Winter blues and time variation in the price of risk

Ian Garrett, Mark Kamstra () and Lisa Kramer

Journal of Empirical Finance, 2005, vol. 12, issue 2, 291-316

Date: 2005
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Citations: View citations in EconPapers (40)

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Working Paper: Winter blues and time variation in the price of risk (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:12:y:2005:i:2:p:291-316

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