✦ LIBER ✦

Risk sharing, finance, and institutions in international portfolios

✍ Scribed by Marcel Fratzscher; Jean Imbs

Book ID: 113711166
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 435 KB
Volume: 94
Category: Article
ISSN: 0304-405X
DOI: 10.1016/j.jfineco.2008.12.007

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Portfolio allocation and international r

Portfolio allocation and international risk sharing

✍ Gianluca Benigno; Hande Küçük 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 616 KB

The impact of international portfolio co

The impact of international portfolio composition on consumption risk sharing

✍ Nils Holinski; Clemens J.M. Kool; Joan Muysken 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 194 KB

Intergenerational Risk Sharing and Healt

Intergenerational Risk Sharing and Health Insurance Financing

✍ WILLIAM JACK 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 726 KB

Social security and institutions for int

Social security and institutions for intergenerational, intragenerational, and international risk-sharing: A comment

✍ Urban J. Jermann 📂 Article 📅 1999 🏛 Elsevier Science ⚖ 361 KB

Institutional Portfolio Flows and Intern

Institutional Portfolio Flows and International Investments

✍ Froot, K. A.; Ramadorai, T. 📂 Article 📅 2008 🏛 Oxford University Press 🌐 English ⚖ 791 KB

International dynamic risk sharing

✍ Giuseppe Cavaliere; Luca Fanelli; Attilio Gardini 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 204 KB

## Abstract In this paper we examine the implications of international risk sharing among a set of countries in the presence of market frictions which complicate the instantaneous adjustment to the first‐order conditions. We suggest approximating the consumption streams of countries belonging to th