Risk sensitive allocations with multiple goods in international finance. Existence, survivorship, and dynamics

Mariano Croce and Riccardo Colacito ()
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Mariano Croce: UNC-Chapel Hill

No 1201, 2009 Meeting Papers from Society for Economic Dynamics

Abstract: country, representative consumers economy, we document that the risk-sharing scheme produces a non trivial dynamics of net exports and it is also capable of explaining the tendency of high interest rate currencies to appreciate.

Date: 2009
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