Asia-Pacific Financial Markets

1997 - 2008

Edited by Ryozo Miura

from Springer
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Volume 11, issue 6, 2004

Political Sustainability and the Design of Environmental Taxes pp. 703-719

Helmuth Cremer, Philippe De Donder and Firouz Gahvari

Exemption vs. Credit Method in International Double Taxation Treaties pp. 721-739

Thomas Dickescheid

An Inquiry into the Efficiency of Water Projects Under WRDA'86 pp. 741-762

Anna Rubinchik

Competition in Unit vs. Ad Valorem Taxes pp. 763-772

Ben Lockwood

Tax Treaties and Foreign Direct Investment: Potential versus Performance pp. 775-802

Ronald Davies

Volume 11, issue 5, 2004

Tax Administration Reform and Taxpayer Compliance in India pp. 575-600

Arindam Das-Gupta, Shanto Ghosh and Dilip Mookherjee

The Effects of Bilateral Tax Treaties on U.S. FDI Activity pp. 601-622

Bruce Blonigen and Ronald Davies

Agglomeration Effects and the Competition for Firms pp. 623-645

Robin Boadway, Katherine Cuff and Nicolas Marceau

Incentive Targeting, Influence Peddling, and Foreign Direct Investment pp. 647-660

Kelly Dane Edmiston, Shannon Mudd and Neven Valev

Sharing the Spoils: Taxing International Human Capital Flows pp. 663-693

Mihir Desai, Devesh Kapur and John McHale

Volume 11, issue 4, 2004

Introduction: Public Finance and Financial Markets--A Selection of Papers Presented at the 59th Congress of the International Institute of Public Finance Held in Prague, Czech Republic pp. 365-367

Alfons J. Weichenrieder

From the Minimal Entropy Martingale Measures to the Optimal Strategies for the Exponential Utility Maximization: the Case of Geometric Lévy Processes pp. 367-391

Tsukasa Fujiwara

Taxation and Venture Capital Backed Entrepreneurship pp. 369-390

Christian Keuschnigg and Søren Nielsen

Irrational Exuberance, Entrepreneurial Finance and Public Policy pp. 391-417

Marta Coelho, David de Meza and Diane Reyniers

A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach pp. 393-430

Ryosuke Matsuoka, Akihiko Takahashi and Yoshihiko Uchida

Conduit Entities: Implications of Indirect Tax-Efficient Financing Structures for Real Investment pp. 419-434

Jack Mintz

A Complete-Market Generalization of the Black-Scholes Model pp. 431-444

Koichiro Takaoka

Tax Reform and the Demand for Debt pp. 435-467

Erik Fjærli

Exact Solutions of a Model for Asset Prices by K. Takaoka pp. 445-451

Naoyuki Ishimura and Toshi-hiko Sakaguchi

Economic Effects of Taxing Different Organizational Forms under the Nordic Dual Income Tax pp. 469-485

Tobias Lindhe, Jan Edvin Södersten and Ann Öberg

Reduced Tax Progressivity in Norway in the Nineties: The Effect from Tax Changes pp. 487-506

Thor Thoresen

Improving the Equity-Efficiency Trade-Off: Mandatory Savings Accounts for Social Insurance pp. 507-529

Ary Lans Bovenberg and Peter Sørensen

Redistribution as Social Insurance and Capital Market Integration pp. 531-547

Giampaolo Arachi and Massimo D'Antoni

The Taxation of Banking in an Integrating Europe pp. 551-568

Harry P. Huizinga

Volume 11, issue 3, 2004

Preface pp. 215-215

Takaki Hayashi

Columbia University Program in Mathematics of Finance and JAFEE pp. 217-232

Mikhail Smirnov

Analyses of Mortgage-Backed Securities Based on Unobservable Prepayment Cost Processes pp. 233-266

Hidetoshi Nakagawa and Tomoaki Shouda

Testing for Vertical Fiscal Externalities pp. 243-263

Linda Andersson, Thomas Aronsson and Magnus Wikström

Tax Rate Uncertainty, Investment Decisions, and Tax Neutrality pp. 265-281

Rainer Niemann

Numerical Approach to Asset Pricing Models with Stochastic Differential Utility pp. 267-300

Nobuhiro Nakamura

Environmental Tax Competition in the Presence of Multinational Firms pp. 283-298

Essi Eerola

Complexity and Progressivity in Income Tax Design: Deductions for Work-Related Expenses pp. 299-312

Pio Baake, Rainald Borck and Andreas Löffler

Pricing European Options by Numerical Replication: Quadratic Programming with Constraints pp. 301-333

Valeriy Ryabchenko, Sergey Sarykalin and Stan Uryasev

The Welfare State in a Changing Environment pp. 313-331

Thomas Eichner and Andreas Wagener

Quantifying the Impact of Immigration on the Spanish Welfare State pp. 335-353

M. Dolores Collado, Inigo Iturbe-Ormaetxe and Guadalupe Valera

Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging pp. 335-365

Yuji Yamada and James Primbs

Volume 11, issue 2, 2004

Strategic Investment by a Regulated Firm pp. 123-132

Amihai Glazer and Eckhard Janeba

Fiscal Decentralization with Distortionary Taxation: Tiebout vs. Tax Competition pp. 133-153

Jan K. Brueckner

Good-Deal Option Price Bounds for a Non-Traded Event with Stochastic Return: A Note pp. 135-141

Yong-Jin Kim

A New Control Variate Estimator for an Asian Option pp. 143-160

Kenji Kamizono, Takeaki Kariya, Regina Liu and Teruo Nakatsuma

Revenue Sharing versus Expenditure Sharing in a Federal System pp. 155-174

Charles Figuieres, Jean Hindriks and Gareth Myles

On Bayesian Value at Risk: From Linear to Non-Linear Portfolios pp. 161-184

Tak Kuen Siu, Howell Tong and Hailiang Yang

Valuation of Residential Mortgage-Backed Securities with Default Risk Using an Intensity-Based Approach pp. 185-214

Toru Sugimura

The European Commission's Report on Company Income Taxation: What the EU Can Learn from the Experience of the US States pp. 199-220

Walter Hellerstein and Charles E. Mclure

Corporate Tax Harmonization in Europe: It's All About Compliance pp. 221-234

Jack Mintz

Volume 11, issue 1, 2004

Diversified Portfolios with Jumps in a Benchmark Framework pp. 1-22

Eckhard Platen

Taxation of Interest Income pp. 5-15

Roger H. Gordon

The Marginal Cost of Funds and the Shadow Prices of Public Sector Inputs and Outputs pp. 17-29

Liqun Liu

A Fair Pricing Approach to Weather Derivatives pp. 23-53

Eckhard Platen and Jason West

Payroll Taxes and the Decision to be Self-Employed pp. 31-53

Mark Stabile

Understanding the Implied Volatility Surface for Options on a Diversified Index pp. 55-77

David Heath and Eckhard Platen

Fiscal Reconstruction and Local Government Financing pp. 55-67

Toshihiro Ihori and Jun-Ichi Itaya

Debating Proposed Reforms of the Taxation of Corporate Income in the European Union pp. 71-89

Michael P. Devereux

A Benchmark Approach to Filtering in Finance pp. 79-105

Eckhard Platen and Wolfgang Runggaldier

Company Tax Reform in the European Union pp. 91-115

Peter Sørensen

A Two-Factor Model for Low Interest Rate Regimes pp. 107-133

Shane Miller and Eckhard Platen