Title of article
Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan
Author/Authors
Shigeyuki Hamori، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
18
From page
413
To page
430
Keywords
Risk premium , Conditional CAPM , GMM
Journal title
Japan and the World Economy
Serial Year
1997
Journal title
Japan and the World Economy
Record number
228323
Link To Document