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Resolving the Puzzling Intertemporal Relation between the Market Risk Premium and Conditional Market Variance: A Two-Factor Approach
Article first published online: 17 DEC 2002
DOI: 10.1111/0022-1082.235793
The American Finance Association 1998
1540-6261/asset/cover.gif?v=1&s=5192ce61b1e4bde927ebc2df55b44b4da55ef137 "The Journal of Finance")
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How to Cite
Scruggs, J. T. (1998), Resolving the Puzzling Intertemporal Relation between the Market Risk Premium and Conditional Market Variance: A Two-Factor Approach. The Journal of Finance, 53: 575–603. doi: 10.1111/0022-1082.235793
Publication History
- Issue published online: 17 DEC 2002
- Article first published online: 17 DEC 2002
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