Exploring the Role of Money in Asset Pricing in Japan: Monetary Considerations and Stochastic Discount Factors
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Cited by:
- Hideaki Tamura & Yoichi Matsuabayashi, 2016. "Alternative Resolution to the Mehra?Prescott Puzzle: Verification by the Original Data," Discussion Papers 1634, Graduate School of Economics, Kobe University.
- Hibiki Ichiue & Shusaku Nishiguchi, 2015.
"Inflation Expectations And Consumer Spending At The Zero Bound: Micro Evidence,"
Economic Inquiry, Western Economic Association International, vol. 53(2), pages 1086-1107, April.
- Hibiki Ichiue & Shusaku Nishiguchi, 2013. "Inflation Expectations and Consumer Spending at the Zero Bound: Micro Evidence," Bank of Japan Working Paper Series 13-E-11, Bank of Japan.
- Akihiko Noda & Shunsuke Sugiyama, 2010. "Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan," Economics Bulletin, AccessEcon, vol. 30(1), pages 524-533.
- repec:kob:wpaper:1634 is not listed on IDEAS
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JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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