Soyeon Lee

University of Edinburgh

Research Fellow

University of Edinburgh

29 Buccleuch Place

Edinburgh, Scotland EH8 9JS

UNITED KINGDOM

SCHOLARLY PAPERS

1

DOWNLOADS

196

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Consumption Risk and the Cross-Section of Government Bond Returns

Number of pages: 72 Posted: 25 Mar 2008 Last Revised: 15 Sep 2011
MOVE,Departament d'Economia i d'Història Econòmica, Universitat Autònoma de Barcelona, Kozminski University and University of Edinburgh
Downloads 196 (219,246)

Abstract:

Loading...

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