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

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050 4 ‡aHG201 ‡b.D57 v.2000-E-5
100 1 ‡aBaba, Naohiko
245 1 0 ‡aTesting the ex ante relationship between asset and investment returns in Japan : ‡ban application of the P-CAPM to the Japanese asset returns / ‡cNaohiko Baba
246 3 ‡aApplication of the Productivity-Capital Asset Pricing Model to Japanese asset returns
246 3 0 ‡aApplication of the P-CAPM to Japanese asset returns
260 ‡aTokyo, Japan : ‡bInstitute for Monetary and Economic Studies, Bank of Japan, ‡c[2000]
300 ‡a49 p. : ‡bill. ; ‡c30 cm
490 0 ‡aDiscussion paper series ; ‡vdiscussion paper 2000-E-5
538 ‡aMode of access: Internet.
650 0 ‡aRate of return ‡zJapan ‡xForecasting ‡zEconometric models
650 0 ‡aCapital assets pricing model ‡zJapan
710 2 ‡aNihon Ginkō. ‡bKinʼyū Kenkyūjo
793 0 ‡aOpen access resource; selected by the UCSD Libraries. ‡pWorking papers (IMES Discussion)
CID ‡a007235942
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DAT 1 ‡a20120815110824.0 ‡b2023-09-20T17:34:50Z
DAT 2 ‡a2023-09-20T17:30:02Z
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