International risk sharing is better than you think, or exchange rates are too smooth
Michael W. Brandt; John H. Cochrane; Pedro Santa-Clara
| Year of publication: |
2006
|
|---|---|
| Authors: | Brandt, Michael W. ; Cochrane, John H. ; Santa-Clara, Pedro |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 53.2006, 4, p. 671-698
|
| Subject: | Equity-Premium-Puzzle | Equity premium puzzle | Risikoprämie | Risk premium | Wechselkurs | Exchange rate | Volatilität | Volatility | Finanzmarkt | Financial market | Unvollkommener Markt | Incomplete market | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003333393