International asset pricing models and currency risk: Evidence from Finland 1970-2004

Jan Antell, Mika Vaihekoski

Research output: Contribution to journalArticleScientificpeer-review

17 Citations (Scopus)
Original languageEnglish
Peer-reviewed scientific journalJournal of Banking & Finance
Volume31
Issue number9
Pages (from-to)2571-2590
Number of pages20
DOIs
Publication statusPublished - 2007
MoE publication typeA1 Journal article - refereed

Keywords

  • world asset pricing model
  • conditional price of risk
  • segmentation
  • currency risk
  • multivariate GARCH-M
  • STOCK-MARKET
  • RETURNS

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