International risk sharing is better than you think (or exchange rates are much too smooth)

International risk sharing is better than you think (or exchange rates are much too smooth)

Bibliographic Details
Main Author: Brandt, Michael W.
Other Authors: Cochrane, John H., Santa-Clara, Pedro
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 2001.
Series:NBER working paper series no.8404
Subjects:
Foreign exchange rates > Econometric models.
Risk > Econometric models.