Consumption Risk and the Cross-Section of Government Bond Returns


Autoria(s): Abhyankar, Abhay; Klinkowska, Olga; Lee, Soyeon
Contribuinte(s)

University of Aberdeen, Accountancy & Finance, Accountancy

Data(s)

05/08/2016

05/08/2016

01/06/2015

20/12/2001

Resumo

Peer reviewed

Postprint

Postprint

Formato

21

Identificador

Abhyankar , A , Klinkowska , O & Lee , S 2015 , ' Consumption Risk and the Cross-Section of Government Bond Returns ' Journal of Empirical Finance , vol 32 , pp. 180-200 . DOI: 10.1016/j.jempfin.2015.03.015

0927-5398

PURE: 48950261

PURE UUID: 13254fcf-1df0-4d0c-af1d-a3fe90f1a32b

http://hdl.handle.net/2164/6373

http://dx.doi.org/10.1016/j.jempfin.2015.03.015

Idioma(s)

eng

Relação

Journal of Empirical Finance

Direitos

NOTICE: this is the author’s version of a work that was accepted for publication in Journal of Empirical Finance. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in JOURNAL OF EMPIRICAL FINANCE, [VOL 32, (2015)] DOI: 10.1016/j.jempfin.2015.03.015 This manuscript is distributed in accordance with the Creative Commons Attribution Non Commercial-No Derivs (CC BY-NC-ND 4.0) license, which permits others to distribute this work non-commercially provided the original work is properly cited and the use is non-commercial. See: http://creativecommons.org/licenses/by-nc-nd/4.0/

Palavras-Chave #Epstein–Zin–Weil preferences #consumption risk #asset pricing tests #government bonds #factor analysis #HB Economic Theory #HB
Tipo

Journal article