The statistical relationship between future changes in consumption can be exploited to derive, under certain assumptions on investor preferences, an unambiguous effect on the yield-curve shape of zero-coupon bonds, viz., the term structure of discount rates. Thus, an increase in concordance in uncertain consumption growth has a negative impact on the yield-curve slope if and only if the representative investor is correlation averse (Gollier, Pricing the future, to appear). This note restates this result in terms of bivariate (1,1)- concave stochastic orderings, and provides a generalization to (s1; s2)-concave stochastic orderings and higher-order risk preferences.