Time-varying state vaiable risk premia in the ICAPM

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

• Assoc. Prof. Pedro Barroso

Organizational Units

• Institute for Finance

DOI