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

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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
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E-Collection record created: Wed, 25 Apr 2012, 04:34:29 CET