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Cointegration, common factors, and the term structure of Yen offshore interest rates
Hiraki, Takato - In: The journal of fixed income 6 (1996) 3, pp. 69-75
Persistent link: https://www.econbiz.de/10001214248
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Is foreign exchange risk priced in the Japanese stock market?
Choe, Chong-mu - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 361-382
Persistent link: https://www.econbiz.de/10001251499
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The information content of end-of-the-day index futures returns : international evidence from the Osaka Nikkei 225 futures contract
Hiraki, Takato - In: Journal of banking & finance 19 (1995) 5, pp. 921-936
Persistent link: https://www.econbiz.de/10001185505
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Testing the proxy effect hypothesis of inflation on stock returns for the Japanese market
Hiraki, Takato - In: Quarterly journal of business and economics : QJBE 24 (1985) 2, pp. 73-87
Persistent link: https://www.econbiz.de/10001020379
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Recognition of foreign exchange risk in the Japanese stock market
Choe, Chong-mu; Hiraki, Takato; Takezawa, Nobuya - In: The Japanese finance : corporate finance and capital …, (pp. 461-478). 2003
Persistent link: https://www.econbiz.de/10002949685
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Is Foreign Exchange Risk Priced in the Japanese Stock Market?
Hiraki, Takato - 2014
The exchange rate is an important variable that affects international competitiveness and performance of Japanese firms. We use an unconditional and a conditional multi-factor asset pricing model to examine whether exchange risk is recognized and priced in the Japanese stock market. The results...
Persistent link: https://www.econbiz.de/10012752966
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Cointegration, Common Factors, and the Term Structure of Yen Offshore Interest Rates
Hiraki, Takato; Shiraishi, Noriyoshi; Takezawa, Nobuya - In: The journal of fixed income 6 (1996) 3, pp. 69-75
Persistent link: https://www.econbiz.de/10007319259
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Is Foreign Exchange Risk Priced in the Japanese Stock Market?
Choi, Jongmoo Jay; Hiraki, Takato; Takezawa, Nobuya - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 361-382
Persistent link: https://www.econbiz.de/10006700425
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Is Foreign Exchange Risk Priced in the Japanese Stock Market?
Choi, Jongmoo Jay; Hiraki, Takato; Takezawa, Nobuya - In: Journal of Financial and Quantitative Analysis 33 (1998) 03, pp. 361-382
The exchange rate is an important variable that affects international competitiveness and performance of Japanese firms. We use an unconditional and a conditional multi-factor asset pricing model to examine whether exchange risk is recognized and priced in the Japanese stock market. The results...
Persistent link: https://www.econbiz.de/10005140502
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How sensitive is short-term Japanese interest rate volatility to the level of the interest rate?
Hiraki, Takato; Takezawa, Nobuya - In: Economics Letters 56 (1997) 3, pp. 325-332
Persistent link: https://www.econbiz.de/10005275995