A reexamination of Ex Ante pricing of currency risk in the Japanese stock market : a pricing kernel approach

Author(s)

• 日本銀行金融研究所 ニホン ギンコウ キンユウ ケンキュウジョ

Bibliographic Information

A reexamination of Ex Ante pricing of currency risk in the Japanese stock market : a pricing kernel approach

Naohiko Baba

（IMES discussion paper series, no. 2000-E-4）

Institute for Monetary and Economic Studies, Bank of Japan, 2000

Note

Bibliography: p. 24-28

Details

• NCID: BA46227948
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Tokyo
• Pages/Volumes: 49 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BN15051361