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Common Risk Factors and the Macroeconomy: New Evidence from the Japanese Stock Market
| Metadata Label | Value |
|---|---|
| Author(s): | Lechthaler, Filippo, Bretschger, Lucas |
| Publisher: | Eidgenössische Technische Hochschule Zürich, CER-ETH - Center for Economic Research at ETH Zurich |
| Citation: | Lechthaler, Filippo and Bretschger, Lucas. Common Risk Factors and the Macroeconomy: New Evidence from the Japanese Stock Market. Eidgenössische Technische Hochschule Zürich, CER-ETH - Center for Economic Research at ETH Zurich (2012). http://dx.doi.org/10.3929/ethz-a-007207603 |
| Document Type: | Reports |
| Documents: |
Text
(878.16KB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Common Risk Factors and the Macroeconomy: New Evidence from the Japanese Stock Market |
| Author(s) |
Lechthaler, Filippo Bretschger, Lucas |
| Publication Place | Zürich |
| Publisher | Eidgenössische Technische Hochschule Zürich, CER-ETH - Center for Economic Research at ETH Zurich |
| Publication Date | 2012 |
| Series | Working paper / CER-ETH 12/160 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-007207603 |
| Subject(s) |
Economics, Law and Politics, General Operations Research |
| Keyword(s) |
PORTFOLIO SELECTION FINANCIAL MARKETS MACROECONOMIC MODELS JAPAN . STATE. NIPPON |
| Organisational Unit | Center of Economic Research at ETH |
| Online Publication Date | 2012 |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Text |
eth-5511-01.pdf |
application/pdf | 878.16KB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=007207603 |
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E-Collection record created: Wed, 25 Apr 2012, 04:34:29 CET