The pricing of currency risk in Japan
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- Lakonishok, Josef & Shleifer, Andrei & Vishny, Robert W, 1994.
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- McElroy, Marjorie B & Burmeister, Edwin, 1988. "Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model: Iterated Nonlinear Seemingly Unrelated Regression Estimates," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(1), pages 29-42, January.
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