International risk sharing in overlapping generations models

DOI10.1016/j.econlet.2018.10.030zbMath1422.91506OpenAlexW2901963571WikidataQ128919508 ScholiaQ128919508MaRDI QIDQ2328545

Olena M. Staveley-O'Carroll, James 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

overlapping generationsrisk sharinginternational portfolio choiceBackus-Smith

Mathematics Subject Classification ID

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

Cites Work

• Trade elasticity of substitution and equilibrium dynamics
• International Risk Sharing and the Transmission of Productivity Shocks
• A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty

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