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The consumption-wealth ratio, real estate wealth, and the Japanese stock market

Aono, Kohei (contributor); Iwaisako, Tokuo (contributor) - 2008

Persistent link: https://www.econbiz.de/10003738217

Forecasting Japanese stock returns with financial ratios and other variables

Aono, Kohei; Iwaisako, Tokuo - 2010

Persistent link: https://www.econbiz.de/10008696896

On the predictability of Japanese stock returns using dividend yield

Aono, Kohei; Iwaisako, Tokuo - 2009

Persistent link: https://www.econbiz.de/10003941811

The consumption-wealth ratio, real estate wealth, and the Japanese stock market

Aono, Kohei; Iwaisako, Tokuo - In: Japan and the world economy : international journal of … 25/26 (2013), pp. 39-51

Persistent link: https://www.econbiz.de/10009762461

On the predictability of Japanese stock returns using dividend yield

Aono, Kohei; Iwaisako, Tokuo - In: Asia-Pacific financial markets 17 (2010) 2, pp. 141-149

Persistent link: https://www.econbiz.de/10009237120

Forecasting Japanese stock returns with financial ratios and other variables

Aono, Kohei; Iwaisako, Tokuo - In: Asia-Pacific financial markets 18 (2011) 4, pp. 373-384

Persistent link: https://www.econbiz.de/10009348322

The Consumption-Wealth Ratio, Real Estate Wealth, and the Japanese Stock Market

Aono, Kohei; Iwaisako, Tokuo - Institute of Economic Research, Hitotsubashi University - 2008

The first contribution of this paper, following the works of Lettau and Ludvigson (2001a,b), is construction of the Japanese consumption-wealth ratio data series and to examine whether it explains Japanese stock market data. We find that the consumption-wealth ratio does not predict future stock...

Persistent link: https://www.econbiz.de/10005574141

Stock index autocorrelation and cross-autocorrelations of size-sorted portfolios in the Japanese market

Iwaisako, Tokuo - In: Hitotsubashi journal of economics 48 (2007) 1, pp. 95-112

Persistent link: https://www.econbiz.de/10003520483

Household portfolios in Japan

Iwaisako, Tokuo - In: Japan and the world economy : international journal of … 21 (2009) 4, pp. 373-382

Persistent link: https://www.econbiz.de/10003945630

Saving-investment balance and fiscal sustainability of Japan : a view from the JGB market

Iwaisako, Tokuo - 2012

Persistent link: https://www.econbiz.de/10009569628