Details about Kenji Wada

Access statistics for papers by Kenji Wada.

Last updated 2011-05-06. Update your information in the RePEc Author Service.

Short-id: pwa373

Working Papers

2009

1. Uninsurable Risk and Financial Market Puzzles
   MPRA Paper, University Library of Munich, Germany View citations (4)

2001

2. Can Government Collect Resources Without Hurting Investors: Taxation of Returns From Assets
   Working Papers, Harris School of Public Policy Studies, University of Chicago View citations (1)

Journal Articles

2011

1. Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures
   Economics Bulletin, 2011, 31, (2), 1183-1187

2008

2. Consumption behavior, asset returns, and risk aversion: Evidence from the Japanese household survey
   Japan and the World Economy, 2008, 20, (1), 1-18 View citations (3)

2007

3. The Knightian uncertainty and the risk premium and the risk free rate puzzles in Japan and the U.S
   Economics Letters, 2007, 95, (3), 386-393 View citations (1)

2006

4. Is low international risk sharing consistent with a high equity premium? A reconciliation of two puzzles
   Economics Letters, 2006, 93, (3), 436-442 View citations (4)

2004

5. Informational content of stock exchanges versus over-the-counter markets: the behaviour of stock indices around the Asian financial crisis in Japan and Korea
   Applied Economics Letters, 2004, 11, (15), 949-955

2003

6. Crisis and Creative Destruction: Cases of Korean and Japanese Stock Markets
   Asia-Pacific Financial Markets, 2003, 10, (4), 301-317