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Asia-Pacific Financial Markets

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Asia-Pacific Financial Markets OnlineFirst articles

30-04-2022 | Original Research

Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period

With application of Diebold and Yilmaz’s (Int J Forecast 28(1):57–66, 2012) spillover approach, we examine shock spillover in international sovereign bond yields over short, medium, and long term maturities for major eight economies. By …

17-04-2022 | Original Research

Did ESG Save the Day? Evidence From India During the COVID-19 Crisis

Investors have shown increasing interest in Socially Responsible Investments (SRI) in the past few years, especially during the financial crisis caused due to the outbreak of the COVID-19 pandemic. SRI are evaluated on the basis of Environmental …

04-04-2022 | Original Research

Continuous-Time Portfolio Optimization for Absolute Return Funds

This paper investigates a continuous-time portfolio optimization problem with the following features: (i) a no-short selling constraint; (ii) a leverage constraint, that is, an upper limit for the sum of portfolio weights; and (iii) a performance …

11-03-2022 | Original Research

COVID-19 Vaccination Effect on Stock Market and Death Rate in India

The COVID-19 epidemic has brought attention to the vulnerability of new illnesses, and immunization remains a viable option for resuming normal life. This paper examines the influence of COVID-19 vaccination on the death rate and the performance …

07-03-2022 | Original Research

Short Term Stress of Covid-19 on World Major Stock Indices

The main objective of this study is to check the short-term stress of COVID-19 pandemic on the American, European, Asian, and Pacific stock market indices and furthermore the correlation between all the stock markets during the pandemic. Secondary …

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About this journal

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.

Metadata
Title
Asia-Pacific Financial Markets
Coverage
Volume 4/1997 - Volume 29/2022
Publisher
Springer Japan
Electronic ISSN
1573-6946
Print ISSN
1387-2834
Journal ID
10690
DOI
https://doi.org/10.1007/10690.1573-6946

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