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

Author(s)

• 日本銀行金融研究所 ニホン ギンコウ キンユウ ケンキュウジョ

Bibliographic Information

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

（IMES discussion paper series, no. 2000-E-5）

Institute for Monetary and Economic Studies, Bank of Japan, 2000

Note

Bibliography: p. 32-35

Details

• NCID: BA46228532
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Tokyo
• Pages/Volumes: 48 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BN15051361