Valuation of Mortgage-Backed Securities Based upon a Structural Approach Nobuhiro Nakamura OriginalPaper Pages: 259 - 289
Optimal Bond Portfolio for Investors with Long Time Horizons Ryuji FukayaToshiki Honda OriginalPaper Pages: 291 - 320
Does the Momentum Strategy Work Universally? Evidence from the Japanese Stock Market Chunlin LiuYul Lee OriginalPaper Pages: 321 - 339
Modelling the Currency Forward Risk Premium: A New Perspective Ramaprasad BharCarl ChiarellaToan M. Pham OriginalPaper Pages: 341 - 360
A Note on Computation of Implied Volatility Yoshiteru KagenishiYoshitane Shinohara OriginalPaper Pages: 361 - 368