Nonlinear and time-varying risk premia

China Economic Review 2020 / 08 Vol. 62

Nonlinear and time-varying risk premia

Ma, Chaoqun, Mi, Xianhua, Cai, Zongwu
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Volume:
62
Journal:
China Economic Review
DOI:
10.1016/j.chieco.2020.101467
Date:
August, 2020
File:
PDF, 2.55 MB
2020
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