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)

Dettagli Bibliografici
Autore principale: Brandt, Michael W.
Altri autori: Cochrane, John H., Santa-Clara, Pedro
Natura: Libro
Lingua:English
Pubblicazione: Cambridge National Bureau of Economic Research 2001.
Serie:NBER working paper series no.8404
Soggetti:
Foreign exchange rates > Econometric models.
Risk > Econometric models.