A reexamination of ex ante pricing of currency risk in the Japanese stock market :
a pricing kernel approach /
Naohiko Baba

Description

Main Author

Baba, Naohiko

Related Names

Nihon Ginkō. Kinʼyū Kenkyūjo

Language(s)

English

Published

Tokyo, Japan : Institute for Monetary and Economic Studies, Bank of Japan, [2000]

Subjects

Kernel functions
Foreign exchange rates > Foreign exchange rates / Japan > Foreign exchange rates / Japan / Forecasting > Foreign exchange rates / Japan / Forecasting / Econometric models
Risk management > Risk management / Econometric models
Assets (Accounting) > Assets (Accounting) / Prices > Assets (Accounting) / Prices / Forecasting > Assets (Accounting) / Prices / Forecasting / Econometric models
Stocks > Stocks / Prices > Stocks / Prices / Japan > Stocks / Prices / Japan / Forecasting > Stocks / Prices / Japan / Forecasting / Econometric models

Physical Description

49 p. : ill. ; 30 cm

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