This is taken from La Baker's legendary concert at Carnegie Hall, recorded on June 5, 1973.
Unfortunately this is the only recording ever commercially released of La Baker singing this number, & it is only available on her album "Recorded Live at Carnegie Hall". To make matters worse, Baker's voice was terribly hoarse during this performance, so her vocals are nowhere near what they would have been otherwise, at least technically.
Even though she is hoarse, her emotion & feeling of the lyrics shines through, which is most important with such a song. The times were certainly a-changin' when the great Joséphine Baker stepped out onto the stage of Carnegie Hall that day in 1973, & one can easily hear that she was very pleased that, finally, after all she had been through in her incredible life, she had lived too see it - for it consumed her very existence.
Bob Dylan was in the audience for one Baker's Carnegie Hall performances, so I'm sure it's safe to say that he gave her the go-ahead for this cover (his back-up singer Carol Dennis would replace Baker's voice in the 1990 HBO movie, though not very well). Aside from Dylan's own original version, I doubt that there exists another rendition of "The Times They Are a-Changin'" that can touch La Baker's performance here. She was probably more qualified to sing this song than anyone aside from Dylan himself.