International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)
Year of publication: |
2001-07
|
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Authors: | Cochrane, John H. ; Brandt, Michael W. ; Santa-Clara, Pedro |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP IFM published as Brandt, Michael W., John H. Cochrane and Pedro Santa-Clara. "International Risk Sharing Is Better Than You Think, Or Exchange Rates Are Too Smooth," Journal of Monetary Economics, 2006, v53(4,May), 671-698. Number 8404 |
Classification: | G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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