Testing the ex ante relationship between asset and investment returns in Japan :
an application of the P-CAPM to the Japanese asset returns /
Naohiko Baba

Description

Main Author

Baba, Naohiko

Related Names

Nihon Ginkō. Kinʼyū Kenkyūjo

Language(s)

English

Published

Tokyo, Japan : Institute for Monetary and Economic Studies, Bank of Japan, [2000]

Subjects

Rate of return > Rate of return / Japan > Rate of return / Japan / Forecasting > Rate of return / Japan / Forecasting / Econometric models
Capital assets pricing model > Capital assets pricing model / Japan

Physical Description

49 p. : ill. ; 30 cm

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