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Welfare gains from international risksharing
16 references·16 citing·32 second hopsampled
Welfare gains from international risksharing (1994)Welfare gains from international riskshar…Stochastic Differential Utility (1992)Stochastic Differential Utili…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Substitution, Risk Aversion, …Investor Diversification and International Equity Markets (1991)Investor Diversification and …Economic Growth in a Cross Section of Countries (1991)Economic Growth in a Cross Se…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Se…THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE (1988)THE EQUITY PREMIUM PUZZLE AND…Intertemporal Substitution in Consumption (1988)Intertemporal Substitution in…Models of business cycles (1987)Models of business cyclesThe equity premium: A puzzle (1985)The equity premium: A puzzleInternational Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choic…Intertemporal Substitution in Consumption (1981)Intertemporal Substitution in…Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Temporal Resolution of Uncert…THE DEMAND FOR RISKY ASSETS (1977)THE DEMAND FOR RISKY ASSETSInternational Diversification of Investment Portfolios (1970)International Diversification…FROM INSTITUTIONS TO FINANCIAL DEVELOPMENT AND GROWTH: WHAT ARE THE LINKS? (2015)FROM INSTITUTIONS TO FINANCIA…Economic Development and Islamic Finance (2013)Economic Development and Isla…Global Asset Pricing (2011)Global Asset PricingHome Bias in International Equity Portfolios: A Review (2007)Home Bias in International Eq…Capital Account Liberalization: Theory, Evidence, and Speculation (2007)Capital Account Liberalizatio…Portfolio Choice in a Monetary Open-Economy DSGE Model (2005)Portfolio Choice in a Monetar…Financial integration and consumption risk sharing in East Asia (2005)Financial integration and con…Effects of Financial Globalization on Developing Countries - Some Empirical Evidence (2003)Effects of Financial Globaliz…Can Nontradables Generate Substantial Home Bias? (2002)Can Nontradables Generate Sub…Dating the Integration of World Equity Markets (2001)Dating the Integration of Wor…Why do stocks and consumption imply such different gains from international risk sharing? (2000)Why do stocks and consumption…Using Financial Assets to Hedge Labor Income Risks: Estimating the Benefits (2000)Using Financial Assets to Hed…Growth uncertainty and risksharing (2000)Growth uncertainty and risksh…International Consumption Risk Sharing (1996)International Consumption Ris…Evaluating the gains from international risksharing (1995)Evaluating the gains from int…Evaluating risky consumption paths: The role of intertemporal substitutability (1994)Evaluating risky consumption …Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)An Intertemporal Capital Asset Pricing Model (1973)Optimal Investment, Growth Options, and Security Returns (1998)The Economics and Psychology of Personality Traits (2008)Expected Stock Returns and Variance Risk Premia (2009)A Contribution to the Theory of Economic Growth (1956)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Does Social Capital Have an Economic Payoff? A Cross-Country Investigation (1997)Why do Some Countries Produce So Much More Output Per Worker than Others? (1999)Greed and grievance in civil war (2004)Optimum consumption and portfolio rules in a continuous-time model (1971)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Utility Theory for Decision Making (1971)A Smooth Model of Decision Making under Ambiguity (2005)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Income and Wealth Heterogeneity in the Macroeconomy (1998)Information and the Change in the Paradigm in Economics (2002)The Macroeconomics of Happiness (2003)Familiarity Breeds Investment (2001)International Asset Allocation With Regime Shifts (2002)The determinants of cross-border equity flows (2004)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Alternative projections of mortality and disability by cause 1990–2020: Global Burden of Disease Study (1997)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1991Economic Growth in a Cross Section of Countries9,446 cited
  • 1989Economic Growth in a Cross Section of Countries8,385 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory1,822 cited
  • 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis1,703 cited
  • 1988Intertemporal Substitution in Consumption1,567 cited
  • 1987Models of business cycles1,509 cited
  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
  • 1981Intertemporal Substitution in Consumption1,397 cited
  • 1988THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE1,378 cited
  • 1992Stochastic Differential Utility1,165 cited
  • 1970International Diversification of Investment Portfolios1,130 cited

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1977
THE DEMAND FOR RISKY ASSETS
1,052 cited

Cited by

  • 1994Evaluating risky consumption paths: The role of intertemporal substitutability223 cited
  • 2003Effects of Financial Globalization on Developing Countries - Some Empirical Evidence169 cited
  • 1995Evaluating the gains from international risksharing142 cited
  • 1996International Consumption Risk Sharing133 cited
  • 2013Economic Development and Islamic Finance124 cited
  • 2011Global Asset Pricing115 cited
  • 2000Why do stocks and consumption imply such different gains from international risk sharing?112 cited
  • 2005Portfolio Choice in a Monetary Open-Economy DSGE Model107 cited
  • 2007Capital Account Liberalization: Theory, Evidence, and Speculation105 cited
  • 2007Home Bias in International Equity Portfolios: A Review98 cited
  • 2001Dating the Integration of World Equity Markets96 cited
  • 2000Growth uncertainty and risksharing91 cited
  • 2002Can Nontradables Generate Substantial Home Bias?90 cited
  • 2000Using Financial Assets to Hedge Labor Income Risks: Estimating the Benefits90 cited
  • 2015FROM INSTITUTIONS TO FINANCIAL DEVELOPMENT AND GROWTH: WHAT ARE THE LINKS?87 cited
  • 2005Financial integration and consumption risk sharing in East Asia86 cited