A wavelet analysis of international risk-sharing

C-Tier
Journal: Economics Letters
Year: 2013
Volume: 118
Issue: 2
Pages: 330-333

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

I analyze the perfect risk-sharing condition in the time–frequency domain using wavelets. Some countries engage more in risk-sharing at specific frequencies while others at all frequencies, but only for a short period of time. Increasing degree of risk-sharing over time is visible only for the UK and the US and only at low frequencies.

Technical Details

RePEc Handle
repec:eee:ecolet:v:118:y:2013:i:2:p:330-333
Journal Field
General
Author Count
1
Added to Database
2026-01-29