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https://ptsldigital.ukm.my/jspui/handle/123456789/666845| Title: | A New measure for the knightian uncertainty and the international risk premium puzzle? |
| Authors: | Kenji Wada |
| Conference Name: | The thirteenth Annual PACAP/FMA Finance Conference |
| Keywords: | Knightian uncertainty Asset pricing International Risk Premium Puzzle |
| Conference Date: | 2001-07-05 |
| Conference Location: | Westin Chosun Hotel, Seoul, Korea Radisson Plaza Hotel, Seoul, Korea |
| Abstract: | In this essay, I will propose a new measure for the Knightian uncertainty under general conditions. As an application of this measure, I will solve the international risk premium puzzle between Japan and the U.S. This approach is quite flexible so that it is applicable to other puzzles under various formulations with minor modifications. |
| Pages: | 144 |
| Call Number: | HG4026.A536 2001 katsem |
| URI: | https://ptsldigital.ukm.my/jspui/handle/123456789/666845 |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding |
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