{"created":"2023-07-27T07:46:47.414642+00:00","id":21274,"links":{},"metadata":{"_buckets":{"deposit":"76751cf7-0f1d-4be9-8c33-cd59bf1831b9"},"_deposit":{"created_by":21,"id":"21274","owners":[21],"pid":{"revision_id":0,"type":"depid","value":"21274"},"status":"published"},"_oai":{"id":"oai:doshisha.repo.nii.ac.jp:00021274","sets":["4251:6216:6217:6296:6317","8:1944:2023:2044"]},"author_link":["11331"],"item_1693811493084":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_1694490770713":{"attribute_name":"権利者情報","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"DA03409702","nameIdentifierScheme":"AID"}],"rightHolderNames":[{"rightHolderLanguage":"ja","rightHolderName":"同志社大學經濟學會"},{"rightHolderLanguage":"en","rightHolderName":"The Doshisha Economic Association"}]}]},"item_1_biblio_info_14":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2007-12-20","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"3","bibliographicPageEnd":"351","bibliographicPageStart":"323","bibliographicVolumeNumber":"59","bibliographic_titles":[{"bibliographic_title":"經濟學論叢","bibliographic_titleLang":"ja"},{"bibliographic_title":"Keizaigaku-Ronso (The Doshisha University economic review)","bibliographic_titleLang":"en"}]}]},"item_1_description_12":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"本論文では金融政策と株価、あるいは株式収益率の関係について分析したいくつかの研究を考察し整理する。この問題は金融政策やファイナンスを専門にする研究者が長く取り組んできた問題である。金融政策に関心のある研究者は、金融政策が株価や株式収益率に影響を与えるかどうかに関心を持っており、この問題の理解は金融政策の波及経路の解明につながる。本論文で紹介する研究では、この解明のためにVARモデルやナレーティブ・アプローチ、イベント・スタディー、マルチファクター・モデル、不均一分散推定量アプローチなどの計量分析の手法が用いられている。ここで示した多くの研究結果は、金融政策が株価や株式収益率に統計的に有意な影響を与えることを示しており、拡張的な金融政策は株価や株式収益率を引上げるという結果が得られている。","subitem_description_language":"ja","subitem_description_type":"Abstract"},{"subitem_description":"This paper gives a selective review of literature on the relationship between monetary policy and stock returns(or stock prices). This is an area of research that has interested monetary and financial economists for a long time. Monetary economists have been interested in the question whether monetary policy has any effect on stock returns(or stock prices). Understanding the links between monetary policy and asset prices is crucially important for understanding the policy transmission mechanism. To examine the relationship between monetary policy and stock returns(or stock prices), a variety of empirical techniques which contain a VAR model, a narrative approach, an event study, a multifactor model and a heteroscedasticity-based estimator approach have been employed. Many empirical studies show that monetary policy can be helpful in predicting future stock returns(or stock prices). In many cases the evidence indicates that expansionary policy increase stock returns(or stock prices).","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_1_description_13":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"研究ノート(Note)","subitem_description_language":"ja","subitem_description_type":"Other"}]},"item_1_description_25":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_1_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.14988/pa.2017.0000012337","subitem_identifier_reg_type":"JaLC"}]},"item_1_publisher_15":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"同志社大學經濟學會","subitem_publisher_language":"ja"}]},"item_1_publisher_16":{"attribute_name":"出版者（英）","attribute_value_mlt":[{"subitem_publisher":"The Doshisha Economic 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University"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"北坂, 真一","creatorNameLang":"ja"},{"creatorName":"キタサカ, シンイチ","creatorNameLang":"ja-Kana"},{"creatorName":"Kitasaka, Shinichi","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"11331","nameIdentifierScheme":"WEKO"},{"nameIdentifier":"1000040234249","nameIdentifierScheme":"CiNii 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kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"034059030003.pdf","url":"https://doshisha.repo.nii.ac.jp/record/21274/files/034059030003.pdf"},"version_id":"ab3b4aa9-652e-44df-8bce-17ef4f1a507d"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"金融政策","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"株価","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"株式収益率","subitem_subject_language":"ja","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":"金融政策が株価に与える影響 : いくつかの論文の考察","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"金融政策が株価に与える影響 : いくつかの論文の考察","subitem_title_language":"ja"},{"subitem_title":"キンユウ セイサク ガ カブカ ニ アタエル エイキョウ : イクツカ ノ ロンブン ノ コウサツ","subitem_title_language":"ja-Kana"},{"subitem_title":"The impact of monetary policy on stock prices: a selective review","subitem_title_language":"en"}]},"item_type_id":"1","owner":"21","path":["2044","6317"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2011-03-24"},"publish_date":"2011-03-24","publish_status":"0","recid":"21274","relation_version_is_last":true,"title":["金融政策が株価に与える影響 : いくつかの論文の考察"],"weko_creator_id":"21","weko_shared_id":-1},"updated":"2023-11-10T01:03:36.362825+00:00"}