A reexamination of Ex-Ante-pricing of currency risk in the Japanese stock market: a pricing kernel approach
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Tokyo
Inst. for Monetary and Economic Studies, Bank of Japan
2000
|
| Schriftenreihe: | Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series
2000,4 |
| Schlagworte: | |
| Beschreibung: | 47 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| id | DE-604.BV013050781 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:38:18Z |
| institution | BVB |
| language | English |
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| physical | 47 S. graph. Darst. |
| publishDate | 2000 |
| publishDateSearch | 2000 |
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| publisher | Inst. for Monetary and Economic Studies, Bank of Japan |
| record_format | marc |
| series | Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series |
| series2 | Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series |
| spelling | Baba, Naohiko Verfasser aut A reexamination of Ex-Ante-pricing of currency risk in the Japanese stock market a pricing kernel approach Naohiko Baba Tokyo Inst. for Monetary and Economic Studies, Bank of Japan 2000 47 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series 2000,4 Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models Foreign exchange rates Japan Forecasting Econometric models Kernel functions Risk management Econometric models Stocks Prices Japan Forecasting Econometric models Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series 2000,4 (DE-604)BV010647223 2000,4 |
| spellingShingle | Baba, Naohiko A reexamination of Ex-Ante-pricing of currency risk in the Japanese stock market a pricing kernel approach Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models Foreign exchange rates Japan Forecasting Econometric models Kernel functions Risk management Econometric models Stocks Prices Japan Forecasting Econometric models |
| title | A reexamination of Ex-Ante-pricing of currency risk in the Japanese stock market a pricing kernel approach |
| title_auth | A reexamination of Ex-Ante-pricing of currency risk in the Japanese stock market a pricing kernel approach |
| title_exact_search | A reexamination of Ex-Ante-pricing of currency risk in the Japanese stock market a pricing kernel approach |
| title_full | A reexamination of Ex-Ante-pricing of currency risk in the Japanese stock market a pricing kernel approach Naohiko Baba |
| title_fullStr | A reexamination of Ex-Ante-pricing of currency risk in the Japanese stock market a pricing kernel approach Naohiko Baba |
| title_full_unstemmed | A reexamination of Ex-Ante-pricing of currency risk in the Japanese stock market a pricing kernel approach Naohiko Baba |
| title_short | A reexamination of Ex-Ante-pricing of currency risk in the Japanese stock market |
| title_sort | a reexamination of ex ante pricing of currency risk in the japanese stock market a pricing kernel approach |
| title_sub | a pricing kernel approach |
| topic | Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models Foreign exchange rates Japan Forecasting Econometric models Kernel functions Risk management Econometric models Stocks Prices Japan Forecasting Econometric models |
| topic_facet | Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models Foreign exchange rates Japan Forecasting Econometric models Kernel functions Risk management Econometric models Stocks Prices Japan Forecasting Econometric models |
| volume_link | (DE-604)BV010647223 |
| work_keys_str_mv | AT babanaohiko areexaminationofexantepricingofcurrencyriskinthejapanesestockmarketapricingkernelapproach |