Incentive problems and the pattern of international risk sharing

B-Tier
Journal: Journal of International Money and Finance
Year: 2010
Volume: 29
Issue: 7
Pages: 1206-1225

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

This paper analyzes the implications of moral hazard and a lack of contract enforcement for risk sharing across countries and regions. We demonstrate that both incentive problems can considerably restrict efficient risk sharing. However, we show that the cross-sectional risk sharing component is much more affected than the intertemporal component. We argue that this may help to explain several stylized facts of international risk sharing, such as the low degree of insurance against permanent shocks.

Technical Details

RePEc Handle
repec:eee:jimfin:v:29:y:2010:i:7:p:1206-1225
Journal Field
International
Author Count
2
Added to Database
2026-01-25