International Risk Sharing with exotic preferences
David Backus and
Bryan Routledge ()
No 149, 2004 Meeting Papers from Society for Economic Dynamics
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: F41 F34 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:red:sed004:149
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