Alexander Michaelides : Citation Profile


Are you Alexander Michaelides?

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

16

H index

18

i10 index

1506

Citations

RESEARCH PRODUCTION:

20

Articles

50

Papers

RESEARCH ACTIVITY:

   19 years (1997 - 2016). See details.
   Cites by year: 79
   Journals where Alexander Michaelides has often published
   Relations with other researchers
   Recent citing documents: 116.    Total self citations: 22 (1.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi112
   Updated: 2023-03-25    RAS profile: 2020-01-17    
   Missing citations? Add them    Incorrect content? Let us know

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 (51)

Haliassos, Michael (38)

Binswanger, Johannes (24)

Van Nieuwerburgh, Stijn (21)

Georgarakos, Dimitris (21)

Harenberg, Daniel (21)

Guiso, Luigi (19)

Campanale, Claudio (18)

Pintus, Patrick (18)

Christelis, Dimitris (16)

Bagliano, Fabio (16)

Cites to:

Campbell, John (23)

Carroll, Christopher (22)

Gomes, Francisco (16)

Deaton, Angus (16)

Zeldes, Stephen (16)

Attanasio, Orazio (15)

Parker, Jonathan (13)

Skinner, Jonathan (13)

Haliassos, Michael (12)

Krueger, Dirk (12)

Hubbard, Robert (11)

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
CEPR Discussion Papers / C.E.P.R. Discussion Papers15
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 (2022 and 2021)


YearTitle of citing document
2022Popular Personal Financial Advice versus the Professors. (2022). Choi, James J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:167-92.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Optimal Investing after Retirement Under Time-Varying Risk Capacity Constraint. (2020). Zhu, Zimu ; Tian, Weidong. In: Papers. RePEc:arx:papers:2005.13741.

Full description at Econpapers || Download paper

2021Refundable income annuities: Feasibility of money-back guarantees. (2021). Salisbury, Thomas S ; Milevsky, Moshe A. In: Papers. RePEc:arx:papers:2111.01239.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre. In: Staff Working Papers. RePEc:bca:bocawp:21-58.

Full description at Econpapers || Download paper

2021Democratic Political Economy of Financial Regulation. (2021). Park, Youngmin ; Livshits, Igor. In: Staff Working Papers. RePEc:bca:bocawp:21-59.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Housing wealth shocks, home equity withdrawal, and the claiming of Social Security retirement benefits. (2022). Ross, Amanda ; Li, Jing ; Huang, Naqun. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:620-644.

Full description at Econpapers || Download paper

2021Out?of?Town Home Buyers and City Welfare. (2021). Van Nieuwerburgh, Stijn ; Favilukis, Jack. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2577-2638.

Full description at Econpapers || Download paper

2021Inequality Aversion, Populism, and the Backlash against Globalization. (2021). Pastor, Lubos ; Veronesi, Pietro. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2857-2906.

Full description at Econpapers || Download paper

2021Which economic uncertainty measure matters for households portfolio decision?. (2021). Kim, Insik ; Jeon, Yoontae ; Lee, Kiryoung. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:2:p:343-369.

Full description at Econpapers || Download paper

2021Optimal annuitization with imperfect information about insolvency risk. (2021). Rothschild, Casey ; Neumuller, Seth ; Li, Hui. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:1:p:101-130.

Full description at Econpapers || Download paper

2021Optimal social security claiming behavior under lump sum incentives: Theory and evidence. (2021). Mitchell, Olivia ; Rogalla, Ralph ; Maurer, Raimond ; Schimetschek, Tatjana. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:1:p:5-27.

Full description at Econpapers || Download paper

2021An examination of life insurance policy surrender and loan activity. (2021). Fier, Stephen G ; Cole, Cassandra R. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:2:p:483-516.

Full description at Econpapers || Download paper

2022Value of life and annuity demand. (2022). Porapakkarm, Ponpoje ; Pashchenko, Svetlana. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:371-396.

Full description at Econpapers || Download paper

2021Drivers of the great housing boom?bust: Credit conditions, beliefs, or both?. (2021). Ludvigson, Sydney C ; Cox, Josue. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:3:p:843-875.

Full description at Econpapers || Download paper

2021Distributional effects of nonresident investors on the housing market and welfare. (2021). Wang, Shuling ; Germaschewski, Yin. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1300-1326.

Full description at Econpapers || Download paper

2021Attitudes towards Debt and Debt Behavior. (2021). Vestman, Roine ; Savesoderbergh, Jenny ; Lusardi, Annamaria ; Almenberg, Johan. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:3:p:780-809.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Mortgage credit and house prices: evidence to inform macroprudential policy. (2022). Arigoni, Filippo ; McCann, Fergal ; Yao, Fang. In: Financial Stability Notes. RePEc:cbi:fsnote:11/fs/22.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data. (2022). Legrand, Nicolas ; Gouel, Christophe. In: Working Papers. RePEc:cii:cepidt:2022-04.

Full description at Econpapers || Download paper

2021Heterogeneous Beliefs, Limited Participation and Flight-to-Quality. (2021). Zhang, Shunming ; Wang, Yanjie ; Huang, Helen Hui. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2021:v:22:i:2:huangwangzhang.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Investment Risk Tolerance amongst South African University Students in the Vaal Triangle Area. (2022). Bothma, Elizabeth ; Ferreira, Lorainne ; Ferreira-Schenk, Sune ; Evangelou, Antonios. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-01-03.

Full description at Econpapers || Download paper

2022The driving forces of Chinas business cycles: Evidence from an estimated DSGE model with housing and banking. (2022). Liu, Yan ; Ge, Xinyu. In: China Economic Review. RePEc:eee:chieco:v:72:y:2022:i:c:s1043951x22000116.

Full description at Econpapers || Download paper

2021Aggregating heterogeneous-agent models with permanent income shocks. (2021). Harmenberg, Karl. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001202.

Full description at Econpapers || Download paper

2022Collateral quality and house prices. (2022). Zhou, Jing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002184.

Full description at Econpapers || Download paper

2021Solving dynamic stochastic models with multiple occasionally binding constraints. (2021). Wright, Brian D ; Hochfarber, Juan Bobenrieth ; Vallejos, Ernesto Guerra. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s026499932100225x.

Full description at Econpapers || Download paper

2022The power and influence of rating agencies with insights into their misuse. (2022). Sun, Haokun ; Basu, Kaushik. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000098.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022The inverted leading indicator property and redistribution effect of the interest rate. (2022). Pintus, Patrick A ; Wen, YI ; Xing, Xiaochuan. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001283.

Full description at Econpapers || Download paper

2022Near-optimal asset allocation in financial markets with trading constraints. (2022). Pelsser, Antoon ; Kamma, Thijs. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:2:p:766-781.

Full description at Econpapers || Download paper

2023Broadband internet and stock market participation. (2023). Lu, Weijie ; Zhou, Yang ; Niu, Geng ; Wang, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004239.

Full description at Econpapers || Download paper

2021Fees in tontines. (2021). Rach, Manuel ; Guillen, Montserrat ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:89-106.

Full description at Econpapers || Download paper

2021Optimal retirement products under subjective mortality beliefs. (2021). Rach, Manuel ; Hieber, Peter ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:55-69.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022The market impact of private information before corporate Announcements: Evidence from Turkey. (2022). Simsir, Serif Aziz ; Simsek, Koray D. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001007.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Under-reaction in the sovereign CDS market. (2021). Zhang, Jinfan ; Yan, Hongjun ; Xiao, Yaqing ; Wang, Xinjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001503.

Full description at Econpapers || Download paper

2022Expectations, credit conditions, and housing boom-bust: Evidence from SVAR with sign and zero restrictions. (2022). Zhang, Zhen ; Ma, Xutao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002818.

Full description at Econpapers || Download paper

2022Life-cycle portfolio choice with imperfect predictors. (2022). Zhang, Yuxin ; Michaelides, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003083.

Full description at Econpapers || Download paper

2022Bequest motives in consumption-portfolio decisions with recursive utility. (2022). Weiss, Farina ; Munk, Claus ; Kraft, Holger. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000280.

Full description at Econpapers || Download paper

2022Political corruption, trust, and household stock market participation. (2022). Liao, Yin ; Hanspal, Tobin ; Bu, DI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000425.

Full description at Econpapers || Download paper

2022Financial liberalization and house prices: Evidence from China. (2022). Shi, Yining. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002357.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Distributional consequences of surging housing rents. (2021). Grossmann, Volker ; Steger, Thomas ; Lofflad, Hans Torben ; Larin, Benjamin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:196:y:2021:i:c:s0022053121000922.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Dissecting bankruptcy frictions. (2021). Wang, Wenyu ; Taylor, Lucian A ; Dou, Winston Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:975-1000.

Full description at Econpapers || Download paper

2022Investment slumps during financial crises: The real effects of credit supply. (2022). Fakos, Alexandros ; Tavares, Tiago ; Sakellaris, Plutarchos. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:29-44.

Full description at Econpapers || Download paper

2022Credit cycles with market-based household leverage. (2022). Landvoigt, Tim ; Diamond, William. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:726-753.

Full description at Econpapers || Download paper

2022Product market strategy and corporate policies. (2022). Nikolov, Boris ; Hajda, Jakub. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:932-964.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Taxation and the external wealth of nations: Evidence from bilateral portfolio holdings. (2022). Huizinga, Harry ; Wagner, Wolf ; Voget, Johannes ; Todtenhaupt, Maximilian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621001996.

Full description at Econpapers || Download paper

2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Economic policy uncertainty and institutional investment returns: The case of New Zealand. (2022). Hegde, Prasad ; Demirer, Riza ; Badshah, Ihsan ; Ali, Sara. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22000920.

Full description at Econpapers || Download paper

2022Heterogeneity in optimal investment and drawdown strategies in retirement. (2022). Warren, Geoffrey J ; Khemka, Gaurav ; Butt, Adam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22000932.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Trends and disparities in economic inequality in Cyprus and the EU. (2021). Petrou, Kyriakos ; Kourtellos, Andros. In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:15:y:2021:i:1:p:16-45.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Why Has U.S. Stock Ownership Doubled Since the Early 1980s? Equity Participation Over the Past Half Century. (2022). Duca, John ; Walker, Mark. In: Working Papers. RePEc:fip:feddwp:95139.

Full description at Econpapers || Download paper

2022Fragility of Safe Asset Markets. (2022). Phelan, Gregory ; Eisenbach, Thomas M. In: Staff Reports. RePEc:fip:fednsr:94496.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021Offsetting Risk in a Neoliberal Environment: The Link between Asset-Based Welfare and NIMBYism. (2021). Record, Matthew C. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:547-:d:677345.

Full description at Econpapers || Download paper

2021Can Financial Literacy Explain Lack of Investment in Risky Assets in Japan?. (2021). Kadoya, Yoshihiko ; Rabbani, Naheed ; Rahim, Mostafa Saidur. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:22:p:12616-:d:679603.

Full description at Econpapers || Download paper

2022The inverted leading indicator property and redistribution effect of the interest rate. (2022). Xing, Xiaochuan ; Wen, YI ; Pintus, Patrick. In: Post-Print. RePEc:hal:journl:hal-03778018.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021The gender gap in household bargaining power: a portfolio-choice approach. (2021). Zhang, Weilong ; Peng, Cameron ; Gu, Ran. In: IFS Working Papers. RePEc:ifs:ifsewp:21/11.

Full description at Econpapers || Download paper

2021Population Aging and the Macroeconomy. (2021). Thwaites, Gregory ; Sajedi, Rana ; Lisack, Noemie. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:2:a:2.

Full description at Econpapers || Download paper

2022A portfolio choice problem under risk capacity constraint. (2022). Zhu, Zimu ; Tian, Weidong. In: Annals of Finance. RePEc:kap:annfin:v:18:y:2022:i:3:d:10.1007_s10436-021-00404-5.

Full description at Econpapers || Download paper

2022Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids. (2022). Pfluger, Dirk ; Valentin, Julian ; Schober, Peter. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10061-x.

Full description at Econpapers || Download paper

2022Optimizing the Life-Cycle Path of Pension Premium Payments and the Pension Ambition in the Netherlands. (2022). Ciurila, Nicoleta ; TERRELE, HARRY ; Kok, Carolijn ; Zwaneveld, Peter. In: De Economist. RePEc:kap:decono:v:170:y:2022:i:1:d:10.1007_s10645-022-09400-0.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Robust consumption policy with the desire for wealth accumulation. (2022). Gong, Siwen ; Niu, Yingjie ; Wang, Yuanping. In: Review of Economics of the Household. RePEc:kap:reveho:v:20:y:2022:i:3:d:10.1007_s11150-021-09551-0.

Full description at Econpapers || Download paper

2022Treasury Supply Shocks and the Term Structure of Interest Rates in the UK. (2022). Lengyel, Andras. In: MNB Working Papers. RePEc:mnb:wpaper:2022/6.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock. (2021). Simsek, Alp ; Caballero, Ricardo J. In: Review of Financial Studies. RePEc:oup:rfinst:v:34:y:2021:i:11:p:5522-5580..

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Stock Market Participation: The Role of Human Capital. (). Neelakantan, Urvi ; Ionescu, Felicia ; Athreya, Kartik. In: Review of Economic Dynamics. RePEc:red:issued:18-378.

Full description at Econpapers || Download paper

2022Income Volatility and Portfolio Choices. (). wang, yicheng ; Karabarbounis, Marios ; Chang, Yongsung ; Zhang, Tao ; Hong, Jay . In: Review of Economic Dynamics. RePEc:red:issued:20-409.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Do People Choose Life Insurance for Protection or for Saving?. (2021). Chakraborty, Kiran Sankar ; Nepal, Mukesh ; Nath, Kanchan Kumar ; Deb, Rajat. In: Metamorphosis: A Journal of Management Research. RePEc:sae:metjou:v:20:y:2021:i:1:p:35-44.

Full description at Econpapers || Download paper

2022A Simple Model of Educated Hand-to-Mouth Consumers. (2022). Pigo, Adam. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2022:i:2:p:20-43.

Full description at Econpapers || Download paper

2022On the sources of economic growth, structural consistency of agent-based models and mental-accounting consumer behaviour. (2022). Chudziak, Szymon. In: Working Papers. RePEc:sgh:kaewps:2022073.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article55
In: .
[Full Text][Citation analysis]
article4
2005Optimal Life?Cycle Asset Allocation: Understanding the Empirical Evidence In: Journal of Finance.
[Full Text][Citation analysis]
article325
2005Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 325
paper
2005Optimal life cycle asset allocation : understanding the empirical evidence.(2005) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 325
paper
2003Optimal life-cycle asset allocation: understanding the empirical evidence.(2003) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 325
paper
2012Can the Life Insurance Market Provide Evidence for a Bequest Motive? In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
article27
2011Can the Life Insurance Market Provide Evidence for a Bequest Motive?.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
1997Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper74
2000Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators.(2000) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
paper
2016Household Portfolios in a Secular Stagnation World: Evidence from Japan In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]
paper6
2014A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
2001Portfolio Choice and Liquidity Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper144
2003Portfolio Choice and Liquidity Constraints.(2003) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 144
article
2000PORTFOLIO CHOICE AND LIQUIDITY CONSTRAINTS.(2000) In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 144
paper
1999Portfolio Choice and Liquidity Constraints.(1999) In: University of Cyprus Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 144
paper
2001Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
2001Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2001International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper26
2003International portfolio choice, liquidity constraints and the home equity bias puzzle.(2003) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
article
2003International portfolio choice, liquidity constraints and the home equity bias puzzle.(2003) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2003Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper77
2003Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk.(2003) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77
paper
2003Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk.(2003) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77
article
2005Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper8
2006Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts.(2006) In: Computing in Economics and Finance 2006.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
2007Asset Pricing with Limited Risk Sharing and Heterogeneous Agents In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper131
2005Asset pricing with limited risk sharing and heterogeneous agents.(2005) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 131
paper
2008Asset Pricing with Limited Risk Sharing and Heterogeneous Agents.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 131
article
2008Evidence on the Insurance Effect of Marginal Income Taxes In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
2008Evidence on the insurance effect of marginal income taxes.(2008) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010How Deep is the Annuity Market Participation Puzzle? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper100
2009How Deep is the Annuity Market Participation Puzzle?.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100
paper
2007How deep is the annuity market participation puzzle?.(2007) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100
paper
2011How Deep Is the Annuity Market Participation Puzzle?.(2011) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100
article
2009How deep is the annuity market participation puzzle?.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100
paper
2010Quantifying the Distortionary Fiscal Cost of ‘The Bailout’ In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper8
2009Quantifying the Distortionary Fiscal Cost of ‘The Bailout’.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2010Winners and Losers in Housing Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper270
2011Winners and Losers in Housing Markets.(2011) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 270
article
2012Sovereign Debt Rating Changes and the Stock Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper11
2012Sovereign Debt Rating Changes and the Stock Market.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2013Limiting Fiscal Procyclicality: Evidence from Resource-Rich Countries In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper11
2014What Happened in Cyprus? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper4
2010Winners and Losers in House Markets In: Working Papers.
[Full Text][Citation analysis]
paper18
2001New evidence on the effects of US monetary policy on exchange rates In: Economics Letters.
[Full Text][Citation analysis]
article21
2001New evidence on the effects of US monetary policy on exchange rates.(2001) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2003A reconciliation of two alternative approaches towards buffer stock saving In: Economics Letters.
[Full Text][Citation analysis]
article5
2003A reconciliation of two alternative approaches towards buffer stock saving.(2003) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2007Rare events and annuity market participation In: Finance Research Letters.
[Full Text][Citation analysis]
article9
2005Rare events and annuity market participation.(2005) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2015The adverse effects of systematic leakage ahead of official sovereign debt rating announcements In: Journal of Financial Economics.
[Full Text][Citation analysis]
article26
2003Aggregate implications of defined benefit and defined contribution systems In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper3
2004Aggregate Implications of Defined Benefit and Defined Contribution Systems.(2004) In: 2004 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2011Introductory Remarks to First Annual Symposium on the Cypriot Economy In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article0
2012Banking Crisis in Cyprus and in the Eurozone In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article1
2003Redistributive Policies through Taxation: Theory and Evidence In: Economics Working Papers.
[Full Text][Citation analysis]
paper2
2003Redistributive Policies through Taxation: Theory and Evidence.(2003) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2008Evidence on the Insurance Effect of Redistributive Taxation In: Discussion Papers.
[Full Text][Citation analysis]
paper7
2009Evidence on the Insurance Effect of Redistributive Taxation.(2009) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2010Evidence on the Insurance Effect of Redistributive Taxation.(2010) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2013Fiscal Policy and Asset Prices with Incomplete Markets In: Review of Financial Studies.
[Full Text][Citation analysis]
article33
2009Optimal Savings with Taxable and Tax-Deferred Accounts In: Review of Economic Dynamics.
[Full Text][Citation analysis]
article41
2007Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy In: 2007 Meeting Papers.
[Full Text][Citation analysis]
paper0
2007From Shirtsleeves to Shirtsleeves in a Long Lifetime In: 2007 Meeting Papers.
[Full Text][Citation analysis]
paper3
2001Parallelization and Performance of Portfolio Choice Models In: Computing in Economics and Finance 2001.
[Full Text][Citation analysis]
paper8
2001International Portfolio Choice and Liquidity Constraints: Can Small Information Costs Explain the Home Equity Bias Puzzle? In: Computing in Economics and Finance 2001.
[Citation analysis]
paper0
2001Calibration and Computation of Household Portfolio Models In: Computing in Economics and Finance 2001.
[Full Text][Citation analysis]
paper38
2006Evidence on the Insurance Effect of Redistributive Taxation In: Vienna Economics Papers.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team