{"created":"2023-06-19T09:40:23.790333+00:00","id":555,"links":{},"metadata":{"_buckets":{"deposit":"6311a0e4-771c-496b-8f0c-96b14d6f3f5c"},"_deposit":{"created_by":18,"id":"555","owners":[18],"pid":{"revision_id":0,"type":"depid","value":"555"},"status":"published"},"_oai":{"id":"oai:yasuda-u.repo.nii.ac.jp:00000555","sets":["7:66"]},"author_link":["1194","1195"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2021-02-28","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"49","bibliographicPageEnd":"226","bibliographicPageStart":"217","bibliographic_titles":[{"bibliographic_title":"安田女子大学紀要","bibliographic_titleLang":"ja"},{"bibliographic_title":"Journal of Yasuda Women's University","bibliographic_titleLang":"en"}]}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"　本論文では、東証REIT指数の月次リターンを用いて、J-REITのリスク・リターン特性に関する実証分析を行った。分析期間は2003年４月から2019年12月であり、「全期間の分析」と「３つの時期に分けた分析」を行った。推計したモデルは、株式分析で代表的なファーマフレンチの３ファクター・モデル（FF3-Model）に加えて、長短金利差、不動産実物市場に関連するファクターを追加したモデルである。分析の結果、株式市場全体の要因を表す市場ファクターの説明力が１％有意で確認された。ただし、J-REITの創設期には、市場ファクターの説明力が有意に確認されなかった。つまり、創設期とそれ以降の時期では、リスク・リターン特性に変化があると示唆された。","subitem_description_type":"Abstract"}]},"item_10002_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.24613/00000531","subitem_identifier_reg_type":"JaLC"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"安田女子大学","subitem_publisher_language":"ja"}]},"item_10002_source_id_11":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00242368","subitem_source_identifier_type":"NCID"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"0289-6494","subitem_source_identifier_type":"PISSN"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"髙田, 裕","creatorNameLang":"ja"},{"creatorName":"タカタ, ユウ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Takata, Yu","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2021-03-20"}],"displaytype":"detail","filename":"02896494049022.pdf","filesize":[{"value":"1.4 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"02896494049022.pdf","url":"https://yasuda-u.repo.nii.ac.jp/record/555/files/02896494049022.pdf"},"version_id":"94646d30-538b-4da4-a256-d974495b1016"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"J-REIT","subitem_subject_scheme":"Other"},{"subitem_subject":"マルチファクター・モデル","subitem_subject_scheme":"Other"},{"subitem_subject":"FF-3 Model","subitem_subject_scheme":"Other"},{"subitem_subject":"不動産実物市場","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":"マルチファクター・モデルとJ-REITリターン　―2003年４月から2019年12月における月次リターンの分析―","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"マルチファクター・モデルとJ-REITリターン　―2003年４月から2019年12月における月次リターンの分析―","subitem_title_language":"ja"},{"subitem_title":"The Analysis of J-REIT Monthly Return by Using Factor Model","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"18","path":["66"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2021-03-20"},"publish_date":"2021-03-20","publish_status":"0","recid":"555","relation_version_is_last":true,"title":["マルチファクター・モデルとJ-REITリターン　―2003年４月から2019年12月における月次リターンの分析―"],"weko_creator_id":"18","weko_shared_id":-1},"updated":"2024-01-31T04:05:12.827330+00:00"}