Is low international risk sharing consistent with a high equity premium? A reconciliation of two puzzles-Reference-Cited by-同舟云学术

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Is low international risk sharing consistent with a high equity premium? A reconciliation of two puzzles

Published:2006-12 Issue:3 Volume:93 Page:436-442
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Basu Parantap,Wada Kenji

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference6 articles.

1. International risk sharing is better than you think, or exchange rates are too smooth;Brandt;Journal of Monetary Economics,2006

2. Asset pricing with heterogeneous consumers;Constantinides;Journal of Political Economy,1996

3. Investor diversification and international equity markets;French;American Economic Review,1991

4. The equity premium: a puzzle;Mehra;Journal of Monetary Economics,1985

5. Incomplete consumption risk sharing and the currency risk premiums;Sarkissan;Review of Financial Studies,2003

Cited by 3 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. The GEL estimates resolve the risk-free rate puzzle in Japan;Applied Financial Economics;2011-10-20

2. Uninsurable risk and financial market puzzles;Journal of International Money and Finance;2011-10

3. Uninsurable Risk and Financial Market Puzzles;SSRN Electronic Journal;2008

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