Show simple item record

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.identifier48950261
dc.identifier13254fcf-1df0-4d0c-af1d-a3fe90f1a32b
dc.identifier84952628669
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.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.format.extent184895
dc.format.extent314194
dc.language.isoeng
dc.relation.ispartofJournal of Empirical Financeen
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.identifier.doi10.1016/j.jempfin.2015.03.015
dc.date.embargoedUntil2016-12-01


Files in this item

Thumbnail
Thumbnail

This item appears in the following Collection(s)

Show simple item record