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FSA Research Review Vol.5, March 2009
Table of Contents
Articles | |
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Market Microstructure of Japanese ETF Market and Investors Behavior (PDF:33K)Abstract | Koichi Iwai |
Comprehensive Income Transparency and Investor’s Rational Expectations Formation (PDF:68K)Abstract | Hiroyuki Kanno Takashi Ebihara |
Financial Innovation and Volatility (PDF:255K) | Tomohiro Hirano |
AUC Maximization Method in Credit Scoring (PDF:60K)Abstract | Kakeru Miura Satoshi Yamashita Shinto Eguchi |
Pricing Average Options under Stochastic Volatility Models (PDF:83K)Abstract | Kenichiro Shirotani Akihiko Takahashi Masashi Toda |
Securitization and Financial Crisis: Risk Characteristics and Assessment of ABS CDO (PDF:27K)Abstract | Mariko Fujii Ryota Takemoto |
Other activity | |
Summary of the International Conference on Strengthening Payment Systems in Asia (PDF:39K) | Program(PDF:74K) |