Consumption Risk and the Cross-Section of Government Bond Returns
dc.contributor.author | Abhyankar, Abhay | |
dc.contributor.author | Klinkowska, Olga | |
dc.contributor.author | Lee, Soyeon | |
dc.date.accessioned | 2016-12-02T00:30:12Z | |
dc.date.available | 2016-12-02T00:30:12Z | |
dc.date.issued | 2015-06 | |
dc.identifier | 48950261 | |
dc.identifier | 13254fcf-1df0-4d0c-af1d-a3fe90f1a32b | |
dc.identifier | 84952628669 | |
dc.identifier.citation | 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 . https://doi.org/10.1016/j.jempfin.2015.03.015 | en |
dc.identifier.issn | 0927-5398 | |
dc.identifier.uri | http://hdl.handle.net/2164/7798 | |
dc.description | Acknowledgments 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.extent | 21 | |
dc.format.extent | 184895 | |
dc.format.extent | 314194 | |
dc.language.iso | eng | |
dc.relation.ispartof | Journal of Empirical Finance | en |
dc.subject | Epstein–Zin–Weil preferences | en |
dc.subject | consumption risk | en |
dc.subject | asset pricing tests | en |
dc.subject | government bonds | en |
dc.subject | factor analysis | en |
dc.subject | HB Economic Theory | en |
dc.subject.lcc | HB | en |
dc.title | Consumption Risk and the Cross-Section of Government Bond Returns | en |
dc.type | Journal article | en |
dc.contributor.institution | University of Aberdeen.Accountancy | en |
dc.description.status | Peer reviewed | en |
dc.identifier.doi | 10.1016/j.jempfin.2015.03.015 | |
dc.date.embargoedUntil | 2016-12-01 |