International risk sharing is better than you think, or exchange rates are too smooth
- 1 May 2006
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 53 (4) , 671-698
- https://doi.org/10.1016/j.jmoneco.2005.02.004
Abstract
No abstract availableKeywords
All Related Versions
This publication has 35 references indexed in Scilit:
- Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete marketsJournal of Financial Economics, 2002
- Optimal Currency AreasNBER Macroeconomics Annual, 2002
- Affine Term Structure Models and the Forward Premium AnomalyThe Journal of Finance, 2001
- By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market BehaviorJournal of Political Economy, 1999
- Affine Models of Currency PricingPublished by National Bureau of Economic Research ,1996
- Consumption and real exchange rates in dynamic economies with non-traded goodsJournal of International Economics, 1993
- The effect of sampling error on the time series behavior of consumption dataJournal of Econometrics, 1993
- Global Portfolio OptimizationCFA Magazine, 1992
- International Real Business CyclesJournal of Political Economy, 1992
- International risk sharing and capital mobilityJournal of International Money and Finance, 1989