The University of Osaka Researchers

Yamane Akiko

山根　明子

Yamane Akiko

山根　明子

Graduate School of Economics, Specially Appointed Associate Professor (Full Time)

Implied Equity Duration: Lessons from the Japanese Financial Crises

Yuichi Fukuta, AKiko Yamane

Discussion Papers in Economics and Business, Osaka University, No.24-08　Vol. 24-08　2024/07
Value premium and implied equity duration in the Japanese stock market

Yuichi Fukuta, Akiko Yamane

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY　Vol. 39　p. 102-121　2015/11　Research paper (scientific journal)
Cash flow beta and value premium

NFA Annual Conference 2014 Proceedings　2014/05　Research paper (scientific journal)
日本の株式市場におけるバリュープレミアムに関する研究

博士論文　2011/03　Research paper (scientific journal)
The value effect: consumption-based capital asset pricing model (CCAPM) and implied equity duration

Security analysts journal　Vol. 48　No. 12　p. 39-46　2010/12　Research paper (scientific journal)
Publisher:
An Empirical Study on Consumption Based Asset Pricing Models with Habit Formation: An Application to Value Effects

Akiko Yamane, Yuichi Fukuta

No. 26　p. 3-23　2009/09　Research paper (scientific journal)
Publisher:

Implied Equity Duration: Lessons from Japanese Financial Crises

Akiko Yamane

NFA the 5th Fall Conference　2023/11/11
Cash flow beta and value premium

Akiko Yamane

NFA Annual Conference 2014　2014/05/31
Value Premium and Implied Equity Duration in the Japanese Stock Market

Akiko Yamane

NFA Annual Conference 2010　2010/05/22

Content Published in the University of Osaka Institutional Repository (OUKA)