Alexander Michaelides : Citation Profile


Are you Alexander Michaelides?

Imperial College (90% share)
Centre for Economic Policy Research (CEPR) (10% share)

16

H index

17

i10 index

1289

Citations

RESEARCH PRODUCTION:

20

Articles

59

Papers

RESEARCH ACTIVITY:

   19 years (1997 - 2016). See details.
   Cites by year: 67
   Journals where Alexander Michaelides has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 19 (1.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi112
   Updated: 2021-10-09    RAS profile: 2020-01-17    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Alexander Michaelides.

Is cited by:

Mitchell, Olivia (48)

Haliassos, Michael (37)

Georgarakos, Dimitris (20)

Van Nieuwerburgh, Stijn (20)

Guiso, Luigi (20)

Binswanger, Johannes (18)

Harenberg, Daniel (17)

Christelis, Dimitris (16)

Nicodano, Giovanna (16)

Pintus, Patrick (16)

Bagliano, Fabio (16)

Cites to:

Carroll, Christopher (24)

Zeldes, Stephen (21)

Campbell, John (21)

Skinner, Jonathan (18)

Deaton, Angus (15)

Gomes, Francisco (14)

Attanasio, Orazio (14)

Hubbard, Robert (13)

Viceira, Luis (13)

Lucas, Deborah (13)

Haliassos, Michael (13)

Main data


Where Alexander Michaelides has published?


Journals with more than one article published# docs
Review of Financial Studies3
Review of Economic Dynamics2
Economics Letters2
Cyprus Economic Policy Review2

Working Papers Series with more than one paper published# docs
Computing in Economics and Finance 2001 / Society for Computational Economics4
Working Papers / Central Bank of Cyprus3
2007 Meeting Papers / Society for Economic Dynamics2

Recent works citing Alexander Michaelides (2021 and 2020)


YearTitle of citing document
2021Dynamic Inconsistency in Risky Choice: Evidence from the Lab and Field. (2021). Imax, Alex ; Iliewa, Zwetelina ; Heimer, Rawley ; Weber, Martin. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:094.

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2020Collectivised Post-Retirement Investment. (2020). Buescu, Cristin ; Armstrong, John. In: Papers. RePEc:arx:papers:1909.12730.

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2020Optimal Investing after Retirement Under Time-Varying Risk Capacity Constraint. (2020). Zhu, Zimu ; Tian, Weidong. In: Papers. RePEc:arx:papers:2005.13741.

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2021Can internet banking affect households participation in financial markets and financial awareness?. (2021). Michelangeli, Valentina ; Viviano, Eliana. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1329_21.

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2021Information or persuasion in the mortgage market: the role of brand names. (2021). Michelangeli, Valentina ; Carella, Agnese. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1340_21.

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2021Do Bankruptcy Protection Levels Affect Households Demand for Stocks?. (2021). Dal Borgo, Mariela. In: Working Papers. RePEc:bdm:wpaper:2021-03.

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2020Information versus Investment. (2020). Whited, Toni M ; Terry, Stephen J ; Zakolyukina, Anastasia A. In: Working Papers. RePEc:bfi:wpaper:2020-110.

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2020Asset pricing and energy consumption risk. (2020). Lan, Yihui ; Lim, Ashley ; Treepongkaruna, Sirimon. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3813-3850.

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2020The Aino 3.0 model. (2020). Verona, Fabio ; Silvo, Aino. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_009.

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2020Trends in Life Insurance Demand and Lapse Literature. (2020). Patricia, Born ; Klime, Poposki ; Fernanda, Strozzi ; Bojan, Srbinoski. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:14:y:2020:i:2:p:46:n:2.

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2021The Gender Gap in Household Bargaining Power: A Portfolio-Choice Approach. (2021). Zhang, W ; Peng, C ; Gu, R. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2130.

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2021Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity. (2021). Silva, Dejanir H ; Caramp, Nicolas. In: Working Papers. RePEc:cda:wpaper:341.

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2020On the economic impacts of mortgage credit expansion policies: evidence from help to buy. (2020). Hilber, Christian ; Carozzi, Felipe ; Yu, Xiaolun. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1681.

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2020Capital Income Taxation with Portfolio Choice. (2020). Bakota, Ivo. In: CERGE-EI Working Papers. RePEc:cer:papers:wp668.

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2020Perceived Precautionary Savings Motives: Evidence from FinTech. (2020). Weber, Michael ; D'Acunto, Francesco ; Scheuch, Christoph ; Rauter, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8123.

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2021Do bankruptcy protection levels affect households demand for stocks?. (2021). Dal Borgo, Mariela. In: CAGE Online Working Paper Series. RePEc:cge:wacage:564.

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2020The Choice Channel of Financial Innovation. (2020). Simsek, Alp ; Nenov, Plamen T ; Iachan, Felipe Saraiva. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14361.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2020Recursive Preferences, the Value of Life, and Household Finance. (2020). O'Dea, Cormac ; le Grand, Franois ; Legrand, Franois ; Harenberg, Daniel ; Bommier, Antoine. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2231.

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2021Survival Pessimism and the Demand for Annuities. (2021). Sturrock, David ; O'Dea, Cormac. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2276.

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2020Macroprudential policy and the role of institutional investors in housing markets. (2020). Muoz, Manuel A. In: Working Paper Series. RePEc:ecb:ecbwps:20202454.

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2020Losers amongst the losers: the welfare effects of the Great Recession across cohorts. (2020). Ferrari, Alessandro. In: Working Paper Series. RePEc:ecb:ecbwps:20202509.

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2021Homeownership and portfolio choice over the generations. (2021). Paz-Pardo, Gonzalo. In: Working Paper Series. RePEc:ecb:ecbwps:20212522.

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2021Leveraged property cycles. (2021). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20212539.

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2020The long shadows of war in China: Battle shocks in early life and health/wealth accumulation. (2020). Koulovatianos, Christos ; Li, Jian. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301555.

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2020Who marries whom in a surging housing market?☆. (2020). Zhang, Qinghua ; Sun, Ang. In: Journal of Development Economics. RePEc:eee:deveco:v:146:y:2020:i:c:s0304387820300675.

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2020The transmission of financial shocks in an estimated DSGE model with housing and banking. (2020). Zheng, Ling ; Li, Xiao-Lin ; Ge, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:215-231.

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2021Modeling retirees’ investment behaviors in the presence of health expenditure risk and financial crisis risk. (2021). Sun, LI ; Gao, Xiang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:442-454.

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2021Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare. (2021). Grüning, Patrick ; Gruning, Patrick ; Donadelli, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000607.

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2021Life-cycle welfare losses from rules-of-thumb asset allocation. (2021). Nicodano, Giovanna ; Fugazza, Carolina ; Bagliano, Fabio C. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304158.

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2020The role of labor-income risk in household risk-taking. (2020). Li, Jian ; Koulovatianos, Christos ; Hubar, Sylwia. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301537.

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2020Forced retirement risk and portfolio choice. (2020). Lee, Minjoon ; Chen, Guodong ; Nam, Tong-Yob. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:293-315.

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2021Variable annuities: Market incompleteness and policyholder behavior. (2021). Moenig, Thorsten. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:63-78.

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2020Putting the pension back in 401(k) retirement plans: Optimal versus default deferred longevity income annuities. (2020). Mitchell, Olivia ; Maurer, Raimond ; Horneff, Vanya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300510.

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2021The cost of diversification over time, and a simple way to improve target-date funds. (2021). Levy, Moshe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302570.

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2021Wealth heterogeneity, information acquisition and equity home bias: Evidence from U.S. household surveys of consumer finance. (2021). Guo, Meixin ; Carpio, Ronaldo ; Pyun, Ju Hyun ; Liu, Yuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000583.

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2020Unintended consequences of minimum annuity laws: An experimental study. (2020). Hurwitz, Abigail ; Winter, Eyal ; Sade, Orly. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:208-222.

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2020Social media, news media and the stock market. (2020). Walther, Ansgar ; Veiga, Andre ; Jiao, Peiran. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:63-90.

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2020Locus of control and investment in risky assets. (2020). Salamanca, Nicolas ; Montizaan, Raymond ; Fouarge, Didier ; de Grip, Andries. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:548-568.

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2020Residential segregation: The role of inequality and housing subsidies. (2020). Radi, Davide ; Harting, Philipp. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:801-819.

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2020An experimental test of the under-annuitization puzzle with smooth ambiguity and charitable giving. (2020). d'Albis, Hippolyte ; Thibault, Emmanuel ; Attanasi, Giuseppe ; Dalbis, Hippolyte. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:694-717.

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2021On the duration of sovereign ratings cycle phases. (2021). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:512-526.

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2021Subjective expectations, experiences, and stock market participation: Evidence from the lab. (2021). Shin, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:186:y:2021:i:c:p:672-689.

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2020Portfolio rebalancing in general equilibrium. (2020). Kimball, Miles ; Shumway, Tyler ; Shapiro, Matthew D ; Zhang, Jing. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:816-834.

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2020The redistributive effects of bank capital regulation. (2020). Marquez, Robert ; Carletti, Elena ; Petriconi, Silvio. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:743-759.

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2021Windfall gains and stock market participation. (2021). Lindqvist, Erik ; Cesarini, David ; Ostling, Robert ; Briggs, Joseph. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:57-83.

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2021What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles. (2021). Panageas, Stavros ; Garleanu, Nicolae. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:54-73.

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2021Persistent government debt and aggregate risk distribution. (2021). Nguyen, Thien T ; Croce, M ; Raymond, S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:347-367.

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2021Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:195-216.

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2021Banking deregulation and homeownership. (2021). Xie, Jia ; Liu, Yingchun ; Lin, Zhenguo. In: Journal of Housing Economics. RePEc:eee:jhouse:v:52:y:2021:i:c:s1051137721000024.

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2021Who suffers from the COVID-19 shocks? Labor market heterogeneity and welfare consequences in Japan. (2021). Kikuchi, Shinnosuke ; Kitao, Sagiri ; Mikoshiba, Minamo. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:59:y:2021:i:c:s088915832030054x.

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2020Can learning explain boom-bust cycles in asset prices? An application to the US housing boom. (2020). Caines, Colin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s0164070420301816.

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2020Who can predict their own demise? Heterogeneity in the accuracy and value of longevity expectations?. (2020). O'Donnell, Owen ; Bago d'Uva, Teresa ; van Doorslaer, Eddy. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:17:y:2020:i:c:s2212828x16300512.

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2020Displaced, disliked and misunderstood: A systematic review of the reasons for low uptake of long-term care insurance and life annuities. (2020). Schut, Frederik T ; Lambregts, Timo R. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:17:y:2020:i:c:s2212828x20300013.

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2020Early life conditions and financial risk-taking in older age. (2020). Dobrescu, Loretti ; Christelis, Dimitris ; Motta, Alberto. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:17:y:2020:i:c:s2212828x20300311.

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2020Transition to the property tax in China: A dynamic general equilibrium analysis. (2020). Zhu, Guozhong ; Dale-Johnson, David . In: Journal of Urban Economics. RePEc:eee:juecon:v:115:y:2020:i:c:s0094119019300919.

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2020Internal habits formation and optimality. (2020). Gozzi, Fausto ; Bambi, Mauro. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:91:y:2020:i:c:p:165-172.

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2021Intratemporal nonseparability between housing and nondurable consumption: Evidence from reinvestment in housing stock. (2021). Khorunzhina, Natalia. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:658-670.

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2020Misinformation corrections of corporate news: Corporate clarification announcements. (2020). Yang, Ann Shawing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19302884.

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2020Household stock market participation during the great financial crisis. (2020). Zhou, Jie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:265-275.

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2020The effects of the monetary policy on the U.S. housing boom from 2001 to 2006. (2020). Xu, Xiaonian ; Zhang, Jiarui. In: Research in Economics. RePEc:eee:reecon:v:74:y:2020:i:4:p:301-322.

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2021Optimal portfolio choice with stock market entry costs and human capital investments: A developing country model. (2021). Thakurata, Indrajit. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:175-195.

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2020The role of cognitive abilities on financial literacy: New experimental evidence. (2020). Restrepo-Tobon, Diego A ; Alvarez-Franco, Pilar B ; Muoz-Murillo, Melisa. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:84:y:2020:i:c:s2214804319300886.

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2020On the economic impacts of mortgage credit expansion policies: evidence from Help to Buy. (2020). Yu, Xiaolun ; Christian, ; Carozzi, Felipe. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108422.

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2021Real Estate and Rental Markets during Covid Times. (2021). d'Albis, Hippolyte ; Achou, Bertrand ; Iliopulos, Eleni. In: Documents de recherche. RePEc:eve:wpaper:21-02.

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2020Discount Shock, Price-Rent Dynamics, and the Business Cycle. (2020). Zha, Tao ; Wang, Pengfei ; Miao, Jianjun. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:88036.

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2021Real Estate and Rental Markets during Covid Times. (2021). d'Albis, Hippolyte ; Achou, Bertrand ; Iliopulos, Eleni. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03231807.

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2021Real Estate and Rental Markets during Covid Times. (2021). d'Albis, Hippolyte ; Achou, Bertrand ; Iliopulos, Eleni. In: Working Papers. RePEc:hal:wpaper:halshs-03231807.

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2020Aggregating Heterogeneous-Agent Models with Permanent Income Shocks. (2020). Harmenberg, Karl. In: Working Papers. RePEc:hhs:cbsnow:2020_013.

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2020Value of Life and Annuity Demand. (2020). Porapakkarm, Ponpoje ; Pashchenko, Svetlana. In: Working Papers. RePEc:hka:wpaper:2020-042.

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2020How People React to Pension Risk. (2020). de Grip, Andries ; Sleijpen, Olaf ; Salamanca, Nicolas. In: IZA Discussion Papers. RePEc:iza:izadps:dp13077.

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2021Geographic Heterogeneity in Housing Market Risk and Portfolio Choice. (2021). Nam, Tong-Yob. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:4:d:10.1007_s11146-020-09762-9.

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2020Accounting for Changes in House Prices and Rent in Korea, 2001–2016. (2020). Song, Joon ; Park, Choonsung ; Hong, Jay H. In: Korean Economic Review. RePEc:kea:keappr:ker-20200101-36-1-09.

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2020Heterogeneity and Asset Prices: A Different Approach. (2020). Panageas, Stavros ; Garleanu, Nicolae B. In: NBER Working Papers. RePEc:nbr:nberwo:26607.

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2020Inflation and the Price of Real Assets. (2020). Schneider, Martin ; Piazzesi, Monika ; Rogers, Ciaran ; Leombroni, Matteo. In: NBER Working Papers. RePEc:nbr:nberwo:26740.

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2020Perceived Precautionary Savings Motives: Evidence from FinTech. (2020). Weber, Michael ; Scheuch, Christoph K ; Dacunto, Francesco ; Rauter, Thomas. In: NBER Working Papers. RePEc:nbr:nberwo:26817.

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2020The Murder-Suicide of the Rentier: Population Aging and the Risk Premium. (2020). Taylor, Alan ; Kopecky, Joseph. In: NBER Working Papers. RePEc:nbr:nberwo:26943.

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2020The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros. In: NBER Working Papers. RePEc:nbr:nberwo:26974.

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2020Survival Pessimism and the Demand for Annuities. (2020). O'Dea, Cormac ; Sturrock, David. In: NBER Working Papers. RePEc:nbr:nberwo:27677.

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2021The Insurance Value of Financial Aid. (2021). Samwick, Andrew ; Fisher, Tyler J ; Fan, Kristy. In: NBER Working Papers. RePEc:nbr:nberwo:28669.

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2020Investor sentiment and insurers’ financial stability: do sovereign ratings matter?. (2020). Ye, Zhiwei ; Ullah, Farid ; Shahab, Yasir ; Ahmed, Danish . In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:45:y:2020:i:2:d:10.1057_s41288-020-00160-z.

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2020Saving Motives over the Life-Cycle. (2020). Porapakkarm, Ponpoje ; Pashchenko, Svetlana. In: MPRA Paper. RePEc:pra:mprapa:100208.

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2020Value of Life and Annuity Demand. (2020). Porapakkarm, Ponpoje ; Pashchenko, Svetlana. In: MPRA Paper. RePEc:pra:mprapa:100794.

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2021Value of Life and Annuity Demand. (2021). Pashchenko, Svetlana ; Porapakkarm, Ponpoje. In: MPRA Paper. RePEc:pra:mprapa:107378.

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2021Value of Life and Annuity Demand. (2021). Pashchenko, Svetlana ; Porapakkarm, Ponpoje. In: MPRA Paper. RePEc:pra:mprapa:108886.

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2021House prices and rents: a reappraisal. (2021). d'Albis, Hippolyte ; Iliopulo, Eleni ; Achou, Bertrand. In: Cahiers de recherche / Working Papers. RePEc:rsi:irersi:6.

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2020The Life-Cycle Effects of Pension Reforms: A Structural Approach. (2020). Padula, Mario ; Daminato, Claudio. In: CSEF Working Papers. RePEc:sef:csefwp:585.

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2021Crowding-In or Crowding-Out? How Subsidies Signal the Path to Financial Independence of Social Enterprises. (2021). Szafarz, Ariane ; Christensen, Robert K ; Hudon, Marek ; Reichert, Patrick. In: Working Papers CEB. RePEc:sol:wpaper:2013/329773.

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2020Optimal consumption with time-inconsistent preferences. (2020). Yang, Jinqiang ; Wang, Yuanping ; Niu, Yingjie ; Liu, Liya. In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:3:d:10.1007_s00199-019-01228-1.

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2020SYSTEMATIC MONETARY POLICY AND THE MACROECONOMIC EFFECTS OF SHIFTS IN RESIDENTIAL LOAN‐TO‐VALUE RATIOS. (2020). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian K. In: International Economic Review. RePEc:wly:iecrev:v:61:y:2020:i:2:p:503-530.

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2020DISCOUNT SHOCK, PRICE–RENT DYNAMICS, AND THE BUSINESS CYCLE. (2020). Miao, Jianjun ; Zha, Tao ; Wang, Pengfei. In: International Economic Review. RePEc:wly:iecrev:v:61:y:2020:i:3:p:1229-1252.

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2020THE HOUSING STOCK, HOUSING PRICES, AND USER COSTS: THE ROLES OF LOCATION, STRUCTURE, AND UNOBSERVED QUALITY. (2020). Oswald, Florian ; Halket, Jonathan ; Nesheim, Lars. In: International Economic Review. RePEc:wly:iecrev:v:61:y:2020:i:4:p:1777-1814.

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2020Nonlinear Effects of Mortgage Spreads Over the Business Cycle. (2020). Cheng, Chak Hung Jack ; Chiu, Chingwai ; Jack, Chak Hung. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:6:p:1593-1611.

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2020Household finance. (2020). Haliassos, Michael ; Gomes, Francisco J ; Ramadorai, Tarun. In: IMFS Working Paper Series. RePEc:zbw:imfswp:138.

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2021Risk taking, preferences, and beliefs: Evidence from Wuhan. (2021). Hanspal, Tobin ; Bu, DI ; Liu, Yong ; Liao, Yin. In: SAFE Working Paper Series. RePEc:zbw:safewp:301.

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Works by Alexander Michaelides:


YearTitleTypeCited
2001Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? In: American Economic Review.
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In: .
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2005Optimal Life?Cycle Asset Allocation: Understanding the Empirical Evidence In: Journal of Finance.
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2005Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence.(2005) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 284
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2005Optimal life cycle asset allocation : understanding the empirical evidence.(2005) In: LSE Research Online Documents on Economics.
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2003Optimal life-cycle asset allocation: understanding the empirical evidence.(2003) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 284
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2012Can the Life Insurance Market Provide Evidence for a Bequest Motive? In: Journal of Risk & Insurance.
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2011Can the Life Insurance Market Provide Evidence for a Bequest Motive?.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 25
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1997Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators In: Boston College Working Papers in Economics.
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2000Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators.(2000) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 68
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2000Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators.(2000) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 68
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2016Household Portfolios in a Secular Stagnation World: Evidence from Japan In: Bank of Japan Working Paper Series.
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2014A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints In: CEPR Discussion Papers.
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2001Portfolio Choice and Liquidity Constraints In: CEPR Discussion Papers.
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2003Portfolio Choice and Liquidity Constraints.(2003) In: International Economic Review.
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This paper has another version. Agregated cites: 109
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2000PORTFOLIO CHOICE AND LIQUIDITY CONSTRAINTS.(2000) In: Computing in Economics and Finance 2000.
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1999Portfolio Choice and Liquidity Constraints.(1999) In: University of Cyprus Working Papers in Economics.
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2001Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion In: CEPR Discussion Papers.
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2001Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion.(2001) In: Computing in Economics and Finance 2001.
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This paper has another version. Agregated cites: 7
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2001International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle In: CEPR Discussion Papers.
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2003International portfolio choice, liquidity constraints and the home equity bias puzzle.(2003) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 22
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2003International portfolio choice, liquidity constraints and the home equity bias puzzle.(2003) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 22
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2003Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk In: CEPR Discussion Papers.
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2003Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk.(2003) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 67
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2003Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk.(2003) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 67
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2005Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts In: CEPR Discussion Papers.
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2006Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts.(2006) In: Computing in Economics and Finance 2006.
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This paper has another version. Agregated cites: 8
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2007Asset Pricing with Limited Risk Sharing and Heterogeneous Agents In: CEPR Discussion Papers.
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2005Asset pricing with limited risk sharing and heterogeneous agents.(2005) In: LSE Research Online Documents on Economics.
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2008Asset Pricing with Limited Risk Sharing and Heterogeneous Agents.(2008) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 113
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2008Evidence on the Insurance Effect of Marginal Income Taxes In: CEPR Discussion Papers.
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2008Evidence on the insurance effect of marginal income taxes.(2008) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 0
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2010How Deep is the Annuity Market Participation Puzzle? In: CEPR Discussion Papers.
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2009How Deep is the Annuity Market Participation Puzzle?.(2009) In: Working Papers.
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2007How deep is the annuity market participation puzzle?.(2007) In: LSE Research Online Documents on Economics.
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2011How Deep Is the Annuity Market Participation Puzzle?.(2011) In: Review of Financial Studies.
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2009How deep is the annuity market participation puzzle?.(2009) In: 2009 Meeting Papers.
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2010Quantifying the Distortionary Fiscal Cost of ‘The Bailout’ In: CEPR Discussion Papers.
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2009Quantifying the Distortionary Fiscal Cost of ‘The Bailout’.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 8
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2010Winners and Losers in Housing Markets In: CEPR Discussion Papers.
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2011Winners and Losers in Housing Markets.(2011) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 230
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2012Sovereign Debt Rating Changes and the Stock Market In: CEPR Discussion Papers.
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2012Sovereign Debt Rating Changes and the Stock Market.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 8
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2013Limiting Fiscal Procyclicality: Evidence from Resource-Rich Countries In: CEPR Discussion Papers.
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2014What Happened in Cyprus? In: CEPR Discussion Papers.
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2010Winners and Losers in House Markets In: Working Papers.
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2001New evidence on the effects of US monetary policy on exchange rates In: Economics Letters.
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2001New evidence on the effects of US monetary policy on exchange rates.(2001) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 20
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2003A reconciliation of two alternative approaches towards buffer stock saving In: Economics Letters.
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2003A reconciliation of two alternative approaches towards buffer stock saving.(2003) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 4
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2007Rare events and annuity market participation In: Finance Research Letters.
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2005Rare events and annuity market participation.(2005) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 8
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2015The adverse effects of systematic leakage ahead of official sovereign debt rating announcements In: Journal of Financial Economics.
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2003Aggregate implications of defined benefit and defined contribution systems In: LSE Research Online Documents on Economics.
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2004Aggregate Implications of Defined Benefit and Defined Contribution Systems.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 2
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2011Introductory Remarks to First Annual Symposium on the Cypriot Economy In: Cyprus Economic Policy Review.
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2012Banking Crisis in Cyprus and in the Eurozone In: Cyprus Economic Policy Review.
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2003Redistributive Policies through Taxation: Theory and Evidence In: Economics Working Papers.
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2003Redistributive Policies through Taxation: Theory and Evidence.(2003) In: CSEF Working Papers.
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This paper has another version. Agregated cites: 2
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2008Evidence on the Insurance Effect of Redistributive Taxation In: Discussion Papers.
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2009Evidence on the Insurance Effect of Redistributive Taxation.(2009) In: Discussion Papers.
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This paper has another version. Agregated cites: 7
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2010Evidence on the Insurance Effect of Redistributive Taxation.(2010) In: The Review of Economics and Statistics.
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2006Evidence on the Insurance Effect of Redistributive Taxation.(2006) In: Vienna Economics Papers.
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2003(UBS Pensions series 18) Aggregate Implications of Defined Benefit and Defined Contribution Systems In: FMG Discussion Papers.
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2003(UBS Pensions series 20) Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence In: FMG Discussion Papers.
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2004(UBS Pensions series 24) A Human Capital Explanation for an Asset Allocation Puzzle In: FMG Discussion Papers.
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2004(UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts In: FMG Discussion Papers.
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2005(UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents In: FMG Discussion Papers.
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2005(UBS Pensions Series 039) Rare Events and Annuity Market Participation In: FMG Discussion Papers.
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2007(UBS Paper 044) How Deep is the Annuity Market Participation Puzzle? In: FMG Discussion Papers.
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2013Fiscal Policy and Asset Prices with Incomplete Markets In: Review of Financial Studies.
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2009Optimal Savings with Taxable and Tax-Deferred Accounts In: Review of Economic Dynamics.
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2007Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy In: 2007 Meeting Papers.
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2007From Shirtsleeves to Shirtsleeves in a Long Lifetime In: 2007 Meeting Papers.
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2001Parallelization and Performance of Portfolio Choice Models In: Computing in Economics and Finance 2001.
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2001International Portfolio Choice and Liquidity Constraints: Can Small Information Costs Explain the Home Equity Bias Puzzle? In: Computing in Economics and Finance 2001.
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2001Calibration and Computation of Household Portfolio Models In: Computing in Economics and Finance 2001.
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2011Ownership structure and control in incomplete market economies with transferable utility In: Vienna Economics Papers.
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2012Consumer Search and Vertical Relations: The Triple Marginalization Problem In: Vienna Economics Papers.
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