11
H index
12
i10 index
1325
Citations
London Business School (LBS) | 11 H index 12 i10 index 1325 Citations RESEARCH PRODUCTION: 5 Articles 25 Papers 2 Chapters RESEARCH ACTIVITY: 24 years (1999 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgo69 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Francisco Gomes. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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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 | 5 |
NBER Working Papers / National Bureau of Economic Research, Inc | 5 |
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics | 2 |
Year | Title of citing document |
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2023 | Unemployment Risk, Portfolio Choice, and the Racial Wealth Gap. (2023). Schularick, Moritz ; Kuhn, Moritz ; Kim, Chi Hyun ; Derenoncourt, Ellora. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:265. Full description at Econpapers || Download paper |
2023 | How Does Chinas Household Portfolio Selection Vary with Financial Inclusion?. (2023). Wang, Xiqian ; Bian, Yong ; Zhang, Qin. In: Papers. RePEc:arx:papers:2311.01206. Full description at Econpapers || Download paper |
2024 | Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). Palmer, Samuel ; Priazhkina, Sofia ; Skavysh, Vladimir ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17. Full description at Econpapers || Download paper |
2023 | The effects of two-way lending between financial conglomerates in bilateral repo markets. (2023). Florez-Acosta, Jorge ; Caon, Carlos ; Gomez, Karoll. In: Borradores de Economia. RePEc:bdr:borrec:1246. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2024 | Unemployment risk, portfolio choice, and the racial wealth gap. (2024). Schularick, Moritz ; Kuhn, Moritz ; Kim, Chi Hyun ; Derenoncourt, Ellora. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_508. Full description at Econpapers || Download paper |
2023 | A tail of labor supply and a tale of monetary policy. (2023). ferroni, filippo ; Cantore, Cristiano ; Theophilopoulou, Angeliki ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2308. Full description at Econpapers || Download paper |
2023 | Richer earnings dynamics, consumption and portfolio choice over the life cycle. (2023). Paz-Pardo, Gonzalo ; Galvez, Julio. In: Working Paper Series. RePEc:ecb:ecbwps:20232810. Full description at Econpapers || Download paper |
2024 | The transitional impact of state pension reform. (2024). Winkelmann, Kurt ; Pandolfo, Jordan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188923002130. Full description at Econpapers || Download paper |
2024 | Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113. Full description at Econpapers || Download paper |
2023 | Institutional determinants of households’ financial investment behaviour across European countries. (2023). Andrieș, Alin Marius ; Sprincean, Nicu ; Plopeanu, Aurelian-Petru. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:300-325. Full description at Econpapers || Download paper |
2023 | On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. (2023). Vodika, Peter ; Nielsen, Jens Perch ; Kyriakou, Ioannis ; Gerrard, Russell. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:948-962. Full description at Econpapers || Download paper |
2024 | Robust decisions for heterogeneous agents via certainty equivalents. (2024). Schweizer, Nikolaus ; Balter, Anne G. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:1:p:171-184. Full description at Econpapers || Download paper |
2023 | Investor sentiment and global economic conditions. (2023). Lutkebohmert, Eva ; Herculano, Miguel C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:134-152. Full description at Econpapers || Download paper |
2023 | Portfolio allocation over the life cycle with multiple late-in-life saving motives. (2023). Lee, Minjoon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000865. Full description at Econpapers || Download paper |
2024 | A financial supply chain on corporate working capital and interbank lines of credit. (2024). Kumar, Satish ; Misra, Arun Kumar ; Rahman, Molla Ramizur. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004817. Full description at Econpapers || Download paper |
2024 | Inequality, premium and the timing of resolution of uncertainty. (2024). Giannikos, Christos ; Koimisis, Georgios. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012357. Full description at Econpapers || Download paper |
2023 | Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633. Full description at Econpapers || Download paper |
2024 | Do interbank markets price systemic risk?. (2024). Siebenbrunner, Christoph ; Sigmund, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081. Full description at Econpapers || Download paper |
2024 | Simple relational contracts and the dynamics of social capital. (2024). Leduc, Mathieu V. In: Games and Economic Behavior. RePEc:eee:gamebe:v:145:y:2024:i:c:p:27-53. Full description at Econpapers || Download paper |
2023 | What drives stock market participation? The role of institutional, traditional, and behavioral factors. (2023). Luotonen, Niilo ; Conlin, Andrew ; Kaustia, Markku. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003235. Full description at Econpapers || Download paper |
2023 | Who borrows from the Eurosystem’s lender-of-the-last-resort facility?. (2023). Weber, Patrick ; Fecht, Falko. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000468. Full description at Econpapers || Download paper |
2023 | Population diversity and financial risk-taking. (2023). Ongena, Steven ; Dioikitopoulos, Evangelos V ; Delis, Manthos D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000778. Full description at Econpapers || Download paper |
2023 | Do required minimum distribution 401(k) rules matter, and for whom? Insights from a lifecycle model. (2023). Mitchell, Olivia ; Maurer, Raimond ; Horneff, Vanya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001462. Full description at Econpapers || Download paper |
2023 | Delay the Pension Age or Adjust the Pension Benefit? Implications for Labor Supply and Individual Welfare in China. (2023). Fang, Hanming ; Deng, Yuanyuan ; Wu, Shang ; Hanewald, Katja. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1192-1215. Full description at Econpapers || Download paper |
2023 | Portfolio Choice with Endogenous Donations - Modeling University Endowments. (2023). Stoughton, Neal M ; Franz, Richard ; Cejnek, Georg. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s014861952300022x. Full description at Econpapers || Download paper |
2023 | The impact of bank competition on contagion risk: The case of Mexico. (2023). Bátiz-Zuk, Enrique ; Lara-Sanchez, Jose Luis ; Batiz-Zuk, Enrique. In: Journal of Economics and Business. RePEc:eee:jebusi:v:127:y:2023:i:c:s0148619523000280. Full description at Econpapers || Download paper |
2024 | Asset pricing with time preference shocks: Existence and uniqueness. (2024). Zhang, Junnan ; Wilms, Ole ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771. Full description at Econpapers || Download paper |
2023 | Insurance and portfolio decisions: Two sides of the same coin?. (2023). Treich, Nicolas ; Foncel, Jerome ; Armantier, Olivier. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:201-219. Full description at Econpapers || Download paper |
2023 | Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244. Full description at Econpapers || Download paper |
2024 | Human capital risk and portfolio choices: Evidence from university admission discontinuities. (2024). Shore, Stephen H ; D'Astous, Philippe. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000163. Full description at Econpapers || Download paper |
2024 | Valuing life over the life cycle. (2024). St-Amour, Pascal. In: Journal of Health Economics. RePEc:eee:jhecon:v:93:y:2024:i:c:s0167629623001194. Full description at Econpapers || Download paper |
2023 | Intervention uncertainty, household health, and pandemic. (2023). Zhao, Yikai ; Sun, Rui. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:105:y:2023:i:c:s0304406823000125. Full description at Econpapers || Download paper |
2023 | Government debt and risk premia. (2023). Liu, Yang. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:18-34. Full description at Econpapers || Download paper |
2024 | The role of shifts in the effective tax rate on the cost of equity. (2024). Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:1:p:61-72. Full description at Econpapers || Download paper |
2024 | Life-cycle risk-taking with personal disaster risk. (2024). Bagliano, Fabio ; Fugazza, Carolina ; Nicodano, Giovanna. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:378-396. Full description at Econpapers || Download paper |
2024 | Risk-free rate puzzle: An explanation of the heterogeneity of consumer risk attitudes under Chinas income gap. (2024). Wang, Mingtao ; Yao, Yuan ; Zhao, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:940-960. Full description at Econpapers || Download paper |
2023 | The Impact of Income on Rural Residents’ Retirement Saving: Evidence from China. (2023). Xiong, Xueping ; Sun, Ruiting. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:9:p:1756-:d:1232665. Full description at Econpapers || Download paper |
2023 | Islamic vs. Conventional Equity Markets: A Multifractal Cross-Correlation Analysis with Economic Policy Uncertainty. (2023). Oliveira, Marcia ; Ali, Haider ; Ferreira, Paulo ; Aslam, Faheem. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:1:p:16-:d:1027087. Full description at Econpapers || Download paper |
2024 | Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia. In: GREDEG Working Papers. RePEc:gre:wpaper:2024-10. Full description at Econpapers || Download paper |
2023 | Population Diversity and Financial Risk-Taking. (2023). Ongena, Steven ; Dioikitopoulos, Evangelos V ; Delis, Manthos D. In: Post-Print. RePEc:hal:journl:hal-04083169. Full description at Econpapers || Download paper |
2023 | Exploring Credit Relationship Dynamics in an Interbank Market Benefiting from Blockchain-based Distributed Trust: Insights from an Agent-based Model. (2023). Dugdale, Julie ; Alaeddini, Morteza ; Madies, Philippe ; Reaidy, Paul. In: Post-Print. RePEc:hal:journl:hal-04266077. Full description at Econpapers || Download paper |
2024 | Digitalization, Entrepreneurship, and Wealth Inequality. (2024). Nirei, Makoto ; Muto, Ichiro ; Nakamura, Fumitaka. In: IMES Discussion Paper Series. RePEc:ime:imedps:24-e-01. Full description at Econpapers || Download paper |
2023 | Market Clearing and Krusell-Smith Algorithm in an Economy with Multiple Assets. (2023). Bakota, Ivo. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10290-2. Full description at Econpapers || Download paper |
2023 | Longevity, Health and Housing Risks Management in Retirement. (2023). st Amour, Pascal ; Michaud, Pierre-Carl. In: NBER Working Papers. RePEc:nbr:nberwo:31038. Full description at Econpapers || Download paper |
2023 | How does retirement affect optimal life cycle portfolio allocation between stocks and bonds?. (2023). Rudys, Valentinas. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00298-6. Full description at Econpapers || Download paper |
2024 | Quantifying the non-Gaussian gain. (2024). Lizieri, Colin ; Satchell, Stephen ; Allen, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00338-9. 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 |
2023 | Identifying household finance heterogeneity via deep clustering. (2023). Fabozzi, Frank J ; Lee, Yongjae ; Hwang, Yoontae. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:2:d:10.1007_s10479-022-04900-3. Full description at Econpapers || Download paper |
2023 | Risk Aversion and the Size of Desired Debt. (2023). Spiganti, Alessandro ; Lagomarsino, Elena. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:9:y:2023:i:1:d:10.1007_s40797-021-00172-1. Full description at Econpapers || Download paper |
2024 | Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Pallante, Gianluca ; Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia. In: LEM Papers Series. RePEc:ssa:lemwps:2024/08. Full description at Econpapers || Download paper |
2024 | The Transmission of Non-Banking Liquidity Shocks to the Banking Sector. (2024). Paipilla, Miguel Sarmiento. In: Discussion Paper. RePEc:tiu:tiucen:c8f68d8f-0035-4529-95af-17db16f12ffb. Full description at Econpapers || Download paper |
2024 | The Transmission of Non-Banking Liquidity Shocks to the Banking Sector. (2024). Paipilla, Miguel Sarmiento. In: Other publications TiSEM. RePEc:tiu:tiutis:c8f68d8f-0035-4529-95af-17db16f12ffb. Full description at Econpapers || Download paper |
2023 | Aging, Health Risk, and Interest Rates. (2023). Hagiwara, Reona. In: Working Papers. RePEc:wap:wpaper:2303. Full description at Econpapers || Download paper |
2023 | Policy uncertainty and stock market volatility revisited: The predictive role of signal quality. (2023). Salisu, Afees ; Demirer, Riza ; Gupta, Rangan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2307-2321. Full description at Econpapers || Download paper |
2023 | Banks of a feather: The informational advantage of being alike. (2023). von Westernhagen, Natalja ; Schultz, Alison ; Dinger, Valeriya ; Bednarek, Peter. In: Discussion Papers. RePEc:zbw:bubdps:092023. Full description at Econpapers || Download paper |
2024 | COVID-19 and the fragmentation of the European interbank market. (2024). Pala, Melissa. In: Discussion Papers. RePEc:zbw:bubdps:284408. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2023 | Borrow Now, Pay Even Later: A Quantitative Analysis of Student Debt Payment Plans In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | THE EXCESS BURDEN OF GOVERNMENT INDECISION In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 37 |
2010 | The Excess Burden of Government Indecision.(2010) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2006 | The Excess Burden of Government Indecision.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2012 | The Excess Burden of Government Indecision.(2012) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | chapter | |
2007 | The Excess Burden of Government Indecision.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2012 | Life-Cycle Portfolio Choice with Liquid and Illiquid Financial Assets In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 15 |
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 | 84 |
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 nother version. Agregated cites: 84 | 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 nother version. Agregated cites: 8 | paper | |
2005 | Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 326 |
2007 | Asset Pricing with Limited Risk Sharing and Heterogeneous Agents In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 146 |
2008 | Asset Pricing with Limited Risk Sharing and Heterogeneous Agents.(2008) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 146 | article | |
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 nother version. Agregated cites: 8 | paper | |
2007 | Exploiting short-run predictability In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
2009 | Lending relationships in the interbank market In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 346 |
2020 | Retirement Saving Adequacy in U.S. Defined Contribution Plans In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2000 | Investing Retirement Wealth? A Life-Cycle Model In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 137 |
2001 | Investing Retirement Wealth: A Life-Cycle Model.(2001) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 137 | chapter | |
1999 | Investing Retirement Wealth: A Life-Cycle Model.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 137 | paper | |
2000 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 33 |
2001 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
1999 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2008 | Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 91 |
2012 | Risk and Returns to Education In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2021 | The Cross-Section of Household Preferences In: NBER Working Papers. [Full Text][Citation analysis] | paper | 20 |
2009 | Optimal Savings with Taxable and Tax-Deferred Accounts In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 45 |
2004 | Aggregate Implications of Defined Benefit and Defined Contribution Systems In: 2004 Meeting Papers. [Citation analysis] | paper | 3 |
2007 | Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy In: 2007 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Longevity Risk and Retirement Savings In: 2009 Meeting Papers. [Full Text][Citation analysis] | paper | 6 |
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