Consumption Risk and the Cross-Section of Government Bond Returns
| 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 . , 10.1016/j.jempfin.2015.03.015 0927-5398 PURE: 48950261 PURE UUID: 13254fcf-1df0-4d0c-af1d-a3fe90f1a32b |
| 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 |
