Title: TIME-VARYING RISK PERCEPTIONS AND THE PRICING OF RISKY ASSETS
Abstract: Journal Article TIME-VARYING RISK PERCEPTIONS AND THE PRICING OF RISKY ASSETS Get access BENJAMIN M. FRIEDMAN, BENJAMIN M. FRIEDMAN Search for other works by this author on: Oxford Academic Google Scholar KENNETH N. KUTTNER KENNETH N. KUTTNER * The authors are grateful to Robert Engle and Tim Bollerslev for making their computer program available and for numerous helful discussions; to John Campbell, Gary Chamberlain, Anthony Courakis, Alex Kane, Robert Merton, Lawrence Summers and James Stock for helpful comments on three earlier drafts; and to the National Science Foundation, the Alfred P. Sloan Foundation and the Harvard Program for Financial Research for research support Search for other works by this author on: Oxford Academic Google Scholar Oxford Economic Papers, Volume 44, Issue 4, 1992, Pages 566–598, https://doi.org/10.1093/oxfordjournals.oep.a042066 Published: 01 January 1992