Arbeitspapier
Have Consumption Risks in the G7 Countries Become Diversified?
This paper studies the dynamics of international consumption risk sharing among the G7 countries. Based on the dynamic conditional correlation model due to Engle (2002), we construct a time-varying, consumption-based measure of risk sharing. We find that although the exposure to countryspecific shocks has declined in the G7 countries, with Japan being an exception, the evolution of risk sharing is rather heterogeneous across countries.
- Sprache
-
Englisch
- Erschienen in
-
Series: FIW Working Paper ; No. 67
- Klassifikation
-
Wirtschaft
- Thema
-
Dynamic conditional correlation
consumption risk sharing
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Antonakakis, Nikolaos
Scharler, Johann
- Ereignis
-
Veröffentlichung
- (wer)
-
FIW - Research Centre International Economics
- (wo)
-
Vienna
- (wann)
-
2011
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Antonakakis, Nikolaos
- Scharler, Johann
- FIW - Research Centre International Economics
Entstanden
- 2011
Ähnliche Objekte (12)
Have Consumption Risks in the G7 Countries Become Diversified?
Measuring Energy Supply Risks: A G7 Ranking
Measuring Energy Supply Risks: A G7 Ranking
Have financial markets become more informative?
Have Preferences Become More Similar Worldwide?
Have Preferences Become More Similar Worldwide?
Measuring long-term energy supply risks : A G7 ranking
Have think tanks in Washington D.C. become politicized?
Wars Have Become Too Cheap to Boost Growth
Old age risks, consumption, and insurance
G7
IV g7
Have Consumption Risks in the G7 Countries Become Diversified?
Measuring Energy Supply Risks: A G7 Ranking
Measuring Energy Supply Risks: A G7 Ranking
Have financial markets become more informative?
Have Preferences Become More Similar Worldwide?
Have Preferences Become More Similar Worldwide?
Measuring long-term energy supply risks : A G7 ranking
Have think tanks in Washington D.C. become politicized?
Wars Have Become Too Cheap to Boost Growth
Old age risks, consumption, and insurance
G7
IV g7
Have Consumption Risks in the G7 Countries Become Diversified?
Measuring Energy Supply Risks: A G7 Ranking
Measuring Energy Supply Risks: A G7 Ranking
Have financial markets become more informative?
Have Preferences Become More Similar Worldwide?
Have Preferences Become More Similar Worldwide?
Measuring long-term energy supply risks : A G7 ranking
Have think tanks in Washington D.C. become politicized?
Wars Have Become Too Cheap to Boost Growth
Old age risks, consumption, and insurance
G7