International risk sharing with heterogeneous firms

B-Tier
Journal: Journal of International Money and Finance
Year: 2022
Volume: 120
Issue: C

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper explores international consumption risk sharing in an open economy macro model with firm heterogeneity and shows that firm entry and the self-selection of more efficient firms into exporting account for better international risk sharing. I show analytically that the conventional unconditional correlation between relative consumption and the real exchange rate is not a good metric for measuring international consumption risk sharing. World trade data covering more than two decades indicate that the extent of international risk sharing is underestimated.

Technical Details

RePEc Handle
repec:eee:jimfin:v:120:y:2022:i:c:s0261560621001546
Journal Field
International
Author Count
1
Added to Database
2026-01-25