Soyeon Lee

University of Edinburgh

Research Fellow

University of Edinburgh

29 Buccleuch Place

Edinburgh, Scotland EH8 9JS

UNITED KINGDOM

  • University of Edinburgh

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Consumption Risk and the Cross-Section of Government Bond Returns

Number of pages: 72 Posted: 25 Mar 2008 Last Revised: 15 Sep 2011
Abhay Abhyankar, Olga Klinkowska and Soyeon Lee
University of Exeter Business School, University of Exeter, University of Aberdeen - Business School and University of Edinburgh
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Abstract:

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Epstein-Zin-Weil preferences, consumption risk, asset pricing tests, government bonds, dynamic factor analysis