Government Bond Risk and Return in the US and China

Name: Government Bond Risk and Return in the US and China
Creator: Jennifer Carpenter
Published: 2025-12-05T00:48:57.860Z
Keywords: Finance, International Finance, Investment, Fixed Income Market, International Investment, Empirical Finance

Carpenter, Jennifer; Lu, Fangzhou; Whitelaw, Robert

doi:10.17632/h4t3bpbrvn.2

Government Bond Risk and Return in the US and China

Published: 5 December 2025| Version 2 | DOI: 10.17632/h4t3bpbrvn.2

Contributors:

Jennifer Carpenter, Fangzhou Lu, Robert Whitelaw

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These are the data and code from our paper "Government Bond Risk and Return in the US and China" in the Journal of Financial Economics. Please see that paper for details.

Government Bond Risk and Return in the US and China

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