Income smoothing and foreign asset holdings
In this paper we construct a new methodology to measure the international income smoothing and present stronger connectionbetween international asset holding and international income smoothing for OECD countries.
|Date of creation:||2008|
|Date of revision:||2009|
|Publication status:||Published in Journal of Economics and Finance 1.34(2010): pp. 23-29|
|Contact details of provider:|| Postal: |
Web page: http://mpra.ub.uni-muenchen.de
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Lewis, Karen K, 1996. "What Can Explain the Apparent Lack of International Consumption Risk Sharing?," Journal of Political Economy, University of Chicago Press, vol. 104(2), pages 267-97, April.
- Sorensen, B-E & Yosha, O, 1996.
"International Risk Sharing and European Monetary Unification,"
40-96, Tel Aviv.
- Sorensen, Bent E. & Yosha, Oved, 1998. "International risk sharing and European monetary unification," Journal of International Economics, Elsevier, vol. 45(2), pages 211-238, August.
- Karen K. Lewis, 1999. "Trying to Explain Home Bias in Equities and Consumption," Journal of Economic Literature, American Economic Association, vol. 37(2), pages 571-608, June.
- Sørensen, Bent E & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2005.
"Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth,"
CEPR Discussion Papers
5113, C.E.P.R. Discussion Papers.
- Sorensen, Bent E. & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2007. "Home bias and international risk sharing: Twin puzzles separated at birth," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 587-605, June.
- Pagano, Marco & von Thadden, Ernst-Ludwig, 2004.
"The European Bond Markets Under EMU,"
CEPR Discussion Papers
4779, C.E.P.R. Discussion Papers.
- Tesar, Linda L. & Werner, Ingrid M., 1995. "Home bias and high turnover," Journal of International Money and Finance, Elsevier, vol. 14(4), pages 467-492, August.
When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:34004. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ekkehart Schlicht)
If references are entirely missing, you can add them using this form.