Academic Thesis

Basic information

Name Toshifumi Tokunaga
Belonging department
Occupation name
researchmap researcher code
researchmap agency

Title 

Estimating Long-run Risks in Japan

					

					

						

							

								

									
OwnerRoles 

									
								

							

						

						
Joint Author

					

					

						

							

								

									
Author 

									
								

							

						

						
Toshifumi Tokunaga
Kenji Wada

					

					

						

							

								

									
Summary 

									
								

							

						

						
本論文では, Bansal and Yaron (2004)が提唱したLRRモデルのパラメーターをGMMで推定する方法を提案したConstantinides and Ghosh (2011)の整理を行うとともに, 日本のデータを使った実証分析を行う. 

					

					

						

							

								

									
Magazine(name) 

									
								

							

						

						
Journal of Musashi University

					

					

						

							

								

									
Publisher 

									
								

							

						

						
武蔵大学経済学会

					

					

						

							

								

									
Volume 

									
								

							

						

						
第71巻

					

					

						

							

								

									
Number Of Pages 

									
								

							

						

						
第1・2・3・4号

					

					

						

							

								

									
StartingPage 

									
								

							

						

						
35

					

					

						

							

								

									
EndingPage 

									
								

							

						

						
42

					

					

						

							

								

									
Date of Issue 

									
								

							

						

						
202403

					

					

						

							

								

									
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Language 

									
								

							

						

						
Japanese

					

					

						

							

								

									
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Research papers (publications of university or research institution)

					

					

						

							

								

									
International Journal 

									
								

							

						

						
Domestic

					

					

						

							

								

									
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Not International Collabolation

					

					

						

							

								

									
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0287-1181

					

					

						

							

								

									
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Download 

									
								

							

						

						
 

					

					

						

							

								

									
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