1. q-Optimal Martingale Measures for Discrete Time Models

   • Takuji Arai
   • Muneki Kawaguchi

   OriginalPaper 21 November 2008 Pages: 155 - 173

2. A Method of Calculating the Downside Risk by Multivariate Nonnormal Distributions

   • Yuichi Nagahara

   OriginalPaper 06 January 2009 Pages: 175 - 184

3. Macroeconomic News, Business Cycles and Australian Financial Markets

   • Victor Fang
   • Chien-Ting Lin
   • Kunaal M. Parbhoo

   OriginalPaper 30 January 2009 Pages: 185 - 207

4. Empirical Investigation of the Ability of Sensitivity of Stock Prices to Earnings News in Predicting Earnings Management and Management Forecast Errors

   • Ali Asghar Anvary Rostamy
   • Mohammad Ali Aghaee
   • Vahid Biglari

   OriginalPaper 30 January 2009 Pages: 209 - 228

5. An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options

   • Yoshifumi Muroi
   • Takashi Yamada

   OriginalPaper 03 February 2009 Pages: 229 - 253

6. The Determinants of Bank Capital Ratios in a Developing Economy

   • Rubi Ahmad
   • M. Ariff
   • Michael J. Skully

   OriginalPaper 12 February 2009 Pages: 255 - 272

7. Term Structure of Interest Rates Under Recursive Preferences in Continuous Time

   • Hisashi Nakamura
   • Keita Nakayama
   • Akihiko Takahashi

   OriginalPaper 15 February 2009 Pages: 273 - 305

8. Recovery Process Model

   • Yuki Itoh

   OriginalPaper 22 February 2009 Pages: 307 - 347