Time-Varying State Variable Risk Premia in the Icapm

AuthID
P-00S-KBZ
3
Author(s)
Barroso, P
·
Karehnke, P
Document Type
Article
Year published
2021
Published
in JOURNAL OF FINANCIAL ECONOMICS, ISSN: 0304-405X
Volume: 139, Issue: 2, Pages: 428-451 (24)
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Publication Identifiers
Scopus: 2-s2.0-85089248040
Wos: WOS:000608118900005
Source Identifiers
ISSN: 0304-405X
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