Is foreign exchange risk priced in the Japanese stock market?
Year of publication: |
1998
|
---|---|
Authors: | Choe, Chong-mu |
Other Persons: | Hiraki, Takato (contributor) ; Takezawa, Nobuya (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 33.1998, 3, p. 361-382
|
Subject: | Währungsrisiko | Exchange rate risk | Aktienmarkt | Stock market | Risikoprämie | Risk premium | CAPM | Japan | 1974-1995 |
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