International Asset Pricing with Recursive PreferencesRiccardo Colacito, Mariano Massimiliano Croce2012-01-01preprintSSRN Electronic Journal93 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesMonetary Policy and Economic ImpactEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 93 citations exist upstream.References1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles2007The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–20041984Forward and spot exchange rates1988THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE1991Implications of Security Market Data for Models of Dynamic Economies1989The Equity Premium Puzzle and the Riskfree Rate Puzzle1993Consumption and real exchange rates in dynamic economies with non-traded goodsCited by2012Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory2011Asset Prices and Risk Sharing in Open Economies2012Commodity Trade and the Carry Trade: A Tale of Two Countries2014Currency Risk Factors in a Recursive Multi-Country Economy2021Volatility, intermediaries, and exchange rates2013Forward and Spot Exchange Rates in a Multi-Currency World2021Stocks for the long run? Evidence from a broad sample of developed markets2014Forward and Spot Exchange Rates in a Multi-currency World