Both authors are affiliated with the University of North Carolina at Chapel Hill, Kenan-Flagler Business School. We would like to thank Cam Harvey, an anonymous Associate Editor, and an anonymous referee. We are grateful to Ravi Bansal, Robert Barro, Leonid Kogan, Deborah Lucas, Nick Roussanov, Tom Sargent, Andreas Stathopoulos, Chris Telmer, Stijn Van Nieuwerburgh, Adrien Verdelhan and Amir Yaron for their invaluable feedback. We also thank the seminar participants at the 2012 Center of European Policy Research Summer Meetings, the 2012 Society of Financial Studies Finance Cavalcade conference, the 2012 Texas Finance Festival, the Society for Economic Dynamics Meeting in Cyprus, the Bank of Chile, the 2010 American Economic Association Meeting, the 2011 Western Finance Association meetings, the 2009 University of North Carolina Jackson Hole Conference, CREATE Business School, New York University–Stern School of Business, and Wharton Business School. Some of the work on this paper was completed while Colacito was visiting Stern Business School and Croce was visiting Wharton Business School. All remaining errors are our own.
International Asset Pricing with Recursive Preferences
Article first published online: 12 NOV 2013
© 2013 the American Finance Association
The Journal of Finance
Volume 68, Issue 6, pages 2651–2686, December 2013
How to Cite
COLACITO, R. and CROCE, M. M. (2013), International Asset Pricing with Recursive Preferences. The Journal of Finance, 68: 2651–2686. doi: 10.1111/jofi.12088
- Issue published online: 12 NOV 2013
- Article first published online: 12 NOV 2013
- Accepted manuscript online: 12 AUG 2013 08:01AM EST
- Manuscript Accepted: 3 JUL 2013
- Manuscript Received: 30 JUN 2011
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