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

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Bibliographic Details
Online Access:	Click here to view online version
Main Author:	Baba, Naohiko
Corporate Author:	Nihon Ginkō. Kin'yū Kenkyūjo
Format:	Book
Language:	English
Published:	Tokyo, Japan : Institute for Monetary and Economic Studies, Bank of Japan, [2000]
Series:	IMES discussion paper series ; no. 2000-E-4.
Subjects:	Stocks > Prices > Japan > Forecasting > Econometric models. Assets (Accounting) > Prices > Forecasting > Econometric models. Risk management > Econometric models. Foreign exchange rates > Japan > Forecasting > Econometric models. Kernel functions. Arbitrage > Mathematical models.

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Holdings details from Norlin Library - Basement - Government Information - Foreign
Call Number:	674-B22M 5:2000-E-4
674-B22M 5:2000-E-4	Available Place a Hold