We examine international risk-sharing in economies with non-additive preferences. Examples based on the Epstein-Zin class with Chew-Dekel risk preferences in some cases exhibit quantitatively different behavior from expected utility. We explore the implications for international risk sharing and real exchange rate fluctuations.
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Paper provided by Society for Economic Dynamics in its series 2004 Meeting Papers with number
149.
Length: Date of creation: 2004 Date of revision: Handle: RePEc:red:sed004:149
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