International Risk Sharing with exotic preferences

Stanley Zin, David Backus and Bryan Routledge ()

No 149, 2004 Meeting Papers from Society for Economic Dynamics

Abstract: 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.

Keywords: exchange rates; participaption constraints (search for similar items in EconPapers)
JEL-codes: F34 F41 (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:red:sed004:149

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