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: 2026-01-26T11:45:54.116Z
Keywords: Finance, International Finance, Investment, Fixed Income Market, International Investment, Empirical Finance

Carpenter, Jennifer; Lu, Fangzhou; Whitelaw, Robert

doi:10.17632/h4t3bpbrvn.3

Government Bond Risk and Return in the US and China

Published: 26 January 2026| Version 3 | DOI: 10.17632/h4t3bpbrvn.3

Contributors:

,

, 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," 2026, Journal of Financial Economics, Vol. 176, 104224. Please see that paper for details. There appear to be a couple of files missing from Version 2. Version 3 should be complete. Otherwise they are identical.

Government Bond Risk and Return in the US and China

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