{"created":"2023-06-20T13:02:35.271823+00:00","id":878,"links":{},"metadata":{"_buckets":{"deposit":"7c3efd6d-3bd2-48a5-98f0-3b4eef897c0d"},"_deposit":{"created_by":3,"id":"878","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"878"},"status":"published"},"_oai":{"id":"oai:osu.repo.nii.ac.jp:00000878","sets":["19:118:117"]},"author_link":["1353","1355","1354"],"item_2_biblio_info_14":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2013-03","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"205","bibliographicPageStart":"197","bibliographicVolumeNumber":"14","bibliographic_titles":[{"bibliographic_title":"大阪産業大学経済論集"}]}]},"item_2_creator_6":{"attribute_name":"著者名(日)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"尾崎, 祐介"}],"nameIdentifiers":[{}]}]},"item_2_creator_7":{"attribute_name":"著者名よみ","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"オサキ, ユウスケ"}],"nameIdentifiers":[{}]}]},"item_2_creator_8":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"OSAKI, Yusuke","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_2_description_1":{"attribute_name":"ページ属性","attribute_value_mlt":[{"subitem_description":"P(論文)","subitem_description_type":"Other"}]},"item_2_description_11":{"attribute_name":"抄録(日)","attribute_value_mlt":[{"subitem_description":"回帰依存で表現されたバックグラウンドリスクが存在する資産市場を考え,そのバックグラウンドリスクが資産価格に与える影響について考察する。絶対的リスク回避度が減少関数,かつ相対的リスク回避度が1以下の場合,回帰依存バックグラウンドリスクが資産価格を小さくすることを示した。","subitem_description_type":"Other"}]},"item_2_description_12":{"attribute_name":"抄録(英)","attribute_value_mlt":[{"subitem_description":"This paper considers a static existing asset market with dependent background risk, which is described as regression dependence. We examine a condition of preferences to determine that a dependent background risk decreases equilibrium asset prices. In such a condition, absolute risk aversion decreases and relative risk aversion is less than unity.","subitem_description_type":"Other"}]},"item_2_source_id_13":{"attribute_name":"雑誌書誌ID","attribute_value_mlt":[{"subitem_source_identifier":"AA11394639","subitem_source_identifier_type":"NCID"}]},"item_2_text_2":{"attribute_name":"記事種別(日)","attribute_value_mlt":[{"subitem_text_value":"論文"}]},"item_2_text_3":{"attribute_name":"記事種別(英)","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"Article"}]},"item_2_text_9":{"attribute_name":"著者所属(日)","attribute_value_mlt":[{"subitem_text_value":"大阪産業大学経済学部"}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2013-03-01"}],"displaytype":"detail","filename":"KJ00008649405.pdf","filesize":[{"value":"13.9 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"url":"https://osu.repo.nii.ac.jp/record/878/files/KJ00008649405.pdf"},"version_id":"1ce71d48-058f-4878-a14a-5f356350baca"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"回帰依存","subitem_subject_scheme":"Other"},{"subitem_subject":"株価プレミアムパズル","subitem_subject_scheme":"Other"},{"subitem_subject":"均衡価格","subitem_subject_scheme":"Other"},{"subitem_subject":"バックグラウンドリスク","subitem_subject_scheme":"Other"},{"subitem_subject":"regression dependence","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"equity premium puzzle","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"equilibrium price","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"background risk","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"回帰依存バックグラウンドリスクが資産価格に与える影響","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"回帰依存バックグラウンドリスクが資産価格に与える影響"},{"subitem_title":"The Effect of Regression Dependent Background Risk on Asset Prices","subitem_title_language":"en"}]},"item_type_id":"2","owner":"3","path":["117"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-03-01"},"publish_date":"2013-03-01","publish_status":"0","recid":"878","relation_version_is_last":true,"title":["回帰依存バックグラウンドリスクが資産価格に与える影響"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2023-06-20T13:41:15.793517+00:00"}