搜索结果: 1-9 共查到“risk sharing”相关记录9条 . 查询时间(0.082 秒)
Risk Sharing through Capital Gains
Income Insurance Capital Markets International Financial Integration
2015/9/21
We estimate channels of international risk sharing between European Monetary Union (EMU),
European Union, and other OECD countries 1992{2007. We focus on risk sharing through savings, factor income
...
Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns
Income insurance capital markets international
2015/9/21
Using a variance decomposition of shocks to GDP, we quantify the role of international factor income, international transfers, and saving in achieving risk sharing during the recent
European crisis. ...
Risk Sharing and Industrial Specialization: Regional and International Evidence
fi nancial integration regional specialization
2015/9/21
We investigate the empirical relation between risk sharing and specialization in production. We find that there is more risk sharing among regions within countries than among
countries and that...
Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe
ˉnancial integration regional specialization
2015/9/21
We ˉnd that risk sharing in the European Union (EU) has been increasing over the
past decade due to increased cross-ownership of assets across countries. Industrial speciaization has also been increa...
Speculation and Risk Sharing with New Financial Assets
Speculation and Risk New Financial Assets
2014/9/10
I investigate the effect of financial innovation on portfolio risks when traders have belief disagreements. I decompose traders’ average portfolio risks into two components: the uninsurable variance, ...
Agent's Strategic Behavior and Risk Sharing Inefficiency
Optimal risk sharing equilibrium pricing risk sharing games formation of financial markets Nash equilibrium in risk sharing oligopoly nancial markets.
2012/9/14
We consider the market ofn nancial agents who aim to increase their expected utilities by sharing their random incomes. Given the optimal sharing rules,we address the situation where agents do not sha...
Risk-Sharing Externalities and Its Implications for Equity Premium in an Infinite-Horizon Economy
Risk-sharing externalities endogenous income risks incomplete market participation
2010/12/6
This paper examines asset prices when risk-sharing externalities are incorporated into an infinite-horizon model where consumers are exposed to the endogenous income risks. It is shown that there exis...
Labor Institution,Risk Sharing,and Wage Inequality:A Comment on Blau and Kahn
Labor Institution Risk Sharing Wage Inequality
2009/11/5
A quarter of a century ago, the United States was the high
unemployment economy of the “West” whereas Europe had much
lower levels. Today, the position is reversed. Why should this have
come about?...
New Instruments for Co-ordination and Risk Sharing Within the Canadian Beef Industry
new instruments Co-ordination Risk Sharing Canadian beef industry
2009/4/28
This research evaluates several areas in coordination, pricing and risk in the Alberta beef
industry and North America beef industry. This was done through literature review,
simulation, analysis ...