Matches in SemOpenAlex for { <https://semopenalex.org/work/W3169804300> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W3169804300 abstract "This paper provides an empirical investigation of the effects of the Bank of Japan's exchange traded funds (ETF) purchases on risk premia in the stock markets. The analysis examines the following two indicators of risk premia: equity risk premium implied by Nikkei 225 option prices, and yield spreads of individual stocks. The former indicator is analyzed at daily frequency, and the latter is analyzed at weekly frequency. The analysis also examines how the effects of ETF purchases vary depending on market conditions and the size of ETF purchases. The results show that the Bank of Japan's ETF purchases have lowering effects on risk premia. The results also suggest that the lowering effects are larger (1) the lower the stock price index relative to its moving average trend, (2) the higher the volatility in the stock market when the stock price index is below its trend, (3) the larger the percentage decline in the stock price index immediately before the purchases, and (4) the larger the size of the purchases." @default.
- W3169804300 created "2021-06-22" @default.
- W3169804300 creator A5026609245 @default.
- W3169804300 creator A5038235580 @default.
- W3169804300 creator A5077089757 @default.
- W3169804300 date "2021-01-01" @default.
- W3169804300 modified "2023-09-27" @default.
- W3169804300 title "Supplementary Paper Series for the Assessment (1): The Effects of the Bank of Japan's ETF Purchases on Risk Premia in the Stock Markets" @default.
- W3169804300 hasPublicationYear "2021" @default.
- W3169804300 type Work @default.
- W3169804300 sameAs 3169804300 @default.
- W3169804300 citedByCount "0" @default.
- W3169804300 crossrefType "posted-content" @default.
- W3169804300 hasAuthorship W3169804300A5026609245 @default.
- W3169804300 hasAuthorship W3169804300A5038235580 @default.
- W3169804300 hasAuthorship W3169804300A5077089757 @default.
- W3169804300 hasConcept C10138342 @default.
- W3169804300 hasConcept C106159729 @default.
- W3169804300 hasConcept C127413603 @default.
- W3169804300 hasConcept C136764020 @default.
- W3169804300 hasConcept C149782125 @default.
- W3169804300 hasConcept C151541453 @default.
- W3169804300 hasConcept C151730666 @default.
- W3169804300 hasConcept C162324750 @default.
- W3169804300 hasConcept C17744445 @default.
- W3169804300 hasConcept C199539241 @default.
- W3169804300 hasConcept C199728807 @default.
- W3169804300 hasConcept C200870193 @default.
- W3169804300 hasConcept C204036174 @default.
- W3169804300 hasConcept C2777382242 @default.
- W3169804300 hasConcept C2780299701 @default.
- W3169804300 hasConcept C2780762169 @default.
- W3169804300 hasConcept C41008148 @default.
- W3169804300 hasConcept C556758197 @default.
- W3169804300 hasConcept C78519656 @default.
- W3169804300 hasConcept C86803240 @default.
- W3169804300 hasConcept C88389905 @default.
- W3169804300 hasConcept C91602232 @default.
- W3169804300 hasConceptScore W3169804300C10138342 @default.
- W3169804300 hasConceptScore W3169804300C106159729 @default.
- W3169804300 hasConceptScore W3169804300C127413603 @default.
- W3169804300 hasConceptScore W3169804300C136764020 @default.
- W3169804300 hasConceptScore W3169804300C149782125 @default.
- W3169804300 hasConceptScore W3169804300C151541453 @default.
- W3169804300 hasConceptScore W3169804300C151730666 @default.
- W3169804300 hasConceptScore W3169804300C162324750 @default.
- W3169804300 hasConceptScore W3169804300C17744445 @default.
- W3169804300 hasConceptScore W3169804300C199539241 @default.
- W3169804300 hasConceptScore W3169804300C199728807 @default.
- W3169804300 hasConceptScore W3169804300C200870193 @default.
- W3169804300 hasConceptScore W3169804300C204036174 @default.
- W3169804300 hasConceptScore W3169804300C2777382242 @default.
- W3169804300 hasConceptScore W3169804300C2780299701 @default.
- W3169804300 hasConceptScore W3169804300C2780762169 @default.
- W3169804300 hasConceptScore W3169804300C41008148 @default.
- W3169804300 hasConceptScore W3169804300C556758197 @default.
- W3169804300 hasConceptScore W3169804300C78519656 @default.
- W3169804300 hasConceptScore W3169804300C86803240 @default.
- W3169804300 hasConceptScore W3169804300C88389905 @default.
- W3169804300 hasConceptScore W3169804300C91602232 @default.
- W3169804300 hasLocation W31698043001 @default.
- W3169804300 hasOpenAccess W3169804300 @default.
- W3169804300 hasPrimaryLocation W31698043001 @default.
- W3169804300 hasRelatedWork W1031982865 @default.
- W3169804300 hasRelatedWork W1544794764 @default.
- W3169804300 hasRelatedWork W1966268097 @default.
- W3169804300 hasRelatedWork W1984852628 @default.
- W3169804300 hasRelatedWork W2014240422 @default.
- W3169804300 hasRelatedWork W2061826087 @default.
- W3169804300 hasRelatedWork W2072584487 @default.
- W3169804300 hasRelatedWork W2079733626 @default.
- W3169804300 hasRelatedWork W2131675768 @default.
- W3169804300 hasRelatedWork W2203572631 @default.
- W3169804300 hasRelatedWork W2348916340 @default.
- W3169804300 hasRelatedWork W2766632081 @default.
- W3169804300 hasRelatedWork W2801064462 @default.
- W3169804300 hasRelatedWork W2989997626 @default.
- W3169804300 hasRelatedWork W2993147132 @default.
- W3169804300 hasRelatedWork W3122378938 @default.
- W3169804300 hasRelatedWork W3122506782 @default.
- W3169804300 hasRelatedWork W3124053973 @default.
- W3169804300 hasRelatedWork W3130701508 @default.
- W3169804300 hasRelatedWork W2185870958 @default.
- W3169804300 isParatext "false" @default.
- W3169804300 isRetracted "false" @default.
- W3169804300 magId "3169804300" @default.
- W3169804300 workType "article" @default.