Conference Activities & Talks -

The stochastic behavior of the Nikkei225 implied volatility index

Center for the Study of Finance and Insurance, CSFI Workshop 2007, Osaka University, December 1-2, 2007, Osaka, Japan, (with Kazuhiko Nishina and MooSung Kim)  2007  

The Nikkei225 implied volatility index and the behavior of volatility expectations in the Japanese stock market

The 15th Annual Meeting of the Nippon Finance Association, Keio University, June 16-17, 2007, Tokyo, Japan, (with Kazuhiko Nishina and MooSung Kim)  2007  

The Kospi200 implied volatility index: evidence of regime shifts in expected volatility

The First International Conference on Asia-Pacific Financial Markets, Dec. 8-9, 2006, Seoul, Korea, (with MooSung Kim and Kazuhiko Nishina)  2006  

New perspectives on the implications of globalization for civil society and human civilization

Seminars on Globalization and Civil Society, International Institute for Advanced Studies, Nov. 17-18, 2006, Kyoto, Japan.  2006  

The Dynamics of Volatility Transmission in Real Interest Rates: How Integrated are the G7 Economies?

Holmes, M.J, Nabil Maghrebi

The 14th Meeting of the New Zealand Econometric Study Group (NZESG), March 11-12, 2005, University of Canterbury, New Zealand  2005  

The international linkage between implied volatility indices and the dynamics of return correlation

Asian Finance Association Conference 2005, July 11-13, 2005, Kuala Lumpur, Malaysia, (with Nishina Kazuhiko)  2005  

Are there asymmetries in the relationship between foreign exchange fluctuations and stock market volatility in Pacific Basin countries?

The 12th Annual Conference on Pacific Basin Finance, Economics, Accounting and Business, -Roads toward Sustainable Asian Economic Prosperity, August 10-11, 2004, Bangkok, Thailand, (with Mark J. Holmes and Eric Pentecost)  2004  

The Impact of the Information Technology Bubble on Asian Equity Markets

Asia Pacific Economics and Business Conference 2002, October 2-4, 2002, Kuching, Sarawak, Malaysia, (with Kim, M.S.)  2002  

Vector autoregression study of South Korean stock market and exchange rate volatility

Seminars in Business Administration, College of Business Administration, Pusan University, July 8, 1999.  1999  

Environmental risks and financial returns: conflicts and compromises

United Nations Development Program Conference Series on Religions of the World and Ecology, Harvard University, May 7-10, 1998  1998  

Modern electronic finance: an Islamic perspective

International Conference on Values and Attitudes in Science and Technology, September 3-6, 1996, International Islamic University, Kuala Lumpur, Malaysia  1996  

Return Dynamics of Japanese Stock Index Options

Annual Conference of the Nippon Finance Association, June 1994, Tokyo, Japan, (with Nishina, K.)  1994