Jump to main content

yr 〜
yr

Search results 15

Money and Housing Equity,Financial Asset Pricing in a Cash-in-Advance Economy : 日米の比較分析にもとつく資産価格決定及び資産市場のダイナミクスに関する理論的研究

Money and Housing Equity,Financial Asset Pricing in a Cash-in-Advance Economy : 日米の比較分析にもとつく資産価格決定及び資産市場のダイナミクスに関する理論的研究
Paper図書
朴, 哲洙, 熊本学園大学1996-1998<Y151-H08630019>
National Diet Library
  • Subject HeadingAsset Pricing market micrustructure risk Premium

Time-varying ambiguity shocks and business cycles

Time-varying ambiguity shocks and business cycles
Digital文書・図像類
Asano, Takao, Cai, Xiaojing, Sakemoto, RyutaInstitute of Economic Research, Kyoto University2023-08KIER Discussion Paper1094p.1-30
Available onlineOther Libraries in Japan
  • Subject HeadingAmbiguity Risk premiums Uncertainty TVP-VAR E32 E44

Cross-stock market spillovers through variance risk premiums and equity flows

Cross-stock market spillovers through variance risk premiums and equity flows
Digital文書・図像類
Hattori, Masazumi, Shim, Ilhyock, Sugihara, YoshihikoInstitute of Economic Research, Hitotsubashi University2018-02
Available onlineOther Libraries in Japan
  • Summary, etc.We estimate variance risk premiums (VRPs) in the......ance-diffusive risk premium (DRP) and variance-jump risk premium (JRP). Daily VAR analysis rev...
  • Subject Headingcross-stock market correlation emerging market economy equity fund flow variance risk premium

An Equilibrium Model of Term Structures of Bonds and Equities

An Equilibrium Model of Term Structures of Bonds and Equities
Digital文書・図像類
高見澤, 秀幸Hitotsubashi University Center for Financial Research2018-07-01
Available onlineOther Libraries in Japan
  • Summary, etc....re of dividend risk premiums with a negative slope, both ...
  • Subject Heading...Dividend strip Risk premium Sharpe ration Recursive utili...

Quadratic Gaussian Joint Pricing Model for Stocks and Bonds : Theory and Empirical Analysis

Quadratic Gaussian Joint Pricing Model for Stocks and Bonds : Theory and Empirical Analysis
Digital文書・図像類
Kikuchi, KentaroCenter for Risk Research (CRR), Shiga University2015-01CRR Discussion Paper, Series BNo. B-14p.1-22
Other Libraries in Japan
  • Subject Headingrisk premium quadratic Gaussian term struc...
  • Note (General)...e estimate the risk premiums for stocks an......affected these risk premiums. identifier:CRR Discussion P...

Market Variance Risk Premiums in Japan as Predictor Variables and Indicators of Risk Aversion

Market Variance Risk Premiums in Japan as Predictor Variables and Indicators of Risk Aversion
Digital文書・図像類
Ubukata, Masato, Watanabe, ToshiakiInstitute of Economic Research, Hitotsubashi University2011-12
Available onlineOther Libraries in Japan
  • Summary, etc....arket variance risk premium (VRP) in Japan on the Nikkei ...
  • Subject Headingvariance risk premium predictability realized varia...

Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data

Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data
Digital文書・図像類
Shimizu, Chihiro, Diewert, W. Erwin, Nishimura, Kiyohiko G., Watanabe, TsutomuUTokyo Price Project2015-02JSPS Grants-in-Aid for Scientific Research (S) Understanding Persistent Deflation in Japan Working Paper Series066
Other Libraries in Japan
  • Subject Heading...sion Tobin’s q risk premium

How Are Property Investment Returns Determined? : Estimating the Micro-Structure of Asset Prices, Property Income, and Discount Rates

How Are Property Investment Returns Determined? : Estimating the Micro-Structure of Asset Prices, Property Income, and Discount Rates
Digital文書・図像類
Shimizu, ChihiroInstitute of Economic Research, Hitotsubashi University2014-09
Available onlineOther Libraries in Japan
  • Summary, etc....ount rates and risk premiums formed by asset markets and ...
  • Subject Heading...eity Tobin’s q Risk premium

Firm-driven management for longevity risk : Analysis of lump-sum forward payments in Japanese nursing homes

Firm-driven management for longevity risk : Analysis of lump-sum forward payments in Japanese nursing homes
Paper文書・図像類
Sugawara, Shinya日本経済国際共同センター2013-11Discussion paper series. CIRJE-FCIRJE-F-908
Other Libraries in Japan
  • Subject HeadingNursing home Longevity risk Risk premium Long-term care in Japan Nonpa...

Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data

Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data
Digital文書・図像類
Shimizu, C., Diewert, W. E., Nishimura, K. G., Watanabe, T.UTokyo Price Project2013-02JSPS Grants-in-Aid for Scientific Research (S) Understanding Persistent Deflation in Japan Working Paper Series004
Other Libraries in Japan
  • Subject Heading...sion Tobin's q risk premium

Exchange Rates and Fundamentals: Closing a Two-country Model

Exchange Rates and Fundamentals: Closing a Two-country Model
Digital文書・図像類
加納, 隆Graduate School of Economics, Hitotsubashi University2014-08-03
Available onlineOther Libraries in Japan
  • Subject Heading...s Debt elastic risk premium Backus-Smith puzzle

企業間のディスクロージャーの違いが株式プレミアムに与える影響に関する実証分析

企業間のディスクロージャーの違いが株式プレミアムに与える影響に関する実証分析
Paper文書・図像類
坂本, 淳Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2018-01Discussion Papers In Economics And Business17-11-Rev.p.1-30
Other Libraries in Japan
  • Subject Headingディスクロージャー リスクプレミアム Fama-French3 ファクターモデル Disclosure Risk premium Fama-French 3factor model

The Effects of Financial and Real Shocks, Structural Vulnerability and Monetary Policy on Exchange Rates from the Perspective of Currency Crises Models

The Effects of Financial and Real Shocks, Structural Vulnerability and Monetary Policy on Exchange Rates from the Perspective of Currency Crises Models
Digital文書・図像類
Nakatani, RyotaUTokyo Price Project2014-12JSPS Grants-in-Aid for Scientific Research (S) Understanding Persistent Deflation in Japan Working Paper Series061
Other Libraries in Japan
  • Subject Heading...uctivity Shock Risk Premium Monetary Policy Elasticity JE...

Exchange Rates and Fundamentals : Closing a Two-country Model

Exchange Rates and Fundamentals : Closing a Two-country Model
Digital文書・図像類
Kano, TakashiUTokyo Price Project2013-09JSPS Grants-in-Aid for Scientific Research (S) Understanding Persistent Deflation in Japan Working Paper Series017
Other Libraries in Japan
  • Subject Heading...s Debt elastic risk premium JEL Classi cation Number: E31...

The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market

The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market
Paper文書・図像類
Baba, Naohiko, Nakashima, Motoharu, Shigemi, Yosuke, Ueda, Kazuo日本経済国際共同センター2005-04Discussion paper series. CIRJE-FCIRJE-F-339
Other Libraries in Japan
  • Subject Heading...Deposit Credit Risk Premium JEL Classification Numbers: E...

Reached to the end of result.

RSS