World Income Components: Measuring and Exploiting Risk-Sharing Opportunities
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- Stefano G. Athanasoulis & Robert J. Shiller, 2001. "World Income Components: Measuring and Exploiting Risk-Sharing Opportunities," American Economic Review, American Economic Association, vol. 91(4), pages 1031-1054, September.
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More about this item
Keywords
Constant Absolute Risk Premium; risk-optimal interest rate; three-level income model; WIC securities; contract design; macro markets; hedging;All these keywords.
JEL classification:
- F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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