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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
紙図書
朴, 哲洙, 熊本学園大学1996-1998<Y151-H08630019>
国立国会図書館
  • 件名Asset Pricing market micrustructure risk Premium

Time-varying ambiguity shocks and business cycles

Time-varying ambiguity shocks and business cycles
デジタル文書・図像類
Asano, Takao, Cai, Xiaojing, Sakemoto, RyutaInstitute of Economic Research, Kyoto University2023-08KIER Discussion Paper1094p.1-30
インターネットで読める全国の図書館
  • 件名Ambiguity 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
デジタル文書・図像類
Hattori, Masazumi, Shim, Ilhyock, Sugihara, YoshihikoInstitute of Economic Research, Hitotsubashi University2018-02
インターネットで読める全国の図書館
  • 要約等We estimate variance risk premiums (VRPs) in the......ance-diffusive risk premium (DRP) and variance-jump risk premium (JRP). Daily VAR analysis rev...
  • 件名cross-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
デジタル文書・図像類
高見澤, 秀幸Hitotsubashi University Center for Financial Research2018-07-01
インターネットで読める全国の図書館
  • 要約等...re of dividend risk premiums with a negative slope, both ...
  • 件名...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
デジタル文書・図像類
Kikuchi, KentaroCenter for Risk Research (CRR), Shiga University2015-01CRR Discussion Paper, Series BNo. B-14p.1-22
全国の図書館
  • 件名risk premium quadratic Gaussian term struc...
  • 一般注記...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
デジタル文書・図像類
Ubukata, Masato, Watanabe, ToshiakiInstitute of Economic Research, Hitotsubashi University2011-12
インターネットで読める全国の図書館
  • 要約等...arket variance risk premium (VRP) in Japan on the Nikkei ...
  • 件名variance 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
デジタル文書・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
全国の図書館
  • 件名...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
デジタル文書・図像類
Shimizu, ChihiroInstitute of Economic Research, Hitotsubashi University2014-09
インターネットで読める全国の図書館
  • 要約等...ount rates and risk premiums formed by asset markets and ...
  • 件名...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
紙文書・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
全国の図書館
  • 件名Nursing 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
デジタル文書・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
全国の図書館
  • 件名...sion Tobin's q risk premium

Exchange Rates and Fundamentals: Closing a Two-country Model

Exchange Rates and Fundamentals: Closing a Two-country Model
デジタル文書・図像類
加納, 隆Graduate School of Economics, Hitotsubashi University2014-08-03
インターネットで読める全国の図書館
  • 件名...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
紙文書・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
全国の図書館
  • 件名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
デジタル文書・図像類
Nakatani, RyotaUTokyo Price Project2014-12JSPS Grants-in-Aid for Scientific Research (S) Understanding Persistent Deflation in Japan Working Paper Series061
全国の図書館
  • 件名...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
デジタル文書・図像類
Kano, TakashiUTokyo Price Project2013-09JSPS Grants-in-Aid for Scientific Research (S) Understanding Persistent Deflation in Japan Working Paper Series017
全国の図書館
  • 件名...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
紙文書・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
全国の図書館
  • 件名...Deposit Credit Risk Premium JEL Classification Numbers: E...

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