Theoretical Relations Between Risk Premiums and Conditional Variances
David Backus and
Allan Gregory ()
Working Papers from New York University, Leonard N. Stern School of Business, Department of Economics
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Journal Article: Theoretical Relations between Risk Premiums and Conditional Variances (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:ste:nystbu:92-18a
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