1. Subordinated Market Index Models: A Comparison

   • SIMON R. HURST
   • ECKHARD PLATEN
   • SVETLOZAR T. RACHEV

   OriginalPaper Pages: 97 - 124

2. Decomposition of Japanese Yen Interest Rate Data Through Local Regression

   • RITEI SHIBATA
   • RYOZO MIURA

   OriginalPaper Pages: 125 - 146

3. Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea

   • FANGXIONG GONG
   • ROBERTO S. MARIANO

   OriginalPaper Pages: 147 - 169

4. Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets

   • MICHAEL C.S. WONG

   OriginalPaper Pages: 171 - 177

5. Convex Structure of the Constrained Least Square Problem for Estimating the Forward Rate Sequence

   • HIROSHI KONNO

   OriginalPaper Pages: 179 - 185