Resolving the puzzling intertemporal relation between the market risk premium and conditional market variance: A two-factor approach

Journal of Finance

Volumn 53, Issue 2, 1998, Pages 575-603

  Scruggs, John T ^a  

^a WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039165833     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.235793     Document Type: Article

References (36)

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