The DOI matches its Crossref record; 36 of the 36 references it cites were found in a registry or an index.
International risk sharing is better than you think, or exchange rates are too smooth
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Citations
Cites
Newey, W. K., & West, K. D. (1987) · Econometrica · doi:10.2307/1913610 · Cited by 16,936
Large Sample Properties of Generalized Method of Moments Estimators
Hansen, L. P. (1982) · Econometrica · doi:10.2307/1912775 · Cited by 13,467
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
Newey, W., & West, K. (1986) · National Bureau of Economic Research · doi:10.3386/t0055 · Cited by 12,278
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
Campbell, J. Y., & Cochrane, J. H. (1999) · Journal of Political Economy · doi:10.1086/250059 · Cited by 5,210
Self-citationEmpirical exchange rate models of the seventies
Meese, R. A., & Rogoff, K. (1983) · Journal of International Economics · doi:10.1016/0022-1996(83)90017-x · Cited by 4,107
Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
Barber, B. M., & Odean, T. (2000) · The Journal of Finance · doi:10.1111/0022-1082.00226 · Cited by 3,955
Home Bias at Home: Local Equity Preference in Domestic Portfolios
Coval, J. D., & Moskowitz, T. J. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00181 · Cited by 2,870
Investor Diversification and International Equity Markets
French, K., & Poterba, J. (1991) · National Bureau of Economic Research · doi:10.3386/w3609 · Cited by 2,512
The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?
Obstfeld, M., & Rogoff, K. (2000) · National Bureau of Economic Research · doi:10.3386/w7777 · Cited by 2,018
Black, F., & Litterman, R. (1992) · Financial Analysts Journal · doi:10.2469/faj.v48.n5.28 · Cited by 1,827
Cited by
Countercyclical currency risk premia
Lustig, H., Roussanov, N., & Verdelhan, A. (2014) · Journal of Financial Economics · doi:10.1016/j.jfineco.2013.12.005 · Cited by 355
Asset Prices and Exchange Rates
Pavlova, A., & Rigobon, R. (2007) · Review of Financial Studies · doi:10.1093/revfin/hhm008 · Cited by 328
Exchange Rates and Interest Parity
Engel, C. (2014) · Handbook of International Economics · doi:10.1016/b978-0-444-54314-1.00008-2 · Cited by 258
Metadata
- Authors
- Brandt, M. W., Cochrane, J. H., & Santa-Clara, P.
- Venue
- Journal of Monetary Economics
- Publisher
- Elsevier BV
- Published
- 2006-05
- Volume
- 53
- Issue
- 4
- Pages
- 671-698
- ISSN
- 0304-3932 (ISSN-L)
- OpenAlex
- W2005841792
- Cited by
- 318
- References
- 36
- FWCI
- 38.60
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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- CoChat. (2026). Citation check: International risk sharing is better than you think, or exchange rates are too smooth. https://app.cochat.ai/papers/10.1016/j.jmoneco.2005.02.004
- The paper
- Brandt, M. W., Cochrane, J. H., & Santa-Clara, P. (2006). International risk sharing is better than you think, or exchange rates are too smooth. Journal of Monetary Economics. https://doi.org/10.1016/j.jmoneco.2005.02.004
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.