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Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan

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Author Info
Hamori, Shigeyuki

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Article provided by Elsevier in its journal Japan and the World Economy.

Volume (Year): 9 (1997)
Issue (Month): 3 (August)
Pages: 413-430
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Handle: RePEc:eee:japwor:v:9:y:1997:i:3:p:413-430

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Web page: http://www.elsevier.com/locate/inca/505557

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  1. Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Testing Conditional Asset Pricing Models: An Emerging Market Perspective," Monash Econometrics and Business Statistics Working Papers 3/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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