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Persistent catastrophic shocks and equity premiums : a note

Saitō, Makoto; Suzuki, Shiba - In: Macroeconomic dynamics 18 (2014) 5, pp. 1161-1171

Persistent link: https://www.econbiz.de/10010467261

An exploration of the effect of doubt during disasters on equity premiums

Suzuki, Shiba - In: Economics letters 123 (2014) 3, pp. 270-273

Persistent link: https://www.econbiz.de/10010400171

Risks after disasters : a note on the effects of precautionary saving on equity premiums

Suzuki, Shiba - 2009

Persistent link: https://www.econbiz.de/10003854436

On the effects of pessimism toward pollution-driven disasters on equity premiums

Suzuki, Shiba; Yamagami, Hiroaki - In: Economic theory bulletin 12 (2024) 2, pp. 167-181

Persistent link: https://www.econbiz.de/10015177158

Green Bonds and Term Premiums

Suzuki, Shiba; Yamagami, Hiroaki - 2023

This study tackles a public finance issue on climate change: a carbon tax and government bonds to finance public spending for adaptation. This type of bond is known as “green bonds” and presents remarkable growth in the global market. We construct an asset-pricing model in which climate...

Persistent link: https://www.econbiz.de/10014260862

Green Bonds and Term Premiums

Suzuki, Shiba; Yamagami, Hiroaki - 2023

This study tackles a public finance issue on climate change: a carbon tax and government bonds to finance public spending for adaptation. This type of bond is known as ``green bonds" and presents remarkable growth in the global market. We construct an asset-pricing model in which climate change...

Persistent link: https://www.econbiz.de/10014257912

A simple model of incomplete insurance : the case of permanent shocks

Saitō, Makoto - In: Journal of economic dynamics & control 22 (1998) 5, pp. 763-777

Persistent link: https://www.econbiz.de/10001239290

On risk-premia in an economy with stockholders and non-stockholders : a simple explanation of Mehra and Prescott puzzle

Saitō, Makoto - 1992

Persistent link: https://www.econbiz.de/10000855676

Credit spreads on corporate bonds and the macroeconomy in Japan

Nakashima, Kiyotaka; Saitō, Makoto - In: Journal of the Japanese and international economies : … 23 (2009) 3, pp. 309-331

Persistent link: https://www.econbiz.de/10003894816

Risk premiums versus waiting-options premiums : a simple numerical example

Miyazaki, Kenji; Saitō, Makoto - In: The B.E. journal of theoretical economics 9 (2009) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10009542123