Asset Pricing in Japan
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Volume (Year): 12 (1998)
Issue (Month): 2 (June)
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References listed on IDEAS
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- Phillippe Weil, 1997. "The Equity Premium Puzzle and the Risk-Free Rate Puzzle," Levine's Working Paper Archive 1833, David K. Levine.
- Matthew D. Shapiro & N. Gregory Mankiw, 1985.
"Risk and Return: Consumption Beta Versus Market Beta,"
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738, Cowles Foundation for Research in Economics, Yale University.
- Mankiw, N Gregory & Shapiro, Matthew D, 1986. "Risk and Return: Consumption Beta versus Market Beta," The Review of Economics and Statistics, MIT Press, vol. 68(3), pages 452-59, August.
- Singleton, Kenneth J., 1990. "Specification and estimation of intertemporal asset pricing models," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 12, pages 583-626 Elsevier.
- R. Mehra & E. Prescott, 2010.
"The equity premium: a puzzle,"
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1401, David K. Levine.
- Hamori, Shigeyuki, 1992. "Test of C-CAPM for Japan: 1980-1988," Economics Letters, Elsevier, vol. 38(1), pages 67-72, January.
- Kreps, David M & Porteus, Evan L, 1978.
"Temporal Resolution of Uncertainty and Dynamic Choice Theory,"
Econometric Society, vol. 46(1), pages 185-200, January.
- David M Kreps & Evan L Porteus, 1978. "Temporal Resolution of Uncertainty and Dynamic Choice Theory," Levine's Working Paper Archive 625018000000000009, David K. Levine.
- Constantinides, George M & Duffie, Darrell, 1996.
"Asset Pricing with Heterogeneous Consumers,"
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University of Chicago Press, vol. 104(2), pages 219-40, April.
- repec:cdl:ucsbec:13-89 is not listed on IDEAS
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