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World income components : measuring and exploiting international risk sharing opportunities

Shiller, Robert J.; Athanasoulis, Stefano - 1995

Persistent link: https://www.econbiz.de/10000911925

World income components : measuring and exploiting international risk sharing opportunities

Shiller, Robert J.; Athanasoulis, Stefano - 1995

Persistent link: https://www.econbiz.de/10000927070

Defining residual risk-sharing opportunities : pooling world income components

Athanasoulis, Stefano; Shiller, Robert J. - In: Research in economics : an international review of economics 56 (2002) 1, pp. 61-84

Persistent link: https://www.econbiz.de/10001751700

The significance of the market portfolio

Athanasoulis, Stefano; Shiller, Robert J. - 1997

Persistent link: https://www.econbiz.de/10001590518

World income components : measuring and exploiting risk-sharing opportunities

Athanasoulis, Stefano; Shiller, Robert J. - In: The American economic review 91 (2001) 4, pp. 1031-1054

Persistent link: https://www.econbiz.de/10001612510

World income components : measuring and exploiting risk-sharing opportunities

Athanasoulis, Stefano; Shiller, Robert J. - 1999

Persistent link: https://www.econbiz.de/10001427686

The significance of the market portfolio

Athanasoulis, Stefano; Shiller, Robert J. - In: The review of financial studies 13 (2000) 2, pp. 301-329

Persistent link: https://www.econbiz.de/10001485497

Macro markets and financial security

Athanasoulis, Stefano; Shiller, Robert J.; Van Wincoop, Eric - In: Economic policy review 5 (1999) 1, pp. 21-39

Persistent link: https://www.econbiz.de/10001441074

World Income Components: Measuring and Exploiting International Risk Sharing Opportunities

Shiller, Robert James; Athanasoulis, Stefano - 1995

Persistent link: https://www.econbiz.de/10011652699

Defining Residual Risk-Sharing Opportunities: Pooling World Income Components

Athanasoulis, Stefano; Shiller, Robert - School of Management, Yale University - 2001

We construct a new method of decomposing the variance of national incomes into components in such a way as to indicate the most important 'residual' risk-sharing opportunities among peoples of the world. The risk-sharing opportunities we study are nonsystematic risk-sharing opportunities. These...

Persistent link: https://www.econbiz.de/10008852986