International Consumption Risk Is Shared After All: An Asset Return View
收藏NBER2012-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w17872
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资源简介：
International consumption risk sharing studies have largely ignored their models' counterfactual implications for asset returns although these returns incorporate direct market measures of risk. In this paper, we modify a canonical risk-sharing model to generate more plausible asset return behavior
提供机构：
美国国家经济研究局
创建时间：
2012-02-01
