Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan
| Year of publication: |
1997
|
|---|---|
| Authors: | Hamori, Shigeyuki |
| Published in: |
Japan and the World Economy. - Elsevier, ISSN 0922-1425. - Vol. 9.1997, 3, p. 413-430
|
| Publisher: |
Elsevier |