Volume 10, Issue 2-3 | Asia-Pacific Financial Markets

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Volume 10, Issue 2-3

September 2003

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8 articles in this issue

A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework
Carl Chiarella
Christina Nikitopoulos Sklibosios
OriginalPaper 10 June 2005 Pages: 87 - 127
Implied Default Probability and Credit Derivatives
Koichi Matsumoto
OriginalPaper 10 June 2005 Pages: 129 - 149
On the Pricing of Defaultable Bonds Using the Framework of Barrier Options
Motokazu Ishizaka
Koichiro Takaoka
OriginalPaper 10 June 2005 Pages: 151 - 162
Is Volatility the Best Predictor of Market Crashes?
Chikashi Tsuji
OriginalPaper 10 June 2005 Pages: 163 - 185
Effectiveness of Stochastic Neural Network for Prediction of Fall or Rise of TOPIX
Shigeo Kamitsuji
Ritei Shibata
OriginalPaper 10 June 2005 Pages: 187 - 204
Productivity and Technical Change in Malaysian Banking: 1989–1998
Ergun Dogan
Dietrich K. Fausten
OriginalPaper 10 June 2005 Pages: 205 - 237
Long-Run Operating Performance of Initial Public Offerings in Japanese Over-the-Counter Market (1991–2001): Evidence and Implications
Daying Yan
Jun Cai
OriginalPaper 10 June 2005 Pages: 239 - 274
A Note on Gaussian Estimation of the CKLS and CIR Models with Feedback Effects for Japan
K. Ben Nowman
OriginalPaper 10 June 2005 Pages: 275 - 279