Trade Costs, Asset Market Frictions, and Risk Sharing

S-Tier
Journal: American Economic Review
Year: 2012
Volume: 102
Issue: 6
Pages: 2700-2733

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

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

Abstract

I use bilateral import data to test for and quantify the importance of trade costs and asset market frictions in explaining the failure of perfect international consumption risk sharing. I find that while frictions in international asset markets significantly impede optimal consumption risk sharing between developed and developing countries over the period 1970-2000, developed countries are close to optimal risk sharing with each other. Trade costs, in contrast, significantly impede risk sharing for all countries. (JEL E21, E44, F14, F41, G15)

Technical Details

RePEc Handle
repec:aea:aecrev:v:102:y:2012:i:6:p:2700-2733
Journal Field
General
Author Count
1
Added to Database
2026-01-25