Student or educator? Sign up with your school email and get 6 months of Pro free.
CoChat
Sign Up
Cited by 1,732

The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.

The Variation of Economic Risk Premiums

Open access
Ferson, Wayne E., Harvey, Campbell R.·1991·Journal of Political Economy
DOI 10.1086/261755
Open this paper in CoChat — free account

Abstract

This paper provides an analysis of the predictable components of monthly common stock and bond portfolio returns. Most of the predictability is associated with sensitivity to economic variables in a rational asset pricing model with multiple betas. The stock market risk premimum is the most important for capturing predictable variation of the stock portfolios, while premiums associated with interest rate risks capture predictability of the bond returns. Time variation in the premium for beta risk is more important than changes in the betas.

Overview

The claims and statistics of this paper haven’t been checked yet.

Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.

A few free checks a day · papers already verified open instantly · results are public

Integrity signals

Registry

Crossref · 10.1086/261755

Cites

2 of 2 references verified0 citation errors · 0 not checkable

Statistics

Verification

Claims the paper makes

The claims and statistics of this paper haven’t been checked yet.

Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.

A few free checks a day · papers already verified open instantly · results are public

Self-check

Percentages, sums and reported differences re-computed from the paper’s own numbers.

The self-check needs the paper’s full text.

Citations

Cites

Show all 2 references

Cited by

See all 1,732

Metadata

Authors
Ferson, W. E., & Harvey, C. R.
Venue
Journal of Political Economy
Publisher
University of Chicago Press
Published
1991-04
Volume
99
Issue
2
Pages
385-415
ISSN
  • 0022-3808 (ISSN-L)
  • 1537-534X
DOI
10.1086/261755
OpenAlex
W2006808353
Cited by
1,732
References
2
FWCI
52.44
Type
journal article
Language
en
Open access
green

About these checks

Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.

Statistics and arithmetic are recomputed, not judged.

Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.

What counts as a claim ›How we measure confidence ›How we check this ›

Are you an author, or do you see a problem with this page? Request a review

How to cite

Cite CoChat for the checks on this page, and the paper for its own findings.

This page
CoChat. (2026). Citation check: The Variation of Economic Risk Premiums. https://app.cochat.ai/papers/10.1086/261755
The paper
Ferson, W. E., & Harvey, C. R. (1991). The Variation of Economic Risk Premiums. Journal of Political Economy. https://doi.org/10.1086/261755

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.