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Arbitrage Pricing Theory asset pricing model asset returns Bank of Japan Choi conditional APT covariance matrix currency risk default risk premium diagnostic tests Dumas and Solnik Empirical equity premium puzzle Estimated Pricing Coefficients Euler equations ex ante pricing foreign exchange rate framework GMM estimation government bond Hansen and Jagannathan's Hiraki implied series industrial production industry portfolios information set instrumental variables INT Z2 intertemporal Japanese stock market Journal of Finance long-term interest rate lower volatility bound market return market risk Mispricing Test Monetary Policy Nagoya Stock Exchanges Nikko Securities null hypothesis p-value potential risk factors priced ex pricing kernels pricing of currency real interest rate reported in parentheses risk is priced risk-free interest rate series of stochastic significant sole risk factor specification stochastic discount factor stock returns Takezawa term structure th risky asset unexpected inflation values are reported vector Volatility Bound Test Wald Statistic Wald test