Government Bond Risk and Return in the US and China

Mendeley Data 2026 Dataset Open access

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Authors: Carpenter, Jennifer, Lu, Fangzhou, Whitelaw, Robert
DOI: 10.17632/h4t3bpbrvn
Cited by: 0

Abstract

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.

Publication details

Journal / source
Mendeley Data
Publication date
26 January 2026
Document type
Dataset