This study takes advantage of abundant data from the Economics Department at National Tsing Hua University to empirically evaluate whether there exist academic performance differentials between undergraduate students from two entrance channels (exam-based and application-based methods) across...

This study investigates the relationship between the inflation targeting (IT) framework and the exchange rate pass-through (ERPT) to consumer prices in the emerging ASEAN economies (i.e., Indonesia, the Philippines, and Thailand) using a vector autoregressive (VAR) model with monthly data...

This chapter introduces a risk control framework on credit card fraud instead of providing a solely binary classifier model. The anomaly detection approach is adopted to identify fraud events as the outliers of the reconstruction error of a trained autoencoder (AE). The trained AE shows fitness...

This study proposes a theoretical model for measuring the greenness factors of a firm. We develop the multifactor utility function and find that the proportion of investment in green bonds is higher if greenness factors account for by a firm and vice versa. Moreover, we further develop the...

We empirically investigate the forecasting ability of USD-INR exchange rate volatility models by considering Google Trends data. Within a multiple regression framework, we use historical volatility and liquidity measures to build our benchmark volatility model ( Chandra & Thenmozhi, 2014 )....

This chapter examines herd behavior across national borders. A dynamic latent factor model with Gibbs sampling is used to decompose the national herd behavior into the world, regional, and country-specific components. Testing the daily data from 2000 through 2014 for 47 countries, we find that...

Cyber risk refers to risk affecting information and technology assets of a corporation or government institution. As cyber risk management become important, insurance is one possible solution. However, lack of data and severe information asymmetries increase the difficulties in pricing-related...

The main objective of this study is to investigate whether adoption of International Financial Reporting Standards (IFRS) improve the quality of financial reporting in Nigeria. Financial reporting quality was measured in terms of fundamental qualitative characteristics such as relevance and...

This chapter presents evidence of persistence in pricing new corporate bond issues. Both transition matrix and regression analyses show that cross-sectional differences in the yields of initial public bond offerings across issuers persist over time, and the persistence effect is stronger for...