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Asia-Pacific Financial Markets

Asia-Pacific Financial Markets OnlineFirst articles


In search of robust methods for multi-currency portfolio construction by value at risk

The main purpose of this paper is to select the most appropriate technique predicting precisely the exchange rate risk from three main approaches, namely, the Historical Simulation approach, the Variance–Covariance approach and the Monte Carlo …


Spatial-Temporal Modelling of Temperature for Pricing Temperature Index Insurance

This paper discusses the pricing methodology of the temperature index insurance based on spatial temporal modelling of temperature. The crucial problem here is the location of the potential insurance buyer relative to the station where index is …

10.11.2018 Open Access

Firm Value and the Impact of Operational Management

Operational management has been gaining increasing importance in the financial industry and firms make substantial investments in operations management systems to reduce operational risk. Using a standard model of operational risk, it can be shown …

09.11.2018 Open Access

Asset Prices and Changes in Risk within a Bivariate Model

This paper analyzes the effect on the price of the risky asset for both global and marginal changes, in dependent, independent, exogenous and endogenous risks. We find that global changes induce riskier behavior and decrease market prices when the …


Re-examination of Fama–French Models in the Korean Stock Market

In this study, we separate the entire period into three different sub-periods, the periods before the crisis, during the crisis, and after the crisis. We then apply the four metrics, as well as the factor spanning tests by Fama and French (J …

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Über diese Zeitschrift

The current remarkable growth in the Asia-Pacific financial markets is certain to continue. These markets are expected to play a further important role in the world capital markets for investment and risk management. In accordance with this development, Asia-Pacific Financial Markets (formerly Financial Engineering and the Japanese Markets), the official journal of the Japanese Association of Financial Econometrics and Engineering (JAFEE), is expected to provide an international forum for researchers and practitioners in academia, industry, and government, who engage in empirical and/or theoretical research into the financial markets. We invite submission of quality papers on all aspects of finance and financial engineering.
Here we interpret the term 'financial engineering' broadly enough to cover such topics as financial time series, portfolio analysis, global asset allocation, trading strategy for investment, optimization methods, macro monetary economic analysis and pricing models for various financial assets including derivatives We stress that purely theoretical papers, as well as empirical studies that use Asia-Pacific market data, are welcome.

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Blockchain-Effekte im Banking und im Wealth Management

Es steht fest, dass Blockchain-Technologie die Welt verändern wird. Weit weniger klar ist, wie genau dies passiert. Ein englischsprachiges Whitepaper des Fintech-Unternehmens Avaloq untersucht, welche Einsatzszenarien es im Banking und in der Vermögensverwaltung geben könnte – „Blockchain: Plausibility within Banking and Wealth Management“. Einige dieser plausiblen Einsatzszenarien haben sogar das Potenzial für eine massive Disruption. Ein bereits existierendes Beispiel liefert der Initial Coin Offering-Markt: ICO statt IPO.
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