Narrow search
Showing 1 - 10 of 61
Cover Image
Currency crisis in Korea : when and why it happened
Kim, Suduk - In: Asia-Pacific financial markets 7 (2000) 1, pp. 11-30
Persistent link: https://www.econbiz.de/10001506563
Cover Image
Transmission of stock returns and volatility between the US and Japan : evidence from the stock index futures markets
Pan, Ming-shiun; Hsueh, L. Paul - In: Asia-Pacific financial markets 5 (1998) 3, pp. 211-225
Persistent link: https://www.econbiz.de/10001372067
Cover Image
A note on the term structure of implied volatilities for the yen-US dollar currency option
Takezawa, Nobuya; Shiraishi, Noriyoshi - In: Asia-Pacific financial markets 5 (1998) 3, pp. 227-236
Persistent link: https://www.econbiz.de/10001372068
Cover Image
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi - In: Asia-Pacific financial markets 22 (2015) 2, pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Cover Image
Dynamic causality between stock return and exchange rate : is stock-oriented hypothesis more relevant in Malaysia?
Lau, Wee-Yeap; Go, You-How - In: Asia-Pacific financial markets 25 (2018) 2, pp. 137-157
Persistent link: https://www.econbiz.de/10012033002
Cover Image
Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market
Saito, Taiga; Adachi, Takanori; Nakatsuma, Teruo; … - In: Asia-Pacific financial markets 25 (2018) 3, pp. 179-220
Persistent link: https://www.econbiz.de/10012033008
Cover Image
The dynamic and dependence of takaful and conventional stock return behaviours : evidence from the insurance industry in Saudi Arabia
Benlagha, Noureddine; Hemrit, Wael - In: Asia-Pacific financial markets 25 (2018) 4, pp. 285-323
Persistent link: https://www.econbiz.de/10012033031
Cover Image
Analysis of the nonlinear option pricing model under variable transaction costs
Ševčovič, Daniel; Žitňanská, Magdaléna - In: Asia-Pacific financial markets 23 (2016) 2, pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
Cover Image
Central bank intervention in USD/INR market : estimating its reaction function and impact on volatility
Trivedi, Smita Roy; Apte, Prakash Gajanan - In: Asia-Pacific financial markets 23 (2016) 3, pp. 263-279
Persistent link: https://www.econbiz.de/10011619931
Cover Image
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko; Yamada, Toshihiro - In: Asia-Pacific financial markets 23 (2016) 4, pp. 337-373
Persistent link: https://www.econbiz.de/10011619975