Department of Economics, Stern School of Business, New York University. I am grateful to David Backus, Paul Wachtel, and two anonymous referees for their comments and suggestions.
Expected Returns, Time-varying Risk, and Risk Premia
Version of Record online: 30 APR 2012
© 1994 the American Finance Association
The Journal of Finance
Volume 49, Issue 2, pages 655–679, June 1994
How to Cite
EVANS, M. D. D. (1994), Expected Returns, Time-varying Risk, and Risk Premia. The Journal of Finance, 49: 655–679. doi: 10.1111/j.1540-6261.1994.tb05156.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!