|
Dating the Timeline of Financial Bubbles During the Subprime Crisis
|
January 2009
|
|
|
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence
|
January 2006
|
|
|
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence
|
January 2006
|
|
|
Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors
|
June 2007
|
|
|
Financial Leverage and Market Volatility with Diverse Beliefs
|
January 2009
|
|
|
Intra-metropolitan Price and Trading Volume Dynamics: Evidence from Hong Kong
|
January 2008
|
|
|
Is it Social Influence on Beliefs Under Ambiguity? A Possible Explanation for Volatility Clustering
|
January 2006
|
|
|
Report on “The Committee on
Yen Risk-free-rate Model Estimationâ€
|
January 2007
|
|
|
Response of Stock Markets to Monetary Policy: An Asian Stock Market Perspective
|
September 2014
|
|
|
Simulation-based Estimation of Contingent-claims Prices
|
January 2008
|
|
