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Asia-Pacific Financial Markets

Asia-Pacific Financial Markets OnlineFirst articles

08.05.2020 | Original Research

Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market

Motivated by the exponential growth of the cryptocurrency market and the need for more empirical work to understand the dynamics of the young financial market, this paper, through time- and frequency-varying techniques examines the extent of …

22.04.2020 | Original Research

Do Fund Investors Consider Asset Returns? Substitute Relation Among Investment Funds in Korea

This study aims to investigate whether fund investors change their investment fund type depending on the return change of assets such as stocks, bonds, and housing. For this purpose, we examine the substitution relation among the equity, bond, and …

16.04.2020 | Original Research

Structural Pricing of CoCos and Deposit Insurance with Regime Switching and Jumps

In this article, we develop a semi-analytical solution for a structural model that combines jump and regime switching risk. We use an Esscher transform that is applicable to regime switching double exponential jump diffusion to move from the …

18.02.2020 | Original Research

Speed of Price Adjustment in Indian Stock Market: A Paradox

This paper compares how fast the information and news flows are incorporated into the stock index and prices of its constituent stocks. We follow the empirical framework provided by Kayal and Maheswaran (J Emerg Mark Finance 30, S112-S135, 2018a) …

07.02.2020 | Original Research

Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market

With the newly emerged dataset on investors’ willingness to participate into the stock market, this paper gives the first empirical evidence on the impacts of the market participation on investors’ herding behavior in Chinese stock market. The …

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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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