Finance Working Papers

From East Asian Bureau of Economic Research
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22815: Solicited and Unsolicited Credit Ratings: A Global Perspective

Winnie P. H. Poon and Kam C. Chan

22808: The Impact of the Global Financial Crisis on Poverty in the Philippines

Celia Reyes, Alellie Sobreviñas and Jeremy de Jesus

22778: Regulatory Structure for Financial Stability and Development

Ashima Goyal

22768: Internal Promotion and the Effect of Board Monitoring: A Comparison of Japan and the United States

Meg Sato

22767: Japanese Aid as a Prerequisite for FDI: The Case of Southeast Asian Countries

Séverine Blaise

22761: Time-Varying Currency Betas: Evidence from Developed and Emerging Markets

Prabhath Jayasinghe and Albert Tsui

22756: Risk-return Efficiency, Financial Distress Risk, and Bank Financial Strength Ratings

Changchun Hua and Li-Gang Liu

22755: Financial Turmoil in the Banking Sector and the Asian Lamfalussy Process: The Case of Four Economies

Chen-Min Hsu and Chih-Feng Liao

22733: Tsunami in New York Earthquake in Beijing?

He Fan

22729: Korea’s Unemployment Insurance in the 1998 Asian Financial Crisis and Adjustments in the 2008 Global Financial Crisis

Sung Teak Kim

22705: Fiscal Rules and Targets and Public Expenditure Management - Enthusiasm in the 1990s and its Aftermath

Hideaki Tanaka

22680: Financial Services Integration in East Asia: Lessons from the European Union

Gloria Pasadilla

22667: Integrated Financial Supervision: An Institutional Perspective for the Philippines

Melanie S. Milo

22621: Implications of an RP-US FTA on the Philippine Financial Services Industry and the Philippine Economy

Leila Calderon-Kabigting and Liberty S. Patiu

22602: An Empirical and Theoretical Study on the Wider Use of Local Currencies in the Asia-Pacific Region after the Asian Financial and Currency Crisis: An analysis focused on Thailand

Ichiro Inoue

22601: The Government and the Financial System: an Overview

Kazuhito Ikeo and Yasuo Goto

22596: The Role of Trade Credit for Small Firms: An Implication from Japan’s Banking Crisis

Shin-ichi Fukuda, Munehisa Kasuya and Kentaro Akashi

22595: Corporate Debt Restructuring and Public Financial Institutions in Japan -Do Government-Affiliated Financial Institutions Soften Budget Constraints?

Kenya Fujiwara

22592: The Changes of Accounting Standards and Structural Reform in Japanese companies

Yasuhiro Asami

22591: Firms’ Perceptions of the Business Cycle and Their Managerial and Financial Conditions

Kazumi Asako, Koichi Ando and Kazuyuki Matsumoto

22587: Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan

Wing-Keung Wong, Jun Du and Terence Tai Leung Chong

22580: DOES STOCK MARKET LIBERALISATION BENEFIT THE ECONOMY? EVIDENCE FROM INDUSTRY-LEVEL DATA

Lee Chee Tong

22577: Multi Factor SUR in Event Study Analysis: Evidence from M&A in Singapore’s Financial Industry

Enrico Tanuwidjaja

22571: Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar

Kin-Yip Ho and Albert Tsui

22567: Medical Savings Accounts in Singapore: How much is adequate?

Ngee Choon Chia and Albert Tsui

22566: Reverse Mortgages as Retirement Financing Instrument: An Option for “Asset-rich and Cash-poor†Singaporeans

Ngee Choon Chia and Albert Tsui

22563: Have Exchange Rate Regimes in Asia become More Flexible Post crisis? Re-VISITING the EVIDENCE

Tony Cavoli and Ramkishen Rajan

22562: THE CAPITAL INFLOWS PROBLEM IN SELECTED ASIAN ECONOMIES IN THE 1990s REVISITED: THE ROLE OF MONETARY STERILIZATION

Tony Cavoli and Ramkishen Rajan

22556: Sequencing of Capital Account Liberalization - Japan's experiences and their implications to China

Kenji Aramaki

22552: The Specific Allocation Fund (DAK): Mechanism and Uses

Syaikhu Usman, M. Sulton Mawardi, Adri Poesoro, Asep Suryahadi and Charles Sampford

22522: Making Services Work for the Poor in Indonesia: A Report on Health Financing Mechanisms in Kabupaten Tabanan, Bali: A Case Study

Alex Arifianto, Ruly Marianti, Sri Budiyati and Ellen Tan

22521: Making Services Work for the Poor in Indonesia: A Report on Health Financing Mechanisms in Kabupaten Purbalingga, Central Java: A Case Study

Alex Arifianto, Ruly Marianti, Sri Budiyati and & Ellen Tan

22517: Equalizing Health and Education: Approach of the Twelfth Finance Commission

D. K. Srivastava

22514: Stock Returns-Inflation Relation in India

K.R. Shanmugam and Biswa Misra

22512: An Analysis of Life Insurance Demand Determinants for Selected Asian Economies and India

Subir Sen

22509: Reforming India’s Fiscal Transfer System: Resolving Vertical and Horizontal Imbalances

C. Rangarajan and D. K. Srivastava

22484: Time-Varying Incentives in the Mutual Fund Industry

Anthony Tay

22483: Modeling Transaction Data of Trade Direction and Estimation of Probability of Informed Trading

Anthony Tay, Christopher Ting, Yiu Kuen Tse and Mitch Warachka

22481: Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence

Anthony S. Tay, Peter Christoffersen, Francis Diebold, Roberto Mariano and Yiu Kuen Tse

22473: Simulation-based Estimation of Contingent-claims Prices

Peter Phillips and Jun Yu

22470: Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde

Peter Phillips and Jun Yu

22469: Comments on “A selective overview of nonparametric methods in financial econometricsâ€Â

Peter Phillips and Jun Yu

22458: Underpriced Default Spread Exacerbates Market Crashes

Winston Koh, Roberto Mariano, Andrey Pavlovb, Sock-Yong Phang, Augustine H. H. Tan and Susan Wachter

22457: Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period

Winston Koh and Edward H.K. Ng

22360: BANKING SECTOR REFORMS AND EQUITY - A SUB-REGIONAL ANALYSIS IN ANDHRA PRADESH

K. S. Reddy and P. Prudhvikar Reddy

22359: FORECASTING INTEREST RATES - A COMPARATIVE ASSESSMENT OF SOME SECOND GENERATION NON-LINEAR MODELS

Dilip M. Nachane and Jose Clavel

22358: Debt and Corporate Governance in Emerging Economies - Evidence from India

Jayati Sarkar and Subrata Sarkar

22357: Diversification, Propping and Monitoring - Business Groups, Firm Performance and the Indian Economic Transition

Raja Kali and Jayati Sarkar

22335: FDI Investment Incentive System and FDI Inflows: The Philippine Experience

Rafaelita Aldaba

22319: The Public Financial System in Japan - Re-verification of the ballooning theory and the privileged government enterprise theory

Nobuyoshi Yamori and Nobuyoshi Yamori