volume 16, Issue 3

169-181 Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity
by Kwai Leung & Yue Kwok [Downloadable! (restricted)]
183-210 Dynamic Modeling of Tail Risk: Applications to China, Hong Kong and Other Asian Markets
by Mike So & Alex Tse [Downloadable! (restricted)]
211-230 Dynamic Linkages Between the China and International Stock Markets
by Kui Fan & Zudi Lu & Shouyang Wang [Downloadable! (restricted)]
231-263 Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS
by Hisashi Nakamura & Wataru Nozawa & Akihiko Takahashi [Downloadable! (restricted)]

2009, Volume 16, Issue 2

97-109 A Stochastic Correlation Model with Mean Reversion for Pricing Multi-Asset Options
by Jun Ma [Downloadable! (restricted)]
111-139 Evaluation of the MEMM, Parameter Estimation and Option Pricing for Geometric Lévy Processes
by Masatoshi Fujisaki & Dewei Zhang [Downloadable! (restricted)]
141-168 Informational Efficiency: Which Institutions Matter?
by Tao Chen [Downloadable! (restricted)]

2008, Volume 15, Issue 3

155-173 q-Optimal Martingale Measures for Discrete Time Models
by Takuji Arai & Muneki Kawaguchi [Downloadable! (restricted)]
175-184 A Method of Calculating the Downside Risk by Multivariate Nonnormal Distributions
by Yuichi Nagahara [Downloadable! (restricted)]
185-207 Macroeconomic News, Business Cycles and Australian Financial Markets
by Victor Fang & Chien-Ting Lin & Kunaal Parbhoo [Downloadable! (restricted)]
209-228 Empirical Investigation of the Ability of Sensitivity of Stock Prices to Earnings News in Predicting Earnings Management and Management Forecast Errors
by Ali Anvary Rostamy & Mohammad Aghaee & Vahid Biglari [Downloadable! (restricted)]
229-253 An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options
by Yoshifumi Muroi & Takashi Yamada [Downloadable! (restricted)]
255-272 The Determinants of Bank Capital Ratios in a Developing Economy
by Rubi Ahmad & M. Ariff & Michael Skully [Downloadable! (restricted)]
273-305 Term Structure of Interest Rates Under Recursive Preferences in Continuous Time
by Hisashi Nakamura & Keita Nakayama & Akihiko Takahashi [Downloadable! (restricted)]
307-347 Recovery Process Model
by Yuki Itoh [Downloadable! (restricted)]

2008, Volume 15, Issue 2

97-115 Unifying Black–Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon
by D. Madan & B. Roynette & M. Yor [Downloadable! (restricted)]
117-133 Is There a Size Effect in the Pricing of Stocks in the Chinese Stock Markets?: The Case of Bull Versus Bear Markets
by Robert Rutledge & Zhaohui Zhang & Khondkar Karim [Downloadable! (restricted)]
135-154 Regulations, Supervision Approaches and Acquisition Likelihood in the Asian Banking Industry
by Fotios Pasiouras & Chrysovalantis Gaganis & Constantin Zopounidis [Downloadable! (restricted)]

2008, Volume 15, Issue 1

1-2 Editorial
by Yuji Yamada [Downloadable! (restricted)]
3-24 A Stochastic Receding Horizon Control Approach to Constrained Index Tracking
by James Primbs & Chang Sung [Downloadable! (restricted)]
25-45 Solving Singular Control from Optimal Switching
by Xin Guo & Pascal Tomecek [Downloadable! (restricted)]
47-65 Optimal Mortgage Refinancing with Regime Switches
by Toshio Kimura & Naoki Makimoto [Downloadable! (restricted)]
67-95 Optimal Hedging of Prediction Errors Using Prediction Errors
by Yuji Yamada [Downloadable! (restricted)]

2007, Volume 14, Issue 4

277-297 Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia
by Anirut Pisedtasalasai & Abeyratna Gunasekarage [Downloadable! (restricted)]
299-324 A Factor Allocation Approach to Optimal Bond Portfolio
by Keita Nakayama & Akihiko Takahashi [Downloadable! (restricted)]
325-340 A Model Forecasting Risk for Emerging Market Currencies
by Masahiro Fukuhara & Yasufumi Saruwatari [Downloadable! (restricted)]
341-361 A Simple Measure for Examining the Proxy Problem of the Short-Rate
by Hideyuki Takamizawa [Downloadable! (restricted)]
363-386 Portfolio Insurance with Liquidity Risk
by Koichi Matsumoto [Downloadable! (restricted)]

2007, Volume 14, Issue 3

185-199 A Class of Gaussian Hybrid Processes for Modeling Financial Markets
by Yasuyuki Itoh [Downloadable! (restricted)]
201-210 Foreign Ownership and Volatility Dynamics of Indonesian Stocks
by Jianxin Wang [Downloadable! (restricted)]
211-227 Board Size, Independence and Performance: An Analysis of Thai Banks
by Shams Pathan & Michael Skully & J. Wickramanayake [Downloadable! (restricted)]
229-253 Reduced-form Models with Regime Switching: An Empirical Analysis for Corporate Bonds
by Hoi Wong & Tsz Wong [Downloadable! (restricted)]
255-275 On Valuing Participating Life Insurance Contracts with Conditional Heteroscedasticity
by Tak Siu & John Lau & Hailiang Yang [Downloadable! (restricted)]

2007, Volume 14, Issue 1

1-23 Estimation and Prediction of a Non-Constant Volatility
by Vyacheslav Abramov & Fima Klebaner [Downloadable! (restricted)]
25-43 A Benchmark Approach to Portfolio Optimization under Partial Information
by Eckhard Platen & Wolfgang Runggaldier [Downloadable! (restricted)]
69-121 An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates
by Akihiko Takahashi & Kohta Takehara [Downloadable! (restricted)]

2006, Volume 13, Issue 4

297-297 Preface
by S. Omata [Downloadable! (restricted)]
299-313 What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?
by Jirô Akahori & Takahiro Tsuchiya [Downloadable! (restricted)]
315-326 On the Hoggard–Whalley–Wilmott Equation for the Pricing of Options with Transaction Costs
by Hitoshi Imai & Naoyuki Ishimura & Ikumi Mottate & Masaaki Nakamura [Downloadable! (restricted)]
327-344 Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes
by Jérémy Poirot & Peter Tankov [Downloadable! (restricted)]
345-372 Pricing and Hedging of Multi Type Contracts under Multidimensional Risks in Incomplete Markets Modeled by General Itô SDE Systems
by Srdjan Stojanovic [Downloadable! (restricted)]
373-394 Portfolio Optimization in Discontinuous Markets under Incomplete Information
by Giorgia Callegaro & Giovanni Masi & Wolfgang Runggaldier [Downloadable! (restricted)]

2006, Volume 13, Issue 3

181-205 The Asian Financial Crisis and Investors’ Risk Aversion
by Yasuo Nishiyama [Downloadable! (restricted)]
207-233 Existence of Unsolicited Ratings
by Bappaditya Mukhopadhyay [Downloadable! (restricted)]
235-258 On a Non-linear Risk Analysis for Stock Market Indexes
by Kenjiro Suzuki & Yasunori Okabe & Takaaki Fujii [Downloadable! (restricted)]
259-259 On a Non-linear Risk Analysis for Stock Market Indexes
by Kenjiro Suzuki & Yasunori Okabe & Takaaki Fujii [Downloadable! (restricted)]
261-295 Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk
by Shih-Kuei Lin & Ren-Her Wang & Cheng-Der Fuh [Downloadable! (restricted)]

2006, Volume 13, Issue 2

95-111 Non-linear long horizon returns predictability: evidence from six south-east Asian markets
by David McMillan & Alan Speight [Downloadable! (restricted)]
113-127 Portfolio optimization with a defaultable security
by Tomasz Bielecki & Inwon Jang [Downloadable! (restricted)]
129-149 Risk measures for derivatives with Markov-modulated pure jump processes
by Robert Elliott & Leunglung Chan & Tak Siu [Downloadable! (restricted)]
151-179 Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor
by Jirô Akahori & Hiroki Aoki & Yoshihiko Nagata [Downloadable! (restricted)]

2006, Volume 13, Issue 1

1-9 Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange
by Ramaprasad Bhar & Shigeyuki Hamori [Downloadable! (restricted)]
11-39 Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model
by Olivier Le Courtois & François Quittard-Pinon [Downloadable! (restricted)]
41-69 Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation
by Rituparna Kar & Nityananda Sarkar [Downloadable! (restricted)]
71-93 Evidence on the arbitrage efficiency of SPI index futures and options markets
by Steven Li & Elia Alfay [Downloadable! (restricted)]

2005, Volume 12, Issue 4

289-306 On the asymptotic behavior of the prices of Asian options
by Yuji Hishida & Kenji Yasutomi [Downloadable! (restricted)]
307-332 Dynamical analysis of corporate bonds based on the yield spread term-quality surface
by Tomoaki Shouda [Downloadable! (restricted)]
333-352 Lévy processes driven by stochastic volatility
by Kyriakos Chourdakis [Downloadable! (restricted)]
353-373 Optimal policies of call with notice period requirement
by Min Dai & Yue Kwok [Downloadable! (restricted)]
375-403 Optimal risk transfer and investment policies based upon stochastic differential utilities
by Nobuhiro Nakamura [Downloadable! (restricted)]

2005, Volume 12, Issue 3

199-226 Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility
by David McMillan & Alan Speight [Downloadable! (restricted)]
227-244 Comparison of randomization techniques for low-discrepancy sequences in finance
by Tsutomu Tamura [Downloadable! (restricted)]
245-271 The volume–volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997
by J. Kim & A. Kartsaklas & M. Karanasos [Downloadable! (restricted)]
273-287 A discrete Itô calculus approach to He’s framework for multi-factor discrete markets
by Jirô Akahori [Downloadable! (restricted)]

2005, Volume 12, Issue 2

109-141 Inference Methods for Discretely Observed Continuous-Time Stochastic Volatility Models: A Commented Overview
by J. Jimenez & R. Biscay & T. Ozaki [Downloadable! (restricted)]
143-157 Testing for Volatility Jumps in the Stochastic Volatility Process
by Masahito Kobayashi [Downloadable! (restricted)]
159-179 Dynamic Efficiency in the East European Emerging Markets
by Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi & Junji Shimada [Downloadable! (restricted)]
181-198 Option Approach to Search for Threshold Rice Price Toward Sustainable Paddy Field Management
by Atsushi Yoshimoto [Downloadable! (restricted)]

2005, Volume 12, Issue 1

1-28 Intraday Empirical Analysis and Modeling of Diversified World Stock Indices
by Wolfgang Breymann & Leah Kelly & Eckhard Platen [Downloadable! (restricted)]
29-44 A Modified GARCH Model with Spells of Shocks
by Qingfeng Liu & Kimio Morimune [Downloadable! (restricted)]
45-60 Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets
by Bill Cai & Charlie Cai & Kevin Keasey [Downloadable! (restricted)]
91-107 The Determinants of Foreign Currency Hedging–Evidence from Hong Kong Non-Financial Firms
by Chao Hu & Pengguo Wang [Downloadable! (restricted)]

2004, Volume 11, Issue 6

703-719 Political Sustainability and the Design of Environmental Taxes
by Helmuth Cremer & Philippe De Donder & Firouz Gahvari [Downloadable! (restricted)]
721-739 Exemption vs. Credit Method in International Double Taxation Treaties
by Thomas Dickescheid [Downloadable! (restricted)]
741-762 An Inquiry into the Efficiency of Water Projects Under WRDA'86
by Anna Rubinchik-Pessach [Downloadable! (restricted)]
763-772 Competition in Unit vs. Ad Valorem Taxes
by Ben Lockwood [Downloadable! (restricted)]
775-802 Tax Treaties and Foreign Direct Investment: Potential versus Performance
by Ronald Davies [Downloadable! (restricted)]

2004, Volume 11, Issue 5

575-600 Tax Administration Reform and Taxpayer Compliance in India
by Arindam Das-Gupta & Shanto Ghosh & Dilip Mookherjee [Downloadable! (restricted)]
601-622 The Effects of Bilateral Tax Treaties on U.S. FDI Activity
by Bruce Blonigen & Ronald Davies [Downloadable! (restricted)]
623-645 Agglomeration Effects and the Competition for Firms
by Robin Boadway & Katherine Cuff & Nicolas Marceau [Downloadable! (restricted)]
647-660 Incentive Targeting, Influence Peddling, and Foreign Direct Investment
by Kelly Edmiston & Shannon Mudd & Neven Valev [Downloadable! (restricted)]
663-693 Sharing the Spoils: Taxing International Human Capital Flows
by Mihir Desai & Devesh Kapur & John McHale [Downloadable! (restricted)]

2004, Volume 11, Issue 4

365-367 Introduction: Public Finance and Financial Markets--A Selection of Papers Presented at the 59th Congress of the International Institute of Public Finance Held in Prague, Czech Republic
by Alfons Weichenrieder [Downloadable! (restricted)]
367-391 From the Minimal Entropy Martingale Measures to the Optimal Strategies for the Exponential Utility Maximization: the Case of Geometric Lévy Processes
by Tsukasa Fujiwara [Downloadable! (restricted)]
369-390 Taxation and Venture Capital Backed Entrepreneurship
by Christian Keuschnigg & Søren Nielsen [Downloadable! (restricted)]
391-417 Irrational Exuberance, Entrepreneurial Finance and Public Policy
by Marta Coelho & David de Meza & Diane Reyniers [Downloadable! (restricted)]
393-430 A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach
by Ryosuke Matsuoka & Akihiko Takahashi & Yoshihiko Uchida [Downloadable! (restricted)]
419-434 Conduit Entities: Implications of Indirect Tax-Efficient Financing Structures for Real Investment
by Jack Mintz [Downloadable! (restricted)]
431-444 A Complete-Market Generalization of the Black-Scholes Model
by Koichiro Takaoka [Downloadable! (restricted)]
435-467 Tax Reform and the Demand for Debt
by Erik Fjærli [Downloadable! (restricted)]
445-451 Exact Solutions of a Model for Asset Prices by K. Takaoka
by Naoyuki Ishimura & Toshi-hiko Sakaguchi [Downloadable! (restricted)]
469-485 Economic Effects of Taxing Different Organizational Forms under the Nordic Dual Income Tax
by Tobias Lindhe & Jan Södersten & Ann Öberg [Downloadable! (restricted)]
487-506 Reduced Tax Progressivity in Norway in the Nineties: The Effect from Tax Changes
by Thor Thoresen [Downloadable! (restricted)]
507-529 Improving the Equity-Efficiency Trade-Off: Mandatory Savings Accounts for Social Insurance
by A. Bovenberg & Peter Sørensen [Downloadable! (restricted)]
531-547 Redistribution as Social Insurance and Capital Market Integration
by Giampaolo Arachi & Massimo D'Antoni [Downloadable! (restricted)]
551-568 The Taxation of Banking in an Integrating Europe
by Harry Huizinga [Downloadable! (restricted)]

2004, Volume 11, Issue 3

215-215 Preface
by Takaki Hayashi [Downloadable! (restricted)]
217-232 Columbia University Program in Mathematics of Finance and JAFEE
by Mikhail Smirnov [Downloadable! (restricted)]
233-266 Analyses of Mortgage-Backed Securities Based on Unobservable Prepayment Cost Processes
by Hidetoshi Nakagawa & Tomoaki Shouda [Downloadable! (restricted)]
243-263 Testing for Vertical Fiscal Externalities
by Linda Andersson & Thomas Aronsson & Magnus Wikström [Downloadable! (restricted)]
265-281 Tax Rate Uncertainty, Investment Decisions, and Tax Neutrality
by Rainer Niemann [Downloadable! (restricted)]
267-300 Numerical Approach to Asset Pricing Models with Stochastic Differential Utility
by Nobuhiro Nakamura [Downloadable! (restricted)]
283-298 Environmental Tax Competition in the Presence of Multinational Firms
by Essi Eerola [Downloadable! (restricted)]
299-312 Complexity and Progressivity in Income Tax Design: Deductions for Work-Related Expenses
by Pio Baake & Rainald Borck & Andreas Löffler [Downloadable! (restricted)]
301-333 Pricing European Options by Numerical Replication: Quadratic Programming with Constraints
by Valeriy Ryabchenko & Sergey Sarykalin & Stan Uryasev [Downloadable! (restricted)]
313-331 The Welfare State in a Changing Environment
by Thomas Eichner & Andreas Wagener [Downloadable! (restricted)]
335-353 Quantifying the Impact of Immigration on the Spanish Welfare State
by M. Collado & Iñigo Iturbe-Ormaetxe & Guadalupe Valera [Downloadable! (restricted)]
335-365 Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging
by Yuji Yamada & James Primbs [Downloadable! (restricted)]

2004, Volume 11, Issue 2

123-132 Strategic Investment by a Regulated Firm
by Amihai Glazer & Eckhard Janeba [Downloadable! (restricted)]
133-153 Fiscal Decentralization with Distortionary Taxation: Tiebout vs. Tax Competition
by Jan Brueckner [Downloadable! (restricted)]
135-141 Good-Deal Option Price Bounds for a Non-Traded Event with Stochastic Return: A Note
by Yong-Jin Kim [Downloadable! (restricted)]
143-160 A New Control Variate Estimator for an Asian Option
by Kenji Kamizono & Takeaki Kariya & Regina Liu & Teruo Nakatsuma [Downloadable! (restricted)]
155-174 Revenue Sharing versus Expenditure Sharing in a Federal System
by Charles Figuieres & Jean Hindriks & Gareth Myles [Downloadable! (restricted)]
161-184 On Bayesian Value at Risk: From Linear to Non-Linear Portfolios
by Tak Siu & Howell Tong & Hailiang Yang [Downloadable! (restricted)]
185-214 Valuation of Residential Mortgage-Backed Securities with Default Risk Using an Intensity-Based Approach
by Toru Sugimura [Downloadable! (restricted)]
199-220 The European Commission's Report on Company Income Taxation: What the EU Can Learn from the Experience of the US States
by Walter Hellerstein & Charles McLure [Downloadable! (restricted)]
221-234 Corporate Tax Harmonization in Europe: It's All About Compliance
by Jack Mintz [Downloadable! (restricted)]

2004, Volume 11, Issue 1

1-22 Diversified Portfolios with Jumps in a Benchmark Framework
by Eckhard Platen [Downloadable! (restricted)]
5-15 Taxation of Interest Income
by Roger Gordon [Downloadable! (restricted)]
17-29 The Marginal Cost of Funds and the Shadow Prices of Public Sector Inputs and Outputs
by Liqun Liu [Downloadable! (restricted)]
23-53 A Fair Pricing Approach to Weather Derivatives
by Eckhard Platen & Jason West [Downloadable! (restricted)]
31-53 Payroll Taxes and the Decision to be Self-Employed
by Mark Stabile [Downloadable! (restricted)]
55-67 Fiscal Reconstruction and Local Government Financing
by Toshihiro Ihori & Jun-Ichi Itaya [Downloadable! (restricted)]
71-89 Debating Proposed Reforms of the Taxation of Corporate Income in the European Union
by Michael Devereux [Downloadable! (restricted)]
79-105 A Benchmark Approach to Filtering in Finance
by Eckhard Platen & Wolfgang Runggaldier [Downloadable! (restricted)]
91-115 Company Tax Reform in the European Union
by Peter Sørensen [Downloadable! (restricted)]
107-133 A Two-Factor Model for Low Interest Rate Regimes
by Shane Miller & Eckhard Platen [Downloadable! (restricted)]
55-77 Understanding the Implied Volatility Surface for Options on a Diversified Index
by David Heath & Eckhard Platen [Downloadable! (restricted)]

2003, Volume 10, Issue 6

619-624 Introduction: Tax Coordination in the European Union
by Lans Bovenberg & Sijbren Cnossen & Ruud de Mooij [Downloadable! (restricted)]
625-649 How Much Tax Coordination in the European Union?
by Sijbren Cnossen [Downloadable! (restricted)]
651-671 Tax Competition and Tax Coordination in the European Union
by George Zodrow [Downloadable! (restricted)]
673-693 Taxation and Foreign Direct Investment: A Synthesis of Empirical Research
by Ruud de Mooij & Sjef Ederveen [Downloadable! (restricted)]
695-711 Exploring Formula Allocation for the European Union
by Jack Mintz & Joann Weiner [Downloadable! (restricted)]
713-734 Financing Retirement in the European Union
by A. Bovenberg [Downloadable! (restricted)]
735-752 Coordinating VATs Between EU Member States
by Bernd Genser [Downloadable! (restricted)]
753-762 The Value Added Tax on Electronic Commerce in the European Union
by Charles McLure [Downloadable! (restricted)]

2003, Volume 10, Issue 5

511-533 Indirect Taxation in Greece: Evaluation and Possible Reform
by Georgia Kaplanoglou & David Newbery [Downloadable! (restricted)]
535-547 Flypaper Effect and Sluggishness: Evidence from Regional Health Expenditure in Italy
by Rosella Levaggi & Roberto Zanola [Downloadable! (restricted)]
549-564 Mobility and the Role of Education as a Commitment Device
by Claudio Thum & Silke Uebelmesser [Downloadable! (restricted)]
565-587 Effectiveness of Severance Tax Incentives in the U.S. Oil Industry
by Mitch Kunce [Downloadable! (restricted)]
591-610 Addressing the Transfer-Pricing Problem in an Origin-Basis X Tax
by David Bradford [Downloadable! (restricted)]

2003, Volume 10, Issue 4

281-300 Investor Familiarity and Home Bias: Japanese Evidence
by Takato Hiraki & Akitoshi Ito & Fumiaki Kuroki [Downloadable! (restricted)]
301-317 Crisis and Creative Destruction: Cases of Korean and Japanese Stock Markets
by Shumpei Takemori & Kenji Wada [Downloadable! (restricted)]
313-315 Introduction: Public versus Private Sectors in Public Finance—Selected Papers from the 58th Congress of the International Institute of Public Finance
by Dieter Bös [Downloadable! (restricted)]
317-339 Simultaneous Public and Private Provision of Services, Asymmetric Information and Innovation
by Robin Boadway & Maurice Marchand & Jean-François Tremblay [Downloadable! (restricted)]
319-334 The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly
by Edwin Maberly & Raylene Pierce [Downloadable! (restricted)]
335-357 Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market
by Brock Johnson & Jonathan Batten [Downloadable! (restricted)]
341-356 A New Approach to Group Structure, Burden Sharing, and the Equilibrium Provision of Public Goods
by Martin Mcguire & Ratna Shrestha [Downloadable! (restricted)]
357-375 An almost Ideal Solution to the Siting Problem of Publicly Provided Indivisible Goods
by Sangheon Kim [Downloadable! (restricted)]
359-376 Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs
by Nobuyoshi Yamori & Kozo Harimaya & Kazumine Kondo [Downloadable! (restricted)]
377-401 Market Power and the Power Market: Multi-Unit Bidding and (In)Efficiency in Electricity Auctions
by Lucia Parisio & Bruno Bosco [Downloadable! (restricted)]
403-418 The Distributional Efficiency of Alternative Regulatory Regimes: A Real Option Approach
by Paolo Panteghini & Carlo Scarpa [Downloadable! (restricted)]
419-434 The Double Dividend of Postponing Retirement
by Helmuth Cremer & Pierre Pestieau [Downloadable! (restricted)]
435-452 Inequality, Crime and Economic Growth. A Classical Argument for Distributional Equality
by Stefan Josten [Downloadable! (restricted)]
453-468 Redistributive Taxation in the Era of Globalization
by Silke Gottschalk & Wolfgang Peters [Downloadable! (restricted)]
469-487 Taxing Multinationals
by Michael Devereux & R. Hubbard [Downloadable! (restricted)]
489-503 On Forest Rotation under Interest Rate Variability
by Luis Alvarez & Erkki Koskela [Downloadable! (restricted)]
377-398 A Note on Credit Risk of Vertical Keiretsu Firms: Preliminary Evidence from the Japanese Automobile Industry
by Naoya Takezawa & Nobuya Takezawa [Downloadable! (restricted)]

2003, Volume 10, Issue 3

211-228 Globalization and Risky Human-Capital Investment
by Fredrik Andersson & Kai Konrad [Downloadable! (restricted)]
229-257 Explaining Underutilization of Tax Depreciation Deductions: Empirical Evidence from Norway
by Karl Aarbu & Jeffrey MacKie-Mason [Downloadable! (restricted)]
259-280 Is Targeted Tax Competition Less Harmful than its Remedies?
by Eckhard Janeba & Michael Smart [Downloadable! (restricted)]
281-304 On the Costs of Excise Taxes and Income Taxes in the UK
by Ian Parry [Downloadable! (restricted)]

2003, Volume 10, Issue 2

87-127 A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework
by Carl Chiarella & Christina Sklibosios [Downloadable! (restricted)]
107-126 Evaluating Tax Policy for Location Decisions
by Michael Devereux & Rachel Griffith [Downloadable! (restricted)]
127-145 Tax Competition and Foreign Capital
by Ronald Davies & Thomas Gresik [Downloadable! (restricted)]
129-149 Implied Default Probability and Credit Derivatives
by Koichi Matsumoto [Downloadable! (restricted)]
147-168 Employment and Welfare Effects of a Two-Tier Unemployment Compensation System
by Burkhard Heer [Downloadable! (restricted)]
151-162 On the Pricing of Defaultable Bonds Using the Framework of Barrier Options
by Motokazu Ishizaka & Koichiro Takaoka [Downloadable! (restricted)]
163-185 Is Volatility the Best Predictor of Market Crashes?
by Chikashi Tsuji [Downloadable! (restricted)]
169-186 Income Redistribution in an Economic Union: Does Asymmetric Information Legitimize Centralization?
by Martin Kolmar [Downloadable! (restricted)]
187-204 Effectiveness of Stochastic Neural Network for Prediction of Fall or Rise of TOPIX
by Shigeo Kamitsuji & Ritei Shibata [Downloadable! (restricted)]
189-203 Behavioral Public Finance: Tax Design as Price Presentation
by Aradhna Krishna & Joel Slemrod [Downloadable! (restricted)]
205-237 Productivity and Technical Change in Malaysian Banking: 1989–1998
by Ergun Dogan & Dietrich Fausten [Downloadable! (restricted)]
239-274 Long-Run Operating Performance of Initial Public Offerings in Japanese Over-the-Counter Market (1991–2001): Evidence and Implications
by Daying Yan & Jun Cai [Downloadable! (restricted)]
275-279 A Note on Gaussian Estimation of the CKLS and CIR Models with Feedback Effects for Japan
by K. Nowman [Downloadable! (restricted)]

2003, Volume 10, Issue 1

1-28 Financial Sector Risk and the Stock Returns: Evidence from Tokyo Stock Exchange Firms
by Keiichi Kubota & Hitoshi Takehara [Downloadable!]
5-23 Urban Sprawl and the Property Tax
by Jan Brueckner & Hyun-A Kim [Downloadable! (restricted)]
25-41 Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model
by Marcelo Bianconi [Downloadable! (restricted)]
29-44 Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises
by Andrew C. Worthington & Masaki Katsuura & Helen Higgs [Downloadable!]
43-62 Welfare Policies, Labour Taxation and International Integration
by Torben Andersen [Downloadable! (restricted)]
45-57 Profitability of the CRISMA System: From World Indices to the Hong Kong Stock Market
by Wai-Yan Cheng & Yan Leung Cheung & Haynes H. M. Yung [Downloadable!]
59-85 Prediction of Individual Bond Prices via a Dynamic Bond Pricing Model: Application to Japanese Government Bond Price Data
by Hiroshi Tsuda [Downloadable!]
63-75 Environmental Regulations and Social Norms
by Ching-Chong Lai & Chih-Yu Yang & Juin-Jen Chang [Downloadable! (restricted)]
79-97 Network Externalities and Indirect Tax Preferences for Electronic Commerce
by George Zodrow [Downloadable! (restricted)]

1999, Volume 6, Issue 1

1-2 Introduction
by Jakša Cvitanić [Downloadable! (restricted)]
3-6 On the Quasi Gaussian Interest Rate Models
by Jirô Akahori [Downloadable! (restricted)]
7-35 Methods of Partial Hedging
by Jakša Cvitanić [Downloadable! (restricted)]
37-48 Financial Modeling in a Fast Mean-Reverting Stochastic Volatility Environment
by Jean-Pierre Fouque & George Papanicolaou & K. Sircar [Downloadable! (restricted)]
49-70 Pricing Options under Stochastic Interest Rates: A New Approach
by Yong-Jin Kim & Naoto Kunitomo [Downloadable! (restricted)]
71-84 Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates
by Teruo Nakatsuma & Hiroki Tsurumi [Downloadable! (restricted)]

1998, Volume 5, Issue 3

191-209 The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets
by Baekin Cha & Yan-leung Cheung [Downloadable! (restricted)]
211-225 Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets
by Ming-Shiun Pan & L. Hsueh [Downloadable! (restricted)]
227-236 A Note on the Term Structure of Implied Volatilities for the Yen/U.S. Dollar Currency Option
by Nobuya Takezawa & Noriyoshi Shiraishi [Downloadable! (restricted)]
237-259 Underpricing, Subsequent Equity Offerings, and the Long-Run Performance of Japanese IPOs
by Takehiko Isobe & Akitoshi Ito & Joseph Kairys [Downloadable! (restricted)]
261-274 Weekly Pattern of Exchange Rate Risks: Evidence from Ten Asian-Pacific Currencies
by Gordon Tang [Downloadable! (restricted)]
275-307 Monthly Pattern and Portfolio Effect on Higher Moments of Stock Returns: Empirical Evidence from Hong Kong
by Gordon Tang [Downloadable! (restricted)]

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This page was last updated on 2009-11-7.

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