Testing the ex ante relationship between asset and investment returns in Japan : an application of the P-CAM to Japanese asset returns
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, 1, p. 39-72
|
Subject: | CAPM | Risikoprämie | Risk premium | Volkswirtschaftliche Investitionstheorie | Theory of aggregate investment | Kapitalstock | Capital stock | Japan | 1980-1997 |
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