International risk cycles

Journal of International Economics

Volumn 89, Issue 2, 2013, Pages 471-484

  Gourio, François ^a   Siemer, Michael ^b   Verdelhan, Adrien ^c  

^a BOSTON UNIVERSITY   (United States)

^b USA   (United States)

^c MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Backus Smith puzzle; Business cycles; Disasters; Forward premium puzzle; Time varying risk premia

Indexed keywords

BUSINESS CYCLE; CURRENCY; ECONOMIC GROWTH; EXCHANGE RATE; GLOBALIZATION; INTEREST RATE; MODELING;

EID: 84873989679     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jinteco.2011.10.001     Document Type: Article

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