Special Issue "The Financial Econometrics of Asian Markets"

A special issue of Econometrics (ISSN 2225-1146).

Deadline for manuscript submissions: closed (31 March 2019).

Special Issue Editors

Mardi Dungey
Guest Editor
Tasmanian School of Business and Economics, University of Tasmania, Tasmania, Australia
Interests: financial econometrics; empirical finance; contagion; networks
Richard Gerlach
E-Mail Website
Guest Editor
The University of Sydney, Australia
Interests: financial econometrics; financial time series; financial risk forecasting; Bayesian methods
Jin-Huei Yeh
E-Mail Website
Guest Editor
Department of Finance, National Central University, Taiwan
Interests: financial econometrics; empirical finance; risk management

Special Issue Information

Dear Colleagues,

Asian markets provide an increasingly important and rich background for testing financial theories and methodologies representing a growing portion of the global markets. There are many idiosyncratic structures in Asian markets that can inform our understanding of their operation and characteristics, beyond what is currently known in the literature. We aim to fill the gap between the deep knowledge of the behavior of the world’s most liquid markets and that of the rapidly-maturing Asian markets. We invite papers that apply modern econometric techniques to characterize Asian financial markets and discuss the implications of those findings for policy makers and investors. We are interested in work from all finance-related areas of Asia, including currencies, fixed income securities, stocks, derivatives, commodities, and other instruments. Methodologies regarding market design, price discovery, information asymmetry, and risk management that are specifically for studying Asian markets are welcome. We particularly encourage papers focusing on the features of Asian markets that differentiate themselves from other global markets. These could be used, for example, in comparison studies, shedding light on whether these differences are statistically and empirically important. The issue is open to various subfields in econometrics and can include papers using low or high frequency financial assets; cross section, time series, and/or panels; as well as either classic or Bayesian econometric methodologies, possibly in conjunction with machine learning techniques.

Prof. Mardi Dungey
Prof. Richard Gerlach
Prof. Jin-Huei Yeh
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Econometrics is an international peer-reviewed open access quarterly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.


  • Financial econometrics
  • Empirical finance
  • Asian markets

Published Papers

There is no accepted submissions to this special issue at this moment.
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