1. Valuation of Mortgage-Backed Securities Based upon a Structural Approach

   • Nobuhiro Nakamura

   OriginalPaper Pages: 259 - 289

2. Optimal Bond Portfolio for Investors with Long Time Horizons

   • Ryuji Fukaya
   • Toshiki Honda

   OriginalPaper Pages: 291 - 320

3. Does the Momentum Strategy Work Universally? Evidence from the Japanese Stock Market

   • Chunlin Liu
   • Yul Lee

   OriginalPaper Pages: 321 - 339

4. Modelling the Currency Forward Risk Premium: A New Perspective

   • Ramaprasad Bhar
   • Carl Chiarella
   • Toan M. Pham

   OriginalPaper Pages: 341 - 360

5. A Note on Computation of Implied Volatility

   • Yoshiteru Kagenishi
   • Yoshitane Shinohara

   OriginalPaper Pages: 361 - 368

6. Instructions for Authors

   Instructions for Authors Pages: 369 - 375

7. Author Index of Volume 8 2001

   Authors Index Pages: 377 - 377

8. Contents of Volume 8 2001

   Volume Contents Pages: 379 - 381