A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework Carl ChiarellaChristina Nikitopoulos Sklibosios OriginalPaper 10 June 2005 Pages: 87 - 127
Implied Default Probability and Credit Derivatives Koichi Matsumoto OriginalPaper 10 June 2005 Pages: 129 - 149
On the Pricing of Defaultable Bonds Using the Framework of Barrier Options Motokazu IshizakaKoichiro Takaoka OriginalPaper 10 June 2005 Pages: 151 - 162
Is Volatility the Best Predictor of Market Crashes? Chikashi Tsuji OriginalPaper 10 June 2005 Pages: 163 - 185
Effectiveness of Stochastic Neural Network for Prediction of Fall or Rise of TOPIX Shigeo KamitsujiRitei Shibata OriginalPaper 10 June 2005 Pages: 187 - 204
Productivity and Technical Change in Malaysian Banking: 1989–1998 Ergun DoganDietrich K. Fausten OriginalPaper 10 June 2005 Pages: 205 - 237
Long-Run Operating Performance of Initial Public Offerings in Japanese Over-the-Counter Market (1991–2001): Evidence and Implications Daying YanJun Cai OriginalPaper 10 June 2005 Pages: 239 - 274
A Note on Gaussian Estimation of the CKLS and CIR Models with Feedback Effects for Japan K. Ben Nowman OriginalPaper 10 June 2005 Pages: 275 - 279