Time-varying state vaiable risk premia in the ICAPM

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Reference

Barroso, P., Boons, M., & Karehnke, P. (2021). Time-varying state vaiable risk premia in the ICAPM. Journal of Financial Economics, 139(2), 428-451.

Publication type

Article in Scientific Journal

Persons

Organizational Units

  • Institute for Finance

DOI

http://dx.doi.org/https://doi.org/10.1016/j.jfineco.2020.07.016