A reexamination of Ex-Ante-pricing of currency risk in the Japanese stock market: a pricing kernel approach
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Tokyo
Inst. for Monetary and Economic Studies, Bank of Japan
2000
|
| Series: | Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series
2000,4 |
| Subjects: | |
| Physical Description: | 47 S. graph. Darst. |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV013050781 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | t | ||
| 008 | 000320s2000 d||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)43612232 | ||
| 035 | |a (DE-599)BVBBV013050781 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 |a DE-188 | ||
| 050 | 0 | |a HG201 | |
| 100 | 1 | |a Baba, Naohiko |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a A reexamination of Ex-Ante-pricing of currency risk in the Japanese stock market |b a pricing kernel approach |c Naohiko Baba |
| 264 | 1 | |a Tokyo |b Inst. for Monetary and Economic Studies, Bank of Japan |c 2000 | |
| 300 | |a 47 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series |v 2000,4 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Assets (Accounting) |x Prices |x Forecasting |x Econometric models | |
| 650 | 4 | |a Foreign exchange rates |z Japan |x Forecasting |x Econometric models | |
| 650 | 4 | |a Kernel functions | |
| 650 | 4 | |a Risk management |x Econometric models | |
| 650 | 4 | |a Stocks |x Prices |z Japan |x Forecasting |x Econometric models | |
| 830 | 0 | |a Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series |v 2000,4 |w (DE-604)BV010647223 |9 2000,4 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-008892614 | ||
Record in the Search Index
| _version_ | 1804127749452857344 |
|---|---|
| any_adam_object | |
| author | Baba, Naohiko |
| author_facet | Baba, Naohiko |
| author_role | aut |
| author_sort | Baba, Naohiko |
| author_variant | n b nb |
| building | Verbundindex |
| bvnumber | BV013050781 |
| callnumber-first | H - Social Science |
| callnumber-label | HG201 |
| callnumber-raw | HG201 |
| callnumber-search | HG201 |
| callnumber-sort | HG 3201 |
| callnumber-subject | HG - Finance |
| ctrlnum | (OCoLC)43612232 (DE-599)BVBBV013050781 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01338nam a2200349 cb4500</leader><controlfield tag="001">BV013050781</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">000320s2000 d||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)43612232</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV013050781</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG201</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Baba, Naohiko</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">A reexamination of Ex-Ante-pricing of currency risk in the Japanese stock market</subfield><subfield code="b">a pricing kernel approach</subfield><subfield code="c">Naohiko Baba</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Tokyo</subfield><subfield code="b">Inst. for Monetary and Economic Studies, Bank of Japan</subfield><subfield code="c">2000</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">47 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series</subfield><subfield code="v">2000,4</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Assets (Accounting)</subfield><subfield code="x">Prices</subfield><subfield code="x">Forecasting</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Foreign exchange rates</subfield><subfield code="z">Japan</subfield><subfield code="x">Forecasting</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Kernel functions</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stocks</subfield><subfield code="x">Prices</subfield><subfield code="z">Japan</subfield><subfield code="x">Forecasting</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series</subfield><subfield code="v">2000,4</subfield><subfield code="w">(DE-604)BV010647223</subfield><subfield code="9">2000,4</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-008892614</subfield></datafield></record></collection> |
| id | DE-604.BV013050781 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:38:18Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008892614 |
| oclc_num | 43612232 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-188 |
| owner_facet | DE-355 DE-BY-UBR DE-188 |
| physical | 47 S. graph. Darst. |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| 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 |