Finance Working Papers

From East Asian Bureau of Economic Research
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22318: Structural Change in Japanese Business Fluctuations and Nikkei 225 Stock Index Futures Transactions

Toshiaki Watanabe and Hirokuni Uchiyama

22315: Report on “The Committee on Yen Risk-free-rate Model Estimationâ€Â

Takeaki Kariya, Darrell Duffie, Mariko Fujii, Masaaki Kijima, Takao Kobayashi, Atsuyuki Kogure, Robert Merton, Akihiko Takahashi, Keiichi Tanaka and Satoshi Yamashita

22314: Reforming Japan's Capital Markets

Sadakazu Osaki

22311: Japanese FDI in China - Determinants and performance

Shiro Armstrong

22281: Mutual Fund Performance in Pakistan, 1995-2004

Naim Sipra

22280: Stock Price Manipulation: The Role of Intermediaries

Hammad Siddiqi

22266: CSR, Contracting and Socially Responsible Investment: Opportunities for Pakistani Firms

Richard Janda and Joseph Wilson

22259: Index of Financial Inclusion

Mandira Sarma

22258: Capital Adequacy Regime in India - An Overview

Mandira Sarma and Yuko Nikaido

22254: The Role of Mutual Funds and Non- Banking Financial Companies in Corporate Governance in Pakistan

Moeen Cheema and Sikander A. Shah

22248: Impact of Financial Reforms on Efficiency of State-owned, Private and Foreign Banks in Pakistan

Abid Burki and G.S.K. Niazi

22245: Exogenous Shocks and Exchange Rate Management in Developing Countries

Sajid Anwar and S. Zahid Ali

22239: Impact Of Proposed Commodity Transaction Tax On Futures Trading In India

Pravakar Sahoo and Rajiv Kumar

22236: Technological Capability as a Determinant of FDI Inflows - Evidence from Developing Asia & India

Amitendu Palit and Shounkie Nawani

22217: X-efficiency, Scale Economies, Technological Progress and Competition: A Case of Banking Sector in Pakistan

Abdul Qayyum and Sajawal Khan

22216: Volatility Spillover between the Stock Market and the Foreign Market in Pakistan

Abdul Qayyum and Abdul Razzaq Kemal

22205: Foreign Direct Investment and Economic Growth: The Role of Domestic Financial Sector

Muhammad Khan

22202: What Determines Private Investment? The Case of Pakistan

Sajawal Khan and Muhammad Khan

22199: Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms

Attiya Javid

22195: Stock Market Liberalisations in the South Asian Region

Fazal Husain and Abdul Qayyum

22187: A Social Accounting Matrix for Pakistan, 2001-02: Methodology and Results

Paul Dorosh, Muhammad Khan Niazi and Hina Nazli

22181: National Finance Commission Awards in Pakistan: A Historical Perspective

Iftikhar Ahmed, Usman Mustafa and Mahmood Khalid

22165: Cost of Holding Excess Reserves - The Indian Experience

Abhijit Sen Gupta

22125: Monetary and Financial Cooperation in Asia: Emerging Trends and Prospects

Ramkishen Rajan

22084: FDI and Spillover Effects in the Indian Pharmaceutical Industry

Annika Bergman

22079: Towards An Asian “Bretton Woods†for Restructuring of the Regional Financial Architecture

Ramgopal Agarwala

22075: Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence

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

22069: Subsides for FDI: Implications from a Model with Heterogeneous Firms

Davin Chor

22068: Host Country Financial Development and MNC Activity

Davin Chor, Kalina Manova and Stanley B. Watt

22060: On the Magnet E®ect of Foreign Direct Investment

Pao-Li Chang and Chia-Hui Lu

22055: Asian Currency Baskets: An Answer in Search of a Question?

Charles Adams and Hwee Kwan Chow

22054: Competitiveness, Income Distribution, and Growth in Thailand: What Does the Long-run Evidence Show?

Piriya Pholphirul

22051: The Future of Financial Liberalization in South Asia

Ashima Goyal

22032: Why Does Japan’s Saving Rate Decline So Rapidly?

Kentaro Katayama

22031: The Social Cost of Public Funds: The Case of Japanese Progressive Income Taxation

Shun-ichiro Bessho and Masayoshi Hayashi

22030: Financial Liberalisation, Crises, and Economic Growth

Inkoo Lee and Jonghyup Shin

22028: ASEAN Monetary Cooperation: Issues and Prospects

Arief Ramayandi

22027: Fiscal Decentralisation and Local Public Good Provision in China

Xin-Qiao Ping and Jie Bai

22026: Financial Sector Development, FDI and Economic Growth in China

Christer Ljungwall and Junjie Li

22022: The Financial Crisis: A Wake-Up Call for Strengthening Regional Monitoring of Financial Markets and Regional Coordination of Financial Sector Policies?

Adalbert Winkler

22017: Regional Monitoring of Capital Flows and Coordination of Financial Regulation: Stakes and Options for Asia

Michael Plummer

21990: The Financial Crisis and the Regulation of Credit Rating Agencies: A European Banking Perspective

Siegfried Utzig

21989: Investigating the Effect of Exchange Rate Changes on the People’s Republic of China’s Processed Exports

Willem Thorbecke

21973: The Future of Financial Liberalization in South Asia

Ashima Goyal

21966: Tax Law Asymmetries and Income Shifting: Evidence From Japanese Capital Keiretsu

Kazuki Onji and David Vera

21965: The Response of Firms to Eligibility Thresholds: Evidence from the Japanese Value-Added Tax

Kazuki Onji

21964: Real Exchange Rate Dynamics in the Presence of Nontraded Goods and Transaction Costs

Inkoo Lee and Jonghyup Shin

21934: The Determinants of Cross-border M&As: the Role of Institutions and Financial Development in Gravity Model

Hea-Jung Hyun and Hyuk Hwang Kim

21932: Do Banks Respond to Capital Requirement? Evidence from Indonesia

Rasyad Parinduri and Yohanes Riyanto

21922: Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment

Wing-Keung Wong

21919: Stochastic Dominance Analysis of iShares

Dominic Gasbarro, Wing-Keung Wong and J. Kenton Zumwalt

21917: Temporal Aggregation and Risk-Return Relation

Xing Jin, LepingWang and JunYu

21916: Financial Liberalization and Monetary Policy Cooperation in East Asia1

Hwee Kwan Chow, Peter N. Kriz, Roberto Mariano and Augustine H. H. Tan

21910: THE CHANGING CLIMATE FOR FOREIGN DIRECT INVESTMENT INTO JAPAN

Peter Drysdale, Toshi Naito, Ray Trewin and Dominic Wilson

21883: Financing Asia’s Infrastructure: Modes of Development and Integration of Asian Financial Markets

Biswanath Bhattacharyay

21882: Dynamic Provisioning: Some Lessons from Existing Experiences

Santiago Fernández de Lis and Alicia Garcia-Herrero

21854: Graduating to Globalisation: A Study of Southern Multinationals

Dilek Demirbas, Ila Patnaik and Ajay Shah

21852: The exchange rate regime in Asia: From Crisis to Crisis

Ila Patnaik, Ajay Shah, Anmol Sethy and Vimal Balasubramaniam

21850: Understanding the ADR premium under market segmentation

Matthieu Stigler, Ajay Shah and Ila Patnaik

21765: Exchange Rate Regimes and Monetary Independence in East Asia

Chang-Jin Kim and Jong-Wha Lee

21764: Aggregate Shock, Capital Market Opening, and Optimal Bailout

Se-Jik Kim and Ivailo Izvorski

21763: Currency Conversion in the Anti-dumping Agreement

Jong Bum Kim

21757: A Framework for Exchange Rate Policy in Korea

Michael Dooley, Rüdiger Dornbusch and Yung Chul Park

21756: Appropriate Exchange Rate Regime in Developing Countries: The Case of Korea

Choe Shick Chung and Doo Yong Yang

21750: E-Finance Development in Korea

Choong Young Ahn and Doo Yong Yang