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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Kenji Wada | - |
| dc.date.accessioned | 2023-12-21T06:18:07Z | - |
| dc.date.available | 2023-12-21T06:18:07Z | - |
| dc.identifier.uri | https://ptsldigital.ukm.my/jspui/handle/123456789/666845 | - |
| dc.description.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. | en_US |
| dc.language.iso | en | en_US |
| dc.subject | Knightian uncertainty | en_US |
| dc.subject | Asset pricing | en_US |
| dc.subject | International Risk Premium Puzzle | en_US |
| dc.title | A New measure for the knightian uncertainty and the international risk premium puzzle? | en_US |
| dc.type | Seminar Papers | en_US |
| dc.format.pages | 144 | en_US |
| dc.identifier.callno | HG4026.A536 2001 katsem | en_US |
| dc.contributor.conferencename | The thirteenth Annual PACAP/FMA Finance Conference | - |
| dc.coverage.conferencelocation | Westin Chosun Hotel, Seoul, Korea | - |
| dc.coverage.conferencelocation | Radisson Plaza Hotel, Seoul, Korea | - |
| dc.date.conferencedate | 2001-07-05 | - |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding | |
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