Exploring the role of money in asset pricing in Japan : monetary considerations and stochastic discount factors
Year of publication: |
2000
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Authors: | Baba, Naohiko |
Published in: |
Monetary and economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0288-8432, ZDB-ID 878438-3. - Vol. 18.2000, 2, p. 159-198
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Subject: | CAPM | Geldmenge | Money supply | Makroökonomische Konsumfunktion | Aggregate consumption function | Cash-in-Advance-Restriktion | Cash-in-advance constraint | Schätzung | Estimation | Theorie | Theory | Japan |
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