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

Jan Antell; Mika Vaihekoski

doi:10.1016/j.jbankfin.2006.09.013

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

Jan Antell, Mika Vaihekoski

Finance, Helsinki

University of Turku

Research output: Contribution to journal › Article › Scientific › peer-review

19 Citations (Scopus)

Original language	English
Peer-reviewed scientific journal	Journal of Banking & Finance
Volume	31
Issue number	9
Pages (from-to)	2571-2590
Number of pages	20
DOIs	https://doi.org/10.1016/j.jbankfin.2006.09.013
Publication status	Published - 2007
MoE publication type	A1 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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10.1016/j.jbankfin.2006.09.013

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International Asset Pricing Models and Currency Risk
Antell, J.
01.12.2004 → 31.12.2010
Project: Externally funded project

Cite this

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title = "International asset pricing models and currency risk: Evidence from Finland 1970-2004",

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

Keywords

Access to Document

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International Asset Pricing Models and Currency Risk

Cite this