Consumption Risk and the Cross-Section of Government Bond Returns-Reference-Cited by-同舟云学术

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Consumption Risk and the Cross-Section of Government Bond Returns

Published:2011 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Abhyankar Abhay,Klinkowska Olga,Lee Soyeon

Publisher

Elsevier BV

Reference138 articles.

1. A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables;A Ang;Journal of Monetary Economics,2003

2. Determining the Number of Factors in Approximate Factor Models;J Bai;Econometrica,2002

3. Large Dimensional Factor Analysis;J Bai;Foundations and Trends in Econometrics,2008

4. Long-Run Risks and Financial Markets

5. Measuring the Effects of Monetary Policy: a Factor-Augmented Vector Autoregressive (FAVAR) Approach;B S Bernanke;Quarterly Journal of Economics,2005

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