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. (ABDC_2022: A*; ABS_2021: 4*; VHB_3: A+; FT_50_2016: yes)
Publication type
Article in Scientific Journal
Persons
Organizational Units
- Institute for Finance