SStudyAcademic Library

Dashboard Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

International risk sharing is better than you think, or exchange rates are too smooth · Study

ArticleShelves

ArticleInternational risk sharing is better than you think, or exchange rates are too smooth

Michael W. Brandt2006

Article2006

International risk sharing is better than you think, or exchange rates are too smooth

Michael W. Brandt · John H. Cochrane · Pedro Santa-clara B

319 citations·0/0 files stored·Journal of Monetary Economics

No readable copy stored yet — this record is metadata only.

Global Financial Crisis and Policies Monetary Policy and Economic Impact Financial Markets and Investment Strategies

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 319 citations exist upstream.

References

1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1983Empirical exchange rate models of the seventies 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios 1991Investor Diversification and International Equity Markets 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?1992Global Portfolio Optimization 1992International Real Business Cycles

Cited by

2017The Share of Systematic Variation in Bilateral Exchange Rates 2010Returns of claims on the upside and the viability of U-shaped pricing kernels☆2007Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies 2011International risk cycles 2013International Asset Pricing with Recursive Preferences 2005A Multi-Factor Model for the Valuation and Risk Management of Demand Deposits 2018Currency Risk Factors in a Recursive Multicountry Economy 2014Why do term structures in different currencies co-move?

Details

Year2006

Typearticle

Published2006-04-18

VenueJournal of Monetary Economics

ISSN-L0304-3932

Languageen

Citations319

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

Identifiers

doi10.1016/j.jmoneco.2005.02.004

openalex_workW2005841792

Links

Imported from OpenAlex (CC0) — nothing here is generated.