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Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/13604
Description: We investigate the yield spread between the sovereign bonds issued in international markets by major Asia-Pacific issuers (China, Korea, Malaysia, Philippines and Thailand) and matched with near matur ... More
Date: 2006
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/14182
Description: This volume is concerned with contributing to the growing body of literature that examines the extent of, and the implications of enhanced independence and integration that will result from the recent ... More
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/104699
Description: 24 page(s)
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/103136
Description: 26 page(s)
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/103142
Description: 25 page(s)
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/103551
Description: The past few years have seen high levels of growth in the use of hybrid financial securities by Australian corporations. The conventional explanation for this phenomenon has been that hybrid securitie ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/104330
Description: 6 page(s)
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/13503
Description: This study develops an equilibrium correction model (ECM) of the credit spreads on quality Japanese yen Eurobonds based on the Longstaff and Schwartz (1995) continuous time, closed form solution of th ... More
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/104360
Description: In this paper we examine the current disclosure standards of financial institutions with regards to their operational risk measurement and management systems. Our sample covers 57 financial institutio ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/19486
Description: 20 page(s)
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/103555
Description: 15 page(s)
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/73130
Description: We investigate the relationships between the sovereign bonds issued in international markets by major Asia-Pacific issuers (China, Korea, Malaysia, Philippines and Thailand) and various benchmark US T ... More
Date: 2005
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/127247
Description: The Asia Pacific region is a geographical appellation that many still feel with justification will be the dynamic economic arena for this century. Accepting this premise and acknowledging the importan ... More
Date: 2005
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/154934
Description: This study investigates the multi-period prediction of firm bankruptcy as a multi-alternative problem of Statistical Decision Theory. This approach enables a simultaneous assessment to be made of the ... More
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/18359
Description: The local Hurst exponent, a measure employed to detect the presence of dependence in a time series, may also be used to investigate the source of intraday variation observed in the returns in foreign ... More
Reviewed: Reviewed