Alexander Michaelides : Citation Profile


Are you Alexander Michaelides?

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

15

H index

17

i10 index

1108

Citations

RESEARCH PRODUCTION:

21

Articles

59

Papers

RESEARCH ACTIVITY:

   19 years (1997 - 2016). See details.
   Cites by year: 58
   Journals where Alexander Michaelides has often published
   Relations with other researchers
   Recent citing documents: 159.    Total self citations: 19 (1.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi112
   Updated: 2019-10-15    RAS profile: 2016-09-05    
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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 (39)

Haliassos, Michael (25)

Guiso, Luigi (22)

Georgarakos, Dimitris (19)

Van Nieuwerburgh, Stijn (19)

Binswanger, Johannes (18)

Pintus, Patrick (16)

Harenberg, Daniel (16)

Christelis, Dimitris (15)

Alan, Sule (14)

Bagliano, Fabio (13)

Cites to:

Carroll, Christopher (24)

Campbell, John (21)

Zeldes, Stephen (21)

Skinner, Jonathan (18)

Deaton, Angus (15)

Attanasio, Orazio (15)

Gomes, Francisco (14)

Viceira, Luis (13)

Hubbard, Robert (13)

Haliassos, Michael (13)

Lucas, Deborah (13)

Main data


Where Alexander Michaelides has published?


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

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 (2018 and 2017)


YearTitle of citing document
2019Household Portfolio Choice Before and After a House Purchase. (2019). Zhou, Jie ; Lyng, Ran Sun. In: Economics Working Papers. RePEc:aah:aarhec:2019-01.

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2018Investment Hangover and the Great Recession. (2018). Shleifer, Andrei ; Rognlie, Matthew ; Simsek, Alp. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:10:y:2018:i:2:p:113-53.

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2018Proposition 13: An Equilibrium Analysis. (2018). Tuzel, Elale ; Matoba, Kyle ; Mrohorolu, Aye. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:10:y:2018:i:2:p:24-51.

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2017The ABC of Simulation Estimation with Auxiliary Statistics. (2017). Ng, Serena ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1501.01265.

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2018Swimming with Wealthy Sharks: Longevity, Volatility and the Value of Risk Pooling. (2018). Milevsky, Moshe A. In: Papers. RePEc:arx:papers:1811.11326.

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2018The redistributive effects of bank capital regulation. (2018). Petriconi, Silvio ; Marquez, Roberto ; Carletti, Elena. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp18102.

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2017Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards. (2017). Smith, Gregor ; Schmidt-Dengler, Philipp ; Huynh, Kim ; Welte, Angelika. In: Staff Working Papers. RePEc:bca:bocawp:17-8.

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2018DO TERRORIST ATTACKS IMPACT EXCHANGE RATE BEHAVIOR? NEW INTERNATIONAL EVIDENCE. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Khademalomoom, Siroos. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:547-561.

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2017Retracted: Portfolio Allocation and Asset Returns in an OLG Economy with Increasing Risk Aversion. (2017). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:836-836.

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2018Asset pricing puzzles in an OLG economy with generalized preference. (2018). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:331-361.

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2017Fiscal Policy in Oil-exporting Countries: The Roles of Oil Funds and Institutional Quality. (2017). Koh, Wee Chian. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:3:p:567-590.

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2017Has Greater Stock Market Participation Increased Wealth Inequality in the Us?. (2017). Haliassos, Michael ; Georgarakos, Dimitris ; Bilias, Yannis . In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:1:p:169-188.

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2019When the bank is closed, the cash is king; ... not!. (2019). Litsiou, Konstantia ; Nikolopoulos, Konstantinos. In: Working Papers. RePEc:bng:wpaper:19008.

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2017House prices, lending standards, and the macroeconomy. (2017). Silvo, Aino. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_004.

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2017Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models. (2017). Ito, Yuichiro ; Fujiwara, Shigeaki ; Takizuka, Yasutaka. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e06.

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2017Do Term Premiums Matter? Transmission via Exchange Rate Dynamics. (2017). Katagiri, Mitsuru ; Takahashi, Koji. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e07.

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2018Risk-Taking, Inequality and Output in the Long-Run. (2018). Yamana, Kazufumi ; Nirei, Makoto ; Aoki, Shuhei. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e04.

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2018On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators. (2018). Demos, Antonis ; Antonis, Demos ; Stelios, Arvanitis . In: Journal of Econometric Methods. RePEc:bpj:jecome:v:7:y:2018:i:1:p:38:n:2.

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2017Do Sovereign Wealth Funds Dampen the Negative Effects of Commodity Price Volatility?. (2017). Raissi, Mehdi ; Mohaddes, Kamiar. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1710.

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2018Forced Retirement Risk and Portfolio Choice. (2018). Lee, Minjoon ; Nam, Tong-Yob ; Chen, Guodong. In: Carleton Economic Papers. RePEc:car:carecp:18-06.

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2019A Life-Cycle Model with Unemployment Traps. (2019). Bagliano, Fabio C ; Nicodano, Giovanna ; Fugazza, Carolina. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:514.

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2018Asset Prices in a Production Economy with Long Run and Idiosyncratic Risk. (2018). Sutoris, Ivan . In: CERGE-EI Working Papers. RePEc:cer:papers:wp620.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6458.

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2019Distributional effects of surging housing costs under Schwabes Law. (2019). Larin, Benjamin ; Grossmann, Volker ; Steger, Thomas ; Lofflad, Hans Torben. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7684.

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2019Tax-Sheltered Retirement Accounts: Can Financial Education Improve Decisions?. (2019). Michaud, Pierre-Carl ; D'Astous, Philippe ; Boyer, Martin M. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-10.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Rueth, Sebastian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12024.

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2017Houses across time and across place. (2017). Miles, David ; Sefton, James . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12103.

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2017The Housing Boom and Bust: Model Meets Evidence. (2017). Mitman, Kurt ; Violante, Giovanni L ; Kaplan, Greg. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12215.

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2017Out-of-town Home Buyers and City Welfare. (2017). Van Nieuwerburgh, Stijn ; Favilukis, Jack. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12283.

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2018Financing Insurance. (2018). Viswanathan, S ; Rampini, Adriano A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12855.

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2018Inequality Aversion, Populism, and the Backlash Against Globalization. (2018). Pastor, Lubos ; Veronesi, Pietro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13107.

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2019Affordable Housing and City Welfare. (2019). Van Nieuwerburgh, Stijn ; Mabille, Pierre ; Favilukis, Jack. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13758.

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2019Persistent Government Debt and Aggregate Risk Distribution. (2019). Raymond, Steve ; Nguyen, Thien ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13922.

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2018Subjective value of the guarantees embedded in public cash-balance pension plans. (2018). Tang, Chun-Hua . In: Journal of Pension Economics and Finance. RePEc:cup:jpenef:v:17:y:2018:i:02:p:231-250_00.

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2017Banking Crises, Bail-ins and Money Holdings. (2017). Stix, Helmut ; Evangelou, Ioanna S ; Brown, Martin. In: Working Papers. RePEc:cyb:wpaper:2017-2.

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2018Optimal risk-sharing in pension funds when stock and labor markets are co-integrated. (2018). Boelaars, Ilja ; Mehlkopf, Roel. In: DNB Working Papers. RePEc:dnb:dnbwpp:595.

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2019The fight-or-flight response to the Joneses and inequality. (2019). Bhattacharya, Joydeep ; Barnett, Richard ; Bunzel, Helle . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:187-210.

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2017Reducing government debt in the presence of inequality. (2017). Winter, Christoph ; Rohrs, Sigrid . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:1-20.

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2018Solving an incomplete markets model with a large cross-section of agents. (2018). Mertens, Thomas M ; Judd, Kenneth L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:349-368.

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2018International interest rates, the current account and housing markets. (2018). Franjo, Luis. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:268-280.

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2018The ABC of simulation estimation with auxiliary statistics. (2018). Ng, Serena ; Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:112-139.

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2018Exit dynamics of start-up firms: Structural estimation using indirect inference. (2018). Golombek, Rolf ; Raknerud, Arvid. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:204-225.

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2017Estimating the competitive storage model: A simulated likelihood approach. (2017). Kleppe, Tore ; Oglend, Atle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:39-56.

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2018A class of tractable incomplete-market models for studying asset returns and risk exposure. (2018). Legrand, Franois ; Ragot, Xavier ; le Grand, Franois. In: European Economic Review. RePEc:eee:eecrev:v:103:y:2018:i:c:p:39-59.

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2017Countercyclical retirement accounts. (2017). Love, David A. In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:32-48.

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2017Does everyone use probabilities? The role of cognitive skills. (2017). Binswanger, Johannes ; Salm, Martin. In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:73-85.

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2019Macroeconomic environment, money demand and portfolio choice. (2019). Lioui, Abraham ; Tarelli, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:357-374.

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2017Return expectations and risk aversion heterogeneity in household portfolios. (2017). Bucciol, Alessandro ; Pastorello, Sergio ; Miniaci, Raffaele . In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:201-219.

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2018New evidence on sovereign to corporate credit rating spill-overs. (2018). faff, robert ; Bissoondoyal-Bheenick, Emawtee ; Hill, Paula. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:209-225.

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2017The effects of age pension on retirement drawdown choices. (2017). Wiafe, Osei K ; Chen, John ; Basu, Anup K. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:81-87.

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2019Affordable and adequate annuities with stable payouts: Fantasy or reality?. (2019). Linders, Daniel ; van Bilsen, Servaas . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:19-42.

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2017Do cultures influence abnormal market reactions before official sovereign debt rating downgrade announcements?. (2017). Jakob, Keith ; Nam, Yoonsoo . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:65-75.

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2019The case for a European rating agency: Evidence from the Eurozone sovereign debt crisis. (2019). Loffler, Gunter ; Guettler, Andre ; de Las, Carlos A ; Altdorfer, Marc . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:1-18.

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2019The debt tax shield in general equilibrium. (2019). Jensen, Bjarne Astrup ; Fischer, Marcel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:151-166.

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2018Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity. (2018). Brandtner, Mario. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:138-149.

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2018Housing investment in urban China. (2018). Cao, Yujin ; Zhang, Qinghua ; Chen, Jidong . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:1:p:212-247.

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2018One size fits all? Tailoring retirement plan defaults. (2018). Thorp, Susan ; Warren, Geoffrey J ; Foster, Douglas F ; Donald, Scott M ; Butt, Adam. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:145:y:2018:i:c:p:546-566.

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2017Rational inattention and the dynamics of consumption and wealth in general equilibrium. (2017). Young, Eric ; Wang, Gaowang ; Luo, Yulei ; Nie, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:172:y:2017:i:c:p:55-87.

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2017Diversification and cash dynamics. (2017). Bakke, Tor-Erik ; Gu, Tiantian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:580-601.

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2017U.S. multinationals and cash holdings. (2017). Gu, Tiantian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:344-368.

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2017Tax uncertainty and retirement savings diversification. (2017). Brown, David C ; Odoherty, Michael S ; Cederburg, Scott. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:689-712.

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2018Bid anticipation, information revelation, and merger gains. (2018). Wang, Wenyu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:320-343.

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2018Inefficiencies and externalities from opportunistic acquirers. (2018). Li, DI ; Wang, Wenyu ; Taylor, Lucian A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:2:p:265-290.

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2019Should Long-Term Investors Time Volatility?. (2019). Muir, Tyler ; Moreira, Alan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:507-527.

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2019Private information in currency markets. (2019). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:643-665.

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2019Dynamic corporate liquidity. (2019). Steri, Roberto ; Schmid, Lukas ; Nikolov, Boris. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:76-102.

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2019Government debt and the returns to innovation. (2019). Nguyen, Thien T ; Croce, M M ; Schmid, L ; Raymond, S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:205-225.

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2017The Right to Buy public housing in Britain: A welfare analysis. (2017). Disney, Richard ; Luo, Guannan . In: Journal of Housing Economics. RePEc:eee:jhouse:v:35:y:2017:i:c:p:51-68.

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2017Public and private housing markets dynamics in Singapore: The role of fundamentals. (2017). Chia, Wai-Mun ; Tang, Yang ; Li, Mengling . In: Journal of Housing Economics. RePEc:eee:jhouse:v:36:y:2017:i:c:p:44-61.

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2018Optimal life cycle mortgage and portfolio choices in the presence of the affordability constraint. (2018). Chen, XI. In: Journal of Housing Economics. RePEc:eee:jhouse:v:39:y:2018:i:c:p:1-16.

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2018Downpayment, mobility and default: A welfare analysis. (2018). Mnasri, Ayman. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:235-252.

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2019Life-cycle portfolios, unemployment and human capital loss. (2019). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:325-340.

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2017Do sovereign wealth funds dampen the negative effects of commodity price volatility?. (2017). Mohaddes, Kamiar ; Raissi, Mehdi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:18-27.

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2019The optimal public and private provision of safe assets. (2019). Azzimonti, Marina ; Yared, Pierre. In: Journal of Monetary Economics. RePEc:eee:moneco:v:102:y:2019:i:c:p:126-144.

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2018Comment on “Tarnishing the golden and empire states: Land-use regulations and the U.S. economic slowdown,” by Herkenhoff, Ohanian, and Prescott. (2018). Tonetti, Christopher. In: Journal of Monetary Economics. RePEc:eee:moneco:v:93:y:2018:i:c:p:110-113.

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2018Do fiscal rules constrain fiscal policy? A meta-regression-analysis. (2018). Heinemann, Friedrich ; Yeter, Mustafa ; Moessinger, Marc-Daniel. In: European Journal of Political Economy. RePEc:eee:poleco:v:51:y:2018:i:c:p:69-92.

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2018A simpler theory of optimal capital taxation. (2018). Saez, Emmanuel ; Stantcheva, Stefanie. In: Journal of Public Economics. RePEc:eee:pubeco:v:162:y:2018:i:c:p:120-142.

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2018Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets. (2018). Grandmont, Jean-Michel ; Lemaire, Isabelle ; Calvet, Laurent-Emmanuel . In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:1:p:117-146.

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2017Do personality traits influence investors’ portfolios?. (2017). Zarri, Luca ; Bucciol, Alessandro. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:68:y:2017:i:c:p:1-12.

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2017Do Sovereign Wealth Funds Dampen the Negative Effects of Commodity Price Volatility?. (2017). Raissi, Mehdi ; Mohaddes, Kamiar. In: Globalization Institute Working Papers. RePEc:fip:feddgw:304.

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2017The Inverted Leading Indicator Property and Redistribution Effect of the Interest Rate. (2017). Wen, Yi ; Pintus, Patrick ; Xing, Xiaochuan. In: Working Papers. RePEc:fip:fedlwp:2016-027.

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2017Mortgage Debt, Consumption, and Illiquid Housing Markets in the Great Recession. (2017). Garriga, Carlos ; Hedlund, Aaron. In: Working Papers. RePEc:fip:fedlwp:2017-030.

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2018Learning Financial Shocks and the Great Recession. (2018). Tyrowicz, Joanna ; Suda, Jacek ; Pintus, Patrick. In: GRAPE Working Papers. RePEc:fme:wpaper:28.

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2018The Effects of Health Status on Life Insurance Holdings in 16 European Countries. (2018). Wong, Wing-Keung ; Peng, Sheng-Chang ; Li, Chu-Shiu ; Tsendsuren, Saruultuya. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3454-:d:172438.

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2018Social Capital and Stock Market Participation via Technologies: The Role of Households’ Risk Attitude and Cognitive Ability. (2018). Cheng, Ya-Fang ; Lin, Chien-Ho ; Lu, Kun-Hwa ; Tsai, Fu-Sheng ; Mutuc, Eugene Burgos. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1904-:d:151130.

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2018The Empirical Merit of Structural Explanations of Commodity Price Volatility: Review and Perspectives. (2018). Legrand, Nicolas. In: Post-Print. RePEc:hal:journl:hal-01924388.

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2019An Experimental Test of the Under-Annuitization Puzzle with Smooth Ambiguity and Charitable Giving. (2019). Thibault, Emmanuel ; d'Albis, Hippolyte ; Attanasi, Giuseppe. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02132858.

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2017Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01460186.

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2019Fiscal rule and shock amplification : A stochastic endogenous growth model. (2019). Menuet, Maxime. In: Working Papers. RePEc:hal:wpaper:hal-02153887.

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2017The production function for housing: evidence from France. (2017). Gobillon, Laurent ; Duranton, Gilles ; Combes, Pierre-Philippe. In: Working Papers. RePEc:ieb:wpaper:doc2017-07.

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2018Subjective expectations of survival and economic behaviour. (2018). O'Dea, Cormac ; Sturrock, David . In: IFS Working Papers. RePEc:ifs:ifsewp:18/14.

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2017FIDELIO 2: Overview and theoretical foundations of the second version of the Fully Interregional Dynamic Econometric Long-term Input-Output model for the EU-27. (2017). Valderas Jaramillo, Juan Manuel ; Streicher, Gerhard ; Salotti, Simone ; Sommer, Mark ; Kratena, Kurt. In: JRC Working Papers. RePEc:ipt:iptwpa:jrc105900.

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2018Comparative precautionary saving under higher-order risk and recursive utility. (2018). Bostian, AJ A. ; Heinzel, Christoph ; AJ A. Bostian, . In: The Geneva Papers on Risk and Insurance Theory. RePEc:kap:geneva:v:43:y:2018:i:1:d:10.1057_s10713-018-0030-2.

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2018Precautionary savings and the self-employed. (2018). Sansone, Dario ; rossi, mariacristina. In: Small Business Economics. RePEc:kap:sbusec:v:51:y:2018:i:1:d:10.1007_s11187-017-9919-x.

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2018Ambiguous life expectancy and the demand for annuities. (2018). d'Albis, Hippolyte ; Thibault, Emmanuel ; Dalbis, Hippolyte. In: Theory and Decision. RePEc:kap:theord:v:85:y:2018:i:3:d:10.1007_s11238-018-9658-8.

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2018Keresletvezérelt lakáspiaci modell a lakáshitelezést szabályozó makro prudenciális eszközök tanulmányozására. (2018). Mer, Bence ; Vago, Nikolett. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1803.

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2017Public Debt, Endogenous Growth Cycles and Indeterminacy. (2017). villieu, patrick ; Minea, Alexandru ; Menuet, Maxime. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2467.

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2019Tax-Sheltered Retirement Accounts: Can Financial Education Improve Decisions?. (2019). Michaud, Pierre-Carl ; Daastous, Philippe ; Boyer, Martin M. In: Cahiers de recherche. RePEc:lvl:criacr:1902.

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2017Preferencje Polaków dotyczące struktury własnościowej mieszkań: opis wyników ankiety. (2017). Rubaszek, Michał ; Czerniak, Adam. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:48:y:2017:i:2:p:197-234.

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2017Comment on Dynamics of Housing Debt in the Recent Boom and Bust. (2017). Violante, Giovanni . In: NBER Chapters. RePEc:nbr:nberch:13921.

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More than 100 citations found, this list is not complete...

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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article38
2014Cyprus: from boom to bail-in In: Economic Policy.
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article3
2005Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence In: Journal of Finance.
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article246
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: 246
paper
2005Optimal life cycle asset allocation : understanding the empirical evidence.(2005) In: LSE Research Online Documents on Economics.
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paper
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: 246
paper
2012Can the Life Insurance Market Provide Evidence for a Bequest Motive? In: Journal of Risk & Insurance.
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article19
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: 19
paper
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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paper64
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: 64
article
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: 64
paper
2016Household Portfolios in a Secular Stagnation World: Evidence from Japan In: Bank of Japan Working Paper Series.
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paper4
2014A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints In: CEPR Discussion Papers.
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paper1
2001Portfolio Choice and Liquidity Constraints In: CEPR Discussion Papers.
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paper95
2003Portfolio Choice and Liquidity Constraints.(2003) In: International Economic Review.
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article
2000PORTFOLIO CHOICE AND LIQUIDITY CONSTRAINTS.(2000) In: Computing in Economics and Finance 2000.
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paper
1999Portfolio Choice and Liquidity Constraints.(1999) In: University of Cyprus Working Papers in Economics.
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paper
2001Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion In: CEPR Discussion Papers.
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paper8
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: 8
paper
2001International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle In: CEPR Discussion Papers.
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paper22
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
article
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
paper
2003Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk In: CEPR Discussion Papers.
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paper59
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: 59
paper
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: 59
article
2005Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts In: CEPR Discussion Papers.
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paper8
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
paper
2007Asset Pricing with Limited Risk Sharing and Heterogeneous Agents In: CEPR Discussion Papers.
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paper98
2005Asset pricing with limited risk sharing and heterogeneous agents.(2005) In: LSE Research Online Documents on Economics.
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paper
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: 98
article
2008Evidence on the Insurance Effect of Marginal Income Taxes In: CEPR Discussion Papers.
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paper0
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
paper
2010How Deep is the Annuity Market Participation Puzzle? In: CEPR Discussion Papers.
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paper62
2009How Deep is the Annuity Market Participation Puzzle?.(2009) In: Working Papers.
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paper
2007How deep is the annuity market participation puzzle?.(2007) In: LSE Research Online Documents on Economics.
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paper
2011How Deep Is the Annuity Market Participation Puzzle?.(2011) In: Review of Financial Studies.
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article
2009How deep is the annuity market participation puzzle?.(2009) In: 2009 Meeting Papers.
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This paper has another version. Agregated cites: 62
paper
2010Quantifying the Distortionary Fiscal Cost of ‘The Bailout’ In: CEPR Discussion Papers.
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paper7
2009Quantifying the Distortionary Fiscal Cost of ‘The Bailout’.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2010Winners and Losers in Housing Markets In: CEPR Discussion Papers.
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paper187
2011Winners and Losers in Housing Markets.(2011) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 187
article
2012Sovereign Debt Rating Changes and the Stock Market In: CEPR Discussion Papers.
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paper4
2012Sovereign Debt Rating Changes and the Stock Market.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 4
paper
2013Limiting Fiscal Procyclicality: Evidence from Resource-Rich Countries In: CEPR Discussion Papers.
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paper10
2014What Happened in Cyprus? In: CEPR Discussion Papers.
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paper2
2015Introduction to JPEF special issue on household finance In: Journal of Pension Economics and Finance.
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article1
2010Winners and Losers in House Markets In: Working Papers.
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paper17
2001New evidence on the effects of US monetary policy on exchange rates In: Economics Letters.
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article20
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
paper
2003A reconciliation of two alternative approaches towards buffer stock saving In: Economics Letters.
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article4
2003A reconciliation of two alternative approaches towards buffer stock saving.(2003) In: LSE Research Online Documents on Economics.
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2007Rare events and annuity market participation In: Finance Research Letters.
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article6
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: 6
paper
2015The adverse effects of systematic leakage ahead of official sovereign debt rating announcements In: Journal of Financial Economics.
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article13
2003Aggregate implications of defined benefit and defined contribution systems In: LSE Research Online Documents on Economics.
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paper2
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
paper
2011Introductory Remarks to First Annual Symposium on the Cypriot Economy In: Cyprus Economic Policy Review.
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article0
2012Banking Crisis in Cyprus and in the Eurozone In: Cyprus Economic Policy Review.
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article1
2003Redistributive Policies through Taxation: Theory and Evidence In: Economics Working Papers.
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paper2
2003Redistributive Policies through Taxation: Theory and Evidence.(2003) In: CSEF Working Papers.
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This paper has another version. Agregated cites: 2
paper
2008Evidence on the Insurance Effect of Redistributive Taxation In: Discussion Papers.
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paper5
2009Evidence on the Insurance Effect of Redistributive Taxation.(2009) In: Discussion Papers.
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paper
2010Evidence on the Insurance Effect of Redistributive Taxation.(2010) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 5
article
2006Evidence on the Insurance Effect of Redistributive Taxation.(2006) In: Vienna Economics Papers.
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This paper has another version. Agregated cites: 5
paper
2003(UBS Pensions series 18) Aggregate Implications of Defined Benefit and Defined Contribution Systems In: FMG Discussion Papers.
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paper0
2003(UBS Pensions series 20) Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence In: FMG Discussion Papers.
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paper0
2004(UBS Pensions series 24) A Human Capital Explanation for an Asset Allocation Puzzle In: FMG Discussion Papers.
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paper2
2004(UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts In: FMG Discussion Papers.
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paper0
2005(UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents In: FMG Discussion Papers.
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paper0
2005(UBS Pensions Series 039) Rare Events and Annuity Market Participation In: FMG Discussion Papers.
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paper0
2007(UBS Paper 044) How Deep is the Annuity Market Participation Puzzle? In: FMG Discussion Papers.
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paper1
2013Fiscal Policy and Asset Prices with Incomplete Markets In: Review of Financial Studies.
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article18
2009Optimal Savings with Taxable and Tax-Deferred Accounts In: Review of Economic Dynamics.
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article27
2007Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy In: 2007 Meeting Papers.
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paper0
2007From Shirtsleeves to Shirtsleeves in a Long Lifetime In: 2007 Meeting Papers.
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paper2
2001Parallelization and Performance of Portfolio Choice Models In: Computing in Economics and Finance 2001.
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paper2
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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paper0
2001Calibration and Computation of Household Portfolio Models In: Computing in Economics and Finance 2001.
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paper39
2011Ownership structure and control in incomplete market economies with transferable utility In: Vienna Economics Papers.
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paper6
2012Consumer Search and Vertical Relations: The Triple Marginalization Problem In: Vienna Economics Papers.
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paper3

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