{"created":"2021-03-01T06:21:05.192809+00:00","id":14017,"links":{},"metadata":{"_buckets":{"deposit":"a8a0906f-50e0-474f-8f10-380ec397a5bb"},"_deposit":{"created_by":17,"id":"14017","owners":[17],"pid":{"revision_id":0,"type":"depid","value":"14017"},"status":"published"},"_oai":{"id":"oai:nagoya.repo.nii.ac.jp:00014017","sets":["659:853:854:1371"]},"author_link":["43564","43565"],"item_1615768549627":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_9_alternative_title_19":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Interest Parity and the Forward Premium Puzzle","subitem_alternative_title_language":"en"}]},"item_9_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2011-12-25","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"3","bibliographicPageEnd":"50","bibliographicPageStart":"37","bibliographicVolumeNumber":"59","bibliographic_titles":[{"bibliographic_title":"経済科学","bibliographic_titleLang":"ja"}]}]},"item_9_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This note provides a brief explanation about the so-called \"forward premium anomaly\" based upon asset pricing theory. Most of the models that have been suggested so far in explaining the anomaly focus on the risk premium demanded by investors. I first show how risk premium is calculated using the standard asset pricing model. The mechanism of the anomaly is then considered within the asset pricing model, regarding foreign currency as a risky asset. I also introduce some important previous studies such as Backus et al. (2001) and Lustig and Verdelhan (2006).","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_9_identifier_60":{"attribute_name":"URI","attribute_value_mlt":[{"subitem_identifier_type":"HDL","subitem_identifier_uri":"http://hdl.handle.net/2237/15921"}]},"item_9_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.18999/ecos.59.3.37","subitem_identifier_reg_type":"JaLC"}]},"item_9_publisher_32":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"名古屋大学大学院経済学研究科","subitem_publisher_language":"ja"}]},"item_9_select_15":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_select_item":"publisher"}]},"item_9_source_id_7":{"attribute_name":"ISSN（print）","attribute_value_mlt":[{"subitem_source_identifier":"0022-9725","subitem_source_identifier_type":"PISSN"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"小林, 照義","creatorNameLang":"ja"}],"nameIdentifiers":[{"nameIdentifier":"43564","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"KOBAYASHI, Teruyoshi","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"43565","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-02-20"}],"displaytype":"detail","filename":"ecos_59_3_37.pdf","filesize":[{"value":"1.1 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"ecos_59_3_37.pdf","objectType":"fulltext","url":"https://nagoya.repo.nii.ac.jp/record/14017/files/ecos_59_3_37.pdf"},"version_id":"51764896-c427-4a99-8ed2-8e4640b6c01d"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"金利平価とフォワード・プレミアム・パズル","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"金利平価とフォワード・プレミアム・パズル","subitem_title_language":"ja"}]},"item_type_id":"9","owner":"17","path":["1371"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2012-02-02"},"publish_date":"2012-02-02","publish_status":"0","recid":"14017","relation_version_is_last":true,"title":["金利平価とフォワード・プレミアム・パズル"],"weko_creator_id":"17","weko_shared_id":-1},"updated":"2023-11-13T01:38:53.218070+00:00"}