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dc.contributor.authorAbhyankar, Abhay
dc.contributor.authorKlinkowska, Olga
dc.contributor.authorLee, Soyeon
dc.date.accessioned2016-12-02T00:30:12Z
dc.date.available2016-12-02T00:30:12Z
dc.date.issued2015-06
dc.identifier.citationAbhyankar , 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 . https://doi.org/10.1016/j.jempfin.2015.03.015en
dc.identifier.issn0927-5398
dc.identifier.otherPURE: 48950261
dc.identifier.otherPURE UUID: 13254fcf-1df0-4d0c-af1d-a3fe90f1a32b
dc.identifier.otherScopus: 84952628669
dc.identifier.urihttp://hdl.handle.net/2164/7798
dc.descriptionAcknowledgments We are grateful to the anonymous reviewers for their constructive suggestions which helped us to improve the manuscript. We would also like to thank David Babbel, Angela Black, Jordi Caballe, Laurence Copeland, Antonio Diez de los Rios, Kabir Dutta, Javier Gil-Bazo, Lynda Khalaf, Chung-Ming Kuan, Patrick Minford, Francisco Penaranda, Jesper Rangvid, Enrique Sentana and seminar participants at the Universities of Aarhus, Aberdeen, Autonoma de Barcelona, Cardiff, Carlos III de Madrid, Essex, National Central University (Taiwan), National Taiwan University, Pompeu Fabra, Reading and the participants at the 2009 Warsaw International Economic Meeting, 2009 Econometric Society European Meeting Barcelona, 2009 ASSET Istanbul, XVII Foro Finanzas Madrid, XXXIV SAEe Valencia, 5th PhD Meeting of RES London for helpful discussions and comments.en
dc.format.extent21
dc.language.isoeng
dc.relation.ispartofJournal of Empirical Financeen
dc.rightsNOTICE: 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/en
dc.subjectEpstein–Zin–Weil preferencesen
dc.subjectconsumption risken
dc.subjectasset pricing testsen
dc.subjectgovernment bondsen
dc.subjectfactor analysisen
dc.subjectHB Economic Theoryen
dc.subject.lccHBen
dc.titleConsumption Risk and the Cross-Section of Government Bond Returnsen
dc.typeJournal articleen
dc.contributor.institutionUniversity of Aberdeen.Accountancyen
dc.description.statusPeer revieweden
dc.description.versionPostprinten
dc.description.versionPostprinten
dc.identifier.doihttps://doi.org/10.1016/j.jempfin.2015.03.015
dc.date.embargoedUntil2016-12-01


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