Time-Varying State Variable Risk Premia in the ICAPM
21.58
Pedro Barroso,
Martijn Boons,
Paul Karehnke
Journal of Financial Economics,
vol. 139, 2021, p. 428-451.
Time-Varying Inflation Risk and Stock Returns
16.18
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
64.73
Martijn Boons
Journal of Financial Economics,
vol. 119, 2016, p. 489-511.