Time-Varying State Variable Risk Premia in the ICAPM
Pedro Barroso, Martijn Boons, Paul Karehnke
Journal of Financial Economics, vol. 139, 2021, p. 428-451.

Time-Varying Inflation Risk and Stock Returns
Martijn Boons, Fernando Duarte, Frans de Roon, Marta Szymanowska
Journal of Financial Economics, vol. 136, 2020, p. 444-470.

State Variables, Macroeconomic Activity, and the Cross Section of Individual Stocks
Martijn Boons
Journal of Financial Economics, vol. 119, 2016, p. 489-511.