International Risk Sharing in Overlapping Generations Models
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- Staveley-O’Carroll, James & Staveley-O’Carroll, Olena M., 2019. "International risk sharing in overlapping generations models," Economics Letters, Elsevier, vol. 174(C), pages 157-160.
References listed on IDEAS
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Cited by:
- James Staveley-O'Carroll & Olena Staveley-O'Carroll, 2019. "International Welfare Spillovers of National Pension Schemes," Working Papers 1903, College of the Holy Cross, Department of Economics.
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More about this item
Keywords
Backus-Smith; international portfolio choice; overlapping generations; risk sharing;All these keywords.
JEL classification:
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2018-07-23 (Dynamic General Equilibrium)
- NEP-OPM-2018-07-23 (Open Economy Macroeconomics)
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