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.

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Bibliographic Details
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Main Author:	Baba, Naohiko
Corporate Author:	Nihon Ginkō. Kin'yū Kenkyūjo
Other title:	Application of the P-CAPM to Japanese asset returns. Application of the Production-Based-Capital Asset Pricing Model to Japanese asset returns.
Format:	Book
Language:	English
Published:	Tokyo, Japan : Institute for Monetary and Economic Studies, Bank of Japan, [2000]
Series:	IMES discussion paper series ; no. 2000-E-5.
Subjects:	Rate of return > Japan > Forecasting > Econometric models. Capital assets pricing model. Moments method (Statistics) Risk > Mathematical models. Assets (Accounting) > Prices > Mathematical models. Equilibrium (Economics) > Mathematical models. Investments > Mathematical models.

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Call Number:	674-B22M 5:2000-E-5
674-B22M 5:2000-E-5	Available Place a Hold