International Asset Pricing with Risk-Sensitive Agents-Reference-Cited by-同舟云学术

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International Asset Pricing with Risk-Sensitive Agents

Published:2011 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Colacito Riccardo,Croce Mariano Massimiliano

Publisher

Elsevier BV

Reference51 articles.

1. The data series for exchange rates are from the IMF International Financial Statistics (IFS) over the sample period 1974:1-1998:4 for the G-7 countries. Stock market returns are obtained from IFS, series name Share Prices;Exchange rates, stock market returns, and risk-free rates

2. The dynamics of risk-sensitive allocations;Evan Anderson;Journal of Economic Theory,2005

3. Affine Models of Currency Pricing;David Backus;National Bureau of Economic Research,1996

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Robustness and exchange rate volatility;Journal of International Economics;2013-09

2. Predictable Trade Flows and Returns of Trade-Linked Countries;SSRN Electronic Journal;2010

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