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Asia-Pacific Financial Markets

Asia-Pacific Financial Markets OnlineFirst articles

14.06.2021 | Original Research Open Access

Financial Network Connectedness and Systemic Risk During the COVID-19 Pandemic

The COVID-19 pandemic causes a huge number of infections. The outbreak of COVID-19 has not only caused substantial healthcare impacts, but also affected the world economy and financial markets. In this paper, we study the effect of the COVID-19 …

09.06.2021 | Original Research

Comparing Dynamic and Static Performance Indexes in the Stock Market: Evidence From Japan

We evaluate stock market indexes by the Aumann–Serrano (AS) performance index for multi-period gambles and one-period gambles and the Sharpe ratio. Our results show the AS performance index is more distinct for multi-period gambles than for …

26.05.2021 | Original Research

Applying Technical Trading Rules to Beat Long-Term Investing: Evidence from Asian Markets

We provide evidence that the use of technical trading rules provides traders the opportunity to generate profits from actively buying and selling individual stocks across Asian markets. We test the trading performance of three widely used …

12.05.2021 | Original Research

Energy Consumption and Bitcoin Market

This paper is the first empirical paper to study the relationship between Bitcoin energy consumption and its market. Using the variance decompositions in combination with realized semi-variances for daily data, we find a relationship between …

26.04.2021 Open Access

Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?

Phasing out fossil fuel dependency to adopt renewable energy technologies is pertinent for both ensuring energy security and for safeguarding the well-being of the environment. However, financial constraints often restrict the developing …

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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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