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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: F41 F34 (search for similar items in EconPapers)
Date: 2004
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More papers in 2004 Meeting Papers from Society for Economic Dynamics Society for Economic Dynamics Marina Azzimonti Department of Economics Stonybrook University 10 Nicolls Road Stonybrook NY 11790 USA. Contact information at EDIRC.
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