International risk sharing in overlapping generations models

DOI10.1016/J.ECONLET.2018.10.030MaRDI QIDQ2328545zbMATH OpenOpenAlexWikidataFDO

Authors James Staveley-O'Carroll, Olena M. Staveley-O'Carroll

Publication date 10 October 2019

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2018.10.030

zbMATH Keywords

risk sharingoverlapping generationsinternational portfolio choiceBackus-Smith

Mathematics Subject Classification ID

Portfolio theory (91G10) Dynamic stochastic general equilibrium theory (91B51) Economic growth models (91B62)

Recommendations

• International Risk Sharing and the Transmission of Productivity Shocks
• The lack of international consumption risk sharing: can inflation differentials and trading costs help explain the puzzle?
• International Risk Sharing and Economic Growth
• International business cycles with complete markets
• Comparative Dynamics and Risk Premia in an Overlapping Generations Model

Cites work

• A time series analysis of representative agent models of consumption and leisure choice under uncertainty
• International Risk Sharing and the Transmission of Productivity Shocks
• Trade elasticity of substitution and equilibrium dynamics

Cited in

(5)

• Intergenerational redistribution and risk sharing with changing longevity
• International Risk Sharing and the Transmission of Productivity Shocks
• Risk sharing and counter-cyclical variation in market correlations
• Comparative Dynamics and Risk Premia in an Overlapping Generations Model
• Globalization and Risk Sharing

This page was built for publication: International risk sharing in overlapping generations models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2328545)