The pricing of currency risk in Japan

Journal of Banking and Finance

Volumn 23, Issue 1, 1999, Pages 1-20

  Doukas, John ^a   Hall, Patricia H ^b   Lang, Larry H P ^c,d  

^a Grad Sch Bus CBPA Old D   (United States)

^b CENTRAL CONNECTICUT STATE UNIVERSITY   (United States)

^c UNIVERSITY OF CHICAGO   (United States)

^d CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Currency pricing tests; Exchange rate exposure of Japanese firms; G12; G15; Multifactor asset pricing model; Pricing of currency risk in Japan

Indexed keywords

EID: 0002198515     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(98)00112-5     Document Type: Article

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