16
H index
18
i10 index
1506
Citations
Imperial College (90% share) | 16 H index 18 i10 index 1506 Citations RESEARCH PRODUCTION: 20 Articles 50 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Review of Financial Studies | 3 |
Economics Letters | 2 |
Cyprus Economic Policy Review | 2 |
Review of Economic Dynamics | 2 |
Working Papers Series with more than one paper published | # docs |
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CEPR Discussion Papers / C.E.P.R. Discussion Papers | 15 |
Computing in Economics and Finance 2001 / Society for Computational Economics | 4 |
Working Papers / Central Bank of Cyprus | 3 |
2007 Meeting Papers / Society for Economic Dynamics | 2 |
Year | Title of citing document | |
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2022 | Popular 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 | |
2021 | Dynamic 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 | |
2021 | Optimal 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 | |
2021 | Refundable 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 | |
2021 | Discount 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 | |
2021 | Democratic 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 | |
2021 | Can 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 | |
2021 | Information 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 | |
2021 | Do 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 | |
2022 | Housing 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 | |
2021 | Out?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 | |
2021 | Inequality 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 | |
2021 | Which 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 | |
2021 | Optimal 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 | |
2021 | Optimal 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 | |
2021 | An 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 | |
2022 | Value 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 | |
2021 | Drivers 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 | |
2021 | Distributional 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 | |
2021 | Attitudes 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 | |
2021 | The 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 | |
2022 | Mortgage 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 | |
2021 | Monetary 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 | |
2021 | Do 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 | |
2022 | The 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 | |
2021 | Heterogeneous 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 | |
2021 | Survival 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 | |
2021 | Homeownership and portfolio choice over the generations. (2021). Paz-Pardo, Gonzalo. In: Working Paper Series. RePEc:ecb:ecbwps:20212522. Full description at Econpapers || Download paper | |
2021 | Leveraged property cycles. (2021). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20212539. Full description at Econpapers || Download paper | |
2022 | Investment 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 | |
2022 | The 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 | |
2021 | Aggregating 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 | |
2022 | Collateral 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 | |
2021 | Solving 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 | |
2022 | The 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 | |
2021 | Modeling 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 | |
2021 | Innovation 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 | |
2021 | Life-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 | |
2022 | The 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 | |
2022 | Near-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 | |
2023 | Broadband 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 | |
2021 | Fees 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 | |
2021 | Optimal 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 | |
2021 | Variable 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 | |
2022 | The 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 | |
2021 | The 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 | |
2021 | Wealth 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 | |
2021 | Under-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 | |
2022 | Expectations, 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 | |
2022 | Life-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 | |
2022 | Bequest 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 | |
2022 | Political 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 | |
2022 | Financial 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 | |
2021 | On 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 | |
2021 | Subjective 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 | |
2021 | Distributional 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 | |
2021 | Windfall 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 | |
2021 | What 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 | |
2021 | Persistent 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 | |
2021 | Asset 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 | |
2021 | Dissecting 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 | |
2022 | Investment 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 | |
2022 | Credit 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 | |
2022 | Product 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 | |
2021 | Banking 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 | |
2022 | Taxation 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 | |
2022 | What 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 | |
2021 | Who 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 | |
2021 | Intratemporal 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 | |
2022 | Economic 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 | |
2022 | Heterogeneity 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 | |
2021 | Optimal 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 | |
2021 | Trends 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 | |
2021 | Real 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 | |
2022 | Why 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 | |
2022 | Fragility 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 | |
2021 | Offsetting 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 | |
2021 | Can 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 | |
2022 | The 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 | |
2021 | Real 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 | |
2021 | Real 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 | |
2021 | The 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 | |
2021 | Population 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 | |
2022 | A 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 | |
2022 | Solving 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 | |
2022 | Optimizing 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 | |
2021 | Geographic 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 | |
2022 | Robust 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 | |
2022 | Treasury 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 | |
2021 | The 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 | |
2021 | A 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 | |
2021 | Value of Life and Annuity Demand. (2021). Pashchenko, Svetlana ; Porapakkarm, Ponpoje. In: MPRA Paper. RePEc:pra:mprapa:107378. Full description at Econpapers || Download paper | |
2021 | Value of Life and Annuity Demand. (2021). Pashchenko, Svetlana ; Porapakkarm, Ponpoje. In: MPRA Paper. RePEc:pra:mprapa:108886. Full description at Econpapers || Download paper | |
2023 | Stock 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 | |
2022 | Income 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 | |
2021 | House 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 | |
2021 | Do 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 | |
2022 | A 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 | |
2022 | On 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... |
Year | Title | Type | Cited |
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2001 | Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? In: American Economic Review. [Full Text][Citation analysis] | article | 55 |
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2005 | Optimal Life?Cycle Asset Allocation: Understanding the Empirical Evidence In: Journal of Finance. [Full Text][Citation analysis] | article | 325 |
2005 | Optimal 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 | |
2005 | Optimal 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 | |
2003 | Optimal 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 | |
2012 | Can the Life Insurance Market Provide Evidence for a Bequest Motive? In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 27 |
2011 | Can 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 | |
1997 | Estimating 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] | paper | 74 |
2000 | Estimating 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 | |
2000 | Estimating 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 | |
2016 | Household Portfolios in a Secular Stagnation World: Evidence from Japan In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2014 | A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2001 | Portfolio Choice and Liquidity Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 144 |
2003 | Portfolio Choice and Liquidity Constraints.(2003) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 144 | article | |
2000 | PORTFOLIO 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 | |
1999 | Portfolio 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 | |
2001 | Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2001 | Portfolio 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 | |
2001 | International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2003 | International 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 | |
2003 | International 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 | |
2003 | Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 77 |
2003 | Portfolio 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 | |
2003 | Portfolio 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 | |
2005 | Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2006 | Wealth 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 | |
2007 | Asset Pricing with Limited Risk Sharing and Heterogeneous Agents In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 131 |
2005 | Asset 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 | |
2008 | Asset 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 | |
2008 | Evidence on the Insurance Effect of Marginal Income Taxes In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2008 | Evidence 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 | |
2010 | How Deep is the Annuity Market Participation Puzzle? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 100 |
2009 | How Deep is the Annuity Market Participation Puzzle?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
2007 | How 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 | |
2011 | How 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 | |
2009 | How 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 | |
2010 | Quantifying the Distortionary Fiscal Cost of ‘The Bailout’ In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2009 | Quantifying the Distortionary Fiscal Cost of ‘The Bailout’.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2010 | Winners and Losers in Housing Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 270 |
2011 | Winners and Losers in Housing Markets.(2011) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 270 | article | |
2012 | Sovereign Debt Rating Changes and the Stock Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2012 | Sovereign 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 | |
2013 | Limiting Fiscal Procyclicality: Evidence from Resource-Rich Countries In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2014 | What Happened in Cyprus? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2010 | Winners and Losers in House Markets In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
2001 | New evidence on the effects of US monetary policy on exchange rates In: Economics Letters. [Full Text][Citation analysis] | article | 21 |
2001 | New 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 | |
2003 | A reconciliation of two alternative approaches towards buffer stock saving In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
2003 | A 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 | |
2007 | Rare events and annuity market participation In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
2005 | Rare 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 | |
2015 | The adverse effects of systematic leakage ahead of official sovereign debt rating announcements In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 26 |
2003 | Aggregate implications of defined benefit and defined contribution systems In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 3 |
2004 | Aggregate Implications of Defined Benefit and Defined Contribution Systems.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2011 | Introductory Remarks to First Annual Symposium on the Cypriot Economy In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
2012 | Banking Crisis in Cyprus and in the Eurozone In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 1 |
2003 | Redistributive Policies through Taxation: Theory and Evidence In: Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2003 | Redistributive Policies through Taxation: Theory and Evidence.(2003) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2008 | Evidence on the Insurance Effect of Redistributive Taxation In: Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2009 | Evidence on the Insurance Effect of Redistributive Taxation.(2009) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2010 | Evidence 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 | |
2013 | Fiscal Policy and Asset Prices with Incomplete Markets In: Review of Financial Studies. [Full Text][Citation analysis] | article | 33 |
2009 | Optimal Savings with Taxable and Tax-Deferred Accounts In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 41 |
2007 | Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy In: 2007 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | From Shirtsleeves to Shirtsleeves in a Long Lifetime In: 2007 Meeting Papers. [Full Text][Citation analysis] | paper | 3 |
2001 | Parallelization and Performance of Portfolio Choice Models In: Computing in Economics and Finance 2001. [Full Text][Citation analysis] | paper | 8 |
2001 | International Portfolio Choice and Liquidity Constraints: Can Small Information Costs Explain the Home Equity Bias Puzzle? In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
2001 | Calibration and Computation of Household Portfolio Models In: Computing in Economics and Finance 2001. [Full Text][Citation analysis] | paper | 38 |
2006 | Evidence on the Insurance Effect of Redistributive Taxation In: Vienna Economics Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team