On stable factor structures in the pricing of risk: Do time-varying betas help or hurt?

Journal of Finance

Volumn 53, Issue 2, 1998, Pages 549-573

  Ghysels, Eric ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041022517     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.224803     Document Type: Article

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