Consumption risk and the cross-section of government bond returns

Author:

Abhyankar Abhay,Klinkowska Olga,Lee Soyeon

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference58 articles.

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2. Chinese Consumption Shocks and U.S. equity returns;SSRN Electronic Journal;2023

3. Real Economy Effects on Consumption-Based CAPM;Mathematics;2022-01-25

4. Chinese Consumption Shocks and U.S. Equity Returns;SSRN Electronic Journal;2022

5. Chinese Economic Policy Uncertainty and the Cross-Section of U.S. Asset Returns;International Review of Economics & Finance;2021-11

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