Consumption risk and the cross-section of government bond returns
Year of publication: |
June 2015
|
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Authors: | Abhyankar, Abhay ; Klinkowska, Olga ; Lee, Soyeon |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 32.2015, p. 180-200
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Subject: | Epstein-Zin-Weil preferences | Consumption risk | Asset pricing tests | Government bonds | Factor analysis | Öffentliche Anleihe | Public bond | CAPM | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Risiko | Risk | Schätzung | Estimation | Konsum | Consumption | Theorie | Theory |
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