مرکز منطقه ای اطلاع رساني علوم و فناوري - Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan

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 :

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 :