Title:

Time-Varying State Variable Risk Premia in the ICAPM

Authors:

Pedro Barroso (UNSW Sydney )
Martijn Boons (U Nova)
Paul Karehnke (ESCP-EAP)

Journal:

Journal of Financial Economics

Year:

2021

Volume:

139

Number:

2

Pages:

428-451

DOI:

10.1016/j.jfineco.2020.07.016