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

Finansiell ekonomi, Helsingfors

University of Turku

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

19 Citeringar (Scopus)

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	Journal of Banking & Finance
Volym	31
Nummer	9
Sidor (från-till)	2571-2590
Antal sidor	20
DOI	https://doi.org/10.1016/j.jbankfin.2006.09.013
Status	Publicerad - 2007
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

Åtkomst av dokument

10.1016/j.jbankfin.2006.09.013

OpenUrl-tillgänglighet

Fulltext

International Asset Pricing Models and Currency Risk
Antell, J.
01.12.2004 → 31.12.2010
Projekt: Externt finansierat projekt

Citera det här

@article{b6229c7d020c4698bd64aa16ee750528,

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

keywords = "world asset pricing model, conditional price of risk, segmentation, currency risk, multivariate GARCH-M, STOCK-MARKET, RETURNS",

author = "Jan Antell and Mika Vaihekoski",

year = "2007",

doi = "10.1016/j.jbankfin.2006.09.013",

language = "English",

volume = "31",

pages = "2571--2590",

journal = "Journal of Banking & Finance",

issn = "1872-6372",

publisher = "Elsevier BV * North-Holland",

number = "9",

}

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T1 - International asset pricing models and currency risk

T2 - Evidence from Finland 1970-2004

AU - Antell, Jan

AU - Vaihekoski, Mika

PY - 2007

Y1 - 2007

KW - world asset pricing model

KW - conditional price of risk

KW - segmentation

KW - currency risk

KW - multivariate GARCH-M

KW - STOCK-MARKET

KW - RETURNS

U2 - 10.1016/j.jbankfin.2006.09.013

DO - 10.1016/j.jbankfin.2006.09.013

M3 - Article

SN - 1872-6372

VL - 31

SP - 2571

EP - 2590

JO - Journal of Banking & Finance

JF - Journal of Banking & Finance

IS - 9

ER -

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

Åtkomst av dokument

OpenUrl-tillgänglighet

Projekt

International Asset Pricing Models and Currency Risk

Citera det här