Time-varying risk aversion and asset prices

Journal of Banking and Finance

Volumn 31, Issue 1, 2007, Pages 243-257

  Li, George ^a  

^a SAN FRANCISCO STATE UNIVERSITY   (United States)

Author keywords

Asset prices; Equity premium; Return volatility; Risk aversion

Indexed keywords

EID: 33845323677     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.02.005     Document Type: Article

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