International Asset Pricing with Recursive Preferences

Material TypeArticleLanguageEnglish
TitleInternational Asset Pricing with Recursive Preferences Author(S)RICCARDO COLACITO (Author)
Abstract  Focusing on data from the United States and the United Kingdom, we document that both the anomaly identified by Backus and Smith, which concerns the low correlation between consumption differentials and exchange rates ...Paginationp2651-2686
SubjectEconomicsDescriptorsFinance
Journal TitleThe Journal of Finance  
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