18
H index
25
i10 index
1775
Citations
Centre for Economic Policy Research (CEPR) (10% share) | 18 H index 25 i10 index 1775 Citations RESEARCH PRODUCTION: 30 Articles 66 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 |
|---|---|
| The Review of Financial Studies | 3 |
| Journal of Financial Economics | 2 |
| Journal of Money, Credit and Banking | 2 |
| Cyprus Economic Policy Review | 2 |
| Economics Letters | 2 |
| Review of Economic Dynamics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 18 |
| 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 | |
|---|---|---|
| 2024 | Homeownership and Portfolio Choice over the Generations. (2024). Paz-Pardo, Gonzalo. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:16:y:2024:i:1:p:207-37. Full description at Econpapers || Download paper | |
| 2024 | Optimal life insurance and annuity decision under money illusion. (2024). Wei, Pengyu ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2410.20128. Full description at Econpapers || Download paper | |
| 2025 | Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation. (2025). Pelsser, Antoon ; Kamma, Thijs. In: Papers. RePEc:arx:papers:2502.13678. Full description at Econpapers || Download paper | |
| 2025 | Information Leakages in the Green Bond Market. (2025). Sheehan, Barry ; Gong, Jin ; Shannon, Darren. In: Papers. RePEc:arx:papers:2504.03311. Full description at Econpapers || Download paper | |
| 2025 | Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation. (2025). Fabozzi, Frank J ; Rachev, Svetlozar T ; Jha, Ayush ; Shirvani, Abootaleb ; Jaffri, Ali. In: Papers. RePEc:arx:papers:2505.12198. Full description at Econpapers || Download paper | |
| 2025 | Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios. (2025). Jha, Ayush ; Rachev, Svetlozar T ; Fabozzi, Frank J ; Jaffri, Ali ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2505.24250. Full description at Econpapers || Download paper | |
| 2025 | The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics. (2025). Moll, Benjamin. In: Papers. RePEc:arx:papers:2508.20571. Full description at Econpapers || Download paper | |
| 2025 | Foreign Eyes on Wall Street: Investor Attention and U.S. Stock Reactions. (2025). Talavera, Oleksandr ; Nikolsko-Rzhevskyy, Alex ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:25-02. Full description at Econpapers || Download paper | |
| 2024 | Loan‐to‐value limits as a macroprudential policy tool: Developments in theory and practice. (2024). Gatt, William. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:232-267. Full description at Econpapers || Download paper | |
| 2024 | Annuity selection in the presence of insurer default risk and government guarantees. (2024). Clacher, Iain ; Ayton, Peter ; Searle, Pamela. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:1:p:161-192. Full description at Econpapers || Download paper | |
| 2024 | A behavioral gap in survival beliefs. (2024). de Giorgi, Enrico G ; Apicella, Giovanna. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:1:p:213-247. Full description at Econpapers || Download paper | |
| 2024 | Unemployment risk, portfolio choice, and the racial wealth gap. (2024). Kuhn, Moritz ; Schularick, Moritz ; Derenoncourt, Ellora ; Kim, Chi Hyun. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_508. Full description at Econpapers || Download paper | |
| 2024 | Tax Policy, Investment and Profit Shifting. (2024). Devereux, Michael ; Bilicka, Katarzyna ; Geri, Rem ; Guceri, Irem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11458. Full description at Econpapers || Download paper | |
| 2025 | Rethinking the Stock Market Participation Puzzle: A Qualitative Approach. (2025). Siegel, Stephan ; Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine ; Haliassos, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11980. Full description at Econpapers || Download paper | |
| 2024 | The Portfolio Choice Channel of Wealth Inequality. (2024). Calani, Mauricio ; Rosso, Lucas. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1016. Full description at Econpapers || Download paper | |
| 2025 | Ingresos Vitalicios en la Vejez: Esquemas de Desacumulación en el Sistema Pensional Colombiano. (2025). Crdoba, Dino Francisco. In: Documentos CEDE. RePEc:col:000089:021422. Full description at Econpapers || Download paper | |
| 2024 | Consumption Dynamics under Information Processing Constraints. (2024). Luo, Yulei. In: CEMA Working Papers. RePEc:cuf:wpaper:622. Full description at Econpapers || Download paper | |
| 2025 | Bank lending rates and the riskiness of euro area household loans. (2025). Palligkinis, Spyros. In: Working Paper Series. RePEc:ecb:ecbwps:20253053. Full description at Econpapers || Download paper | |
| 2024 | Home bias and the returns of strategic portfolios: Neither always so good nor so bad. (2024). Alonso-Gonzalez, Pablo J ; Vega-Gamez, Fernando. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s221463502400042x. Full description at Econpapers || Download paper | |
| 2024 | Wealth inequality and the distributional effects of maximum loan-to-value ratio policy. (2024). Gatt, William. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000654. Full description at Econpapers || Download paper | |
| 2024 | Optimal early retirement with target wealth. (2024). Tian, Weidong ; Ivanov, Katerina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001180. Full description at Econpapers || Download paper | |
| 2025 | Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612. Full description at Econpapers || Download paper | |
| 2025 | Asymmetric impact of social media sentiments and stock market uncertainty on Indian sectoral returns: A quantile-on-quantile approach. (2025). Kaur, Rishman Jot ; Khan, Hera Asif. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000968. Full description at Econpapers || Download paper | |
| 2024 | Optimal reinsurance with a systemic surplus shock. (2024). Jung, Kwangmin ; Park, Seyoung. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400497x. Full description at Econpapers || Download paper | |
| 2025 | Uncovering asset market participation from household consumption and income. (2025). Czellar, Veronika ; le Grand, Franois ; Garcia, Ren. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002124. Full description at Econpapers || Download paper | |
| 2024 | Expectations, sentiments and capital flows to emerging market economies. (2024). Boonman, Tjeerd ; Beckmann, Joscha ; Schreiber, Sven. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000670. Full description at Econpapers || Download paper | |
| 2024 | Aggregate portfolio choice. (2024). Inkmann, Joachim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s092753982400029x. Full description at Econpapers || Download paper | |
| 2024 | Chinas monetary policy framework and global commodity prices. (2024). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324004754. Full description at Econpapers || Download paper | |
| 2025 | Household benefits from energy efficiency retrofits: Implications for net zero housing policy. (2025). Yassin, Kareman ; Rivers, Nicholas ; Papineau, Maya. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000684. Full description at Econpapers || Download paper | |
| 2024 | Policy responses to the COVID-19 pandemic: Another case of “resource curse”?. (2024). Tsani, Stella ; Koh, Wee Chian. In: Energy Policy. RePEc:eee:enepol:v:195:y:2024:i:c:s030142152400394x. Full description at Econpapers || Download paper | |
| 2024 | Trading activity of VIX futures and options around FOMC announcements. (2024). Tsai, Wei-Che ; Yang, Jimmy J ; Huang, Hong-Gia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002539. Full description at Econpapers || Download paper | |
| 2024 | Should Basel-style liquidity requirements be set countercyclically? Evidence from a numerical analysis. (2024). Archibald, Thomas W ; Moreira, Fernando ; Huang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004344. Full description at Econpapers || Download paper | |
| 2024 | Can companies input of data factor eliminate investors home biases?. (2024). Jin, Chenglu ; Wang, Shengnan ; Mao, Weidao ; Chen, Rongda. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006951. 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 | |
| 2024 | Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros ; Lotfi, Somayyeh ; Milidonis, Andreas. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158. Full description at Econpapers || Download paper | |
| 2025 | Innovative combo product design embedding variable annuity and long-term care insurance contracts. (2025). Shen, Yang ; Sherris, Michael ; Wang, Yawei ; Ziveyi, Jonathan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:79-99. Full description at Econpapers || Download paper | |
| 2025 | Subjective survival beliefs and the life-cycle model. (2025). Haberman, Steven ; Owadally, Iqbal ; Jeong, Seung Yeon ; Wright, Douglas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:11-29. Full description at Econpapers || Download paper | |
| 2025 | How much debt is too much? Debt-growth dynamics in commodity-dependent and non-commodity-dependent developing economies. (2025). Padilla, Leon ; Herrera, Ronny Oswaldo ; Carrington, Sarah J. In: International Economics. RePEc:eee:inteco:v:182:y:2025:i:c:s2110701725000204. Full description at Econpapers || Download paper | |
| 2025 | News and intraday retail investor order flow in foreign exchange markets. (2025). Kaourma, Theofilia ; Milidonis, Andreas ; Nishiotis, George ; Panayides, Marios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000368. Full description at Econpapers || Download paper | |
| 2024 | The relevance of media sentiment for small and large scale bitcoin investors. (2024). Beckmann, Joscha ; Geldner, Teo ; Wustenfeld, Jan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000295. Full description at Econpapers || Download paper | |
| 2025 | Windfall gains and stock market participation: Evidence from shopping receipt lottery. (2025). Zhu, Jian-Da ; Yang, Tzu-Ting ; Lin, Tse-Chun ; Huang, Hsuan-Hua ; Cheng, Tzu-Chang Forrest. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426624002929. Full description at Econpapers || Download paper | |
| 2025 | Retreating from risks: Household stock market participation in a protectionist era. (2025). Li, Jie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426625000135. Full description at Econpapers || Download paper | |
| 2025 | Air pollution and household stock market participation. (2025). Zhou, Yang ; Niu, Geng ; Li, Jian ; Guo, Mengmeng ; Gan, Hongwu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426625000184. Full description at Econpapers || Download paper | |
| 2025 | The state-dependent impact of changes in bank capital requirements. (2025). Menno, Dominik ; Lang, Jan Hannes. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000597. Full description at Econpapers || Download paper | |
| 2024 | House purchase restriction and stock market participation: Unveiling the role of nonpecuniary consideration. (2024). Wang, Zilong ; Yin, Zhichao ; Sha, Yezhou. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:390-406. Full description at Econpapers || Download paper | |
| 2024 | Consumption dynamics with law of small numbers. (2024). Zou, Zhentao ; Niu, Yingjie ; Wu, Yaoyao ; Zhao, Siqi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:915-923. Full description at Econpapers || Download paper | |
| 2024 | Financial returns to household inventory management. (2024). Baker, Scott ; Johnson, Stephanie ; Kueng, Lorenz. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001988. 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 | Borrow now, pay even later: A quantitative analysis of student debt payment plans. (2024). Clara, Nuno ; Boutros, Michael ; Gomes, Francisco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001211. Full description at Econpapers || Download paper | |
| 2024 | Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399. Full description at Econpapers || Download paper | |
| 2025 | Main Street’s Pain, Wall Street’s Gain. (2025). You, Yang ; Xu, Nancy R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000455. Full description at Econpapers || Download paper | |
| 2024 | No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Bei, Zeyun ; Zhou, Yinggang ; Lin, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561. Full description at Econpapers || Download paper | |
| 2025 | Signal in the noise: Trump tweets and the currency market. (2025). Filippou, Ilias ; Gozluklu, Arie E ; Nguyen, My T ; Viswanath-Natraj, Ganesh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000786. Full description at Econpapers || Download paper | |
| 2025 | Impact of news and social media sentiments on rare earth investments. (2025). PARK, DONGHYUN ; Dutta, Anupam ; Sihvonen, Jukka ; Lucey, Brian ; Uddin, Gazi Salah. In: Resources Policy. RePEc:eee:jrpoli:v:107:y:2025:i:c:s0301420725001977. Full description at Econpapers || Download paper | |
| 2024 | On the economic impacts of mortgage credit expansion policies: Evidence from help to buy. (2024). Hilber, Christian ; Yu, Xiaolun ; Carozzi, Felipe. In: Journal of Urban Economics. RePEc:eee:juecon:v:139:y:2024:i:c:s0094119023000815. Full description at Econpapers || Download paper | |
| 2025 | The effects of macroprudential policy restricting housing investor credit supply. (2025). Gillitzer, Christian ; Prasad, Nalini. In: Journal of Urban Economics. RePEc:eee:juecon:v:149:y:2025:i:c:s0094119025000506. Full description at Econpapers || Download paper | |
| 2024 | Labour supply and the cost of house price booms and busts. (2024). Sanchez-Marcos, Virginia ; Low, Hamish. In: Labour Economics. RePEc:eee:labeco:v:90:y:2024:i:c:s0927537124000861. Full description at Econpapers || Download paper | |
| 2024 | What moves markets?. (2024). Kerssenfischer, Mark ; Schmeling, Maik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000138. Full description at Econpapers || Download paper | |
| 2024 | Clan culture and participation in FinTech-based risk sharing. (2024). Wang, Xiangnan ; Bian, Wenlong ; She, Kexin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:83:y:2024:i:c:s0927538x24000106. Full description at Econpapers || Download paper | |
| 2024 | How does implementing the Extractive Industries Transparency Initiative (EITI) affect economic growth? Evidence from developing countries. (2024). Rachid, Neerbewend Abdoul. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000867. Full description at Econpapers || Download paper | |
| 2024 | Macroeconomic effects from media coverage of the China–U.S. trade war on selected EU countries. (2024). Czudaj, Robert ; Beckmann, Joscha ; Murach, Michael. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024001137. Full description at Econpapers || Download paper | |
| 2024 | The role of shifts in the effective tax rate on the cost of equity. (2024). Rojo-Suarez, Javier ; Alonso-Conde, Ana B. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:1:p:61-72. Full description at Econpapers || Download paper | |
| 2025 | The response of emerging financial markets to IMF news during COVID-19 pandemic11We are grateful for the comments and suggestions of Ali Kutan, Kate Phylaktis, Mahmoud Mohieldin and Galina Hale.. (2025). Yamani, Ehab ; Abuelfadl, Moustafa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003399. Full description at Econpapers || Download paper | |
| 2024 | Life-cycle risk-taking with personal disaster risk. (2024). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina. 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). Yao, Yuan ; Zhao, Yang ; Wang, Mingtao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:940-960. Full description at Econpapers || Download paper | |
| 2024 | On the economic impacts of mortgage credit expansion policies: evidence from help to buy. (2024). Hilber, Christian ; Yu, Xiaolun ; Carozzi, Felipe. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120627. Full description at Econpapers || Download paper | |
| 2024 | On the economic impacts of mortgage credit expansion policies: evidence from help to buy. (2024). Hilber, Christian ; Yu, Xiaolun ; Carozzi, Felipe. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124116. 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: Opportunity and Inclusive Growth Institute Working Papers. RePEc:fip:fedmoi:97901. Full description at Econpapers || Download paper | |
| 2024 | Regulatory Implications of the Supervision and Management of Liquidity Risk: An Analysis of Recent Developments in Spanish Financial Institutions. (2024). Cerda-Suarez, Luis Manuel ; Mariscal-Caceres, Juan ; Cristofol-Rodriguez, Carmen. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:2:p:46-:d:1327338. Full description at Econpapers || Download paper | |
| 2025 | Optimal Decision-Making for Annuity Insurance Under the Perspective of Disability Risk. (2025). Sun, Lufei ; Xu, Ziran ; Yuan, Xiang. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:20:p:3290-:d:1772070. Full description at Econpapers || Download paper | |
| 2024 | How Does Fertility Policy Relaxation Affect Household Financial Asset Allocation? Evidence from the Universal Two-Child Policy in China. (2024). Wang, Yujie ; Gao, Wenjing ; Ge, Run ; Tang, Dunzhe. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:3:p:1018-:d:1325944. Full description at Econpapers || Download paper | |
| 2024 | How does implementing the Extractive Industries Transparency Initiative (EITI) affect economic growth? Evidence from developing countries. (2024). Rachid, Neerbewend Abdoul. In: Post-Print. RePEc:hal:journl:hal-04727043. Full description at Econpapers || Download paper | |
| 2025 | Saving Motives over the Life-Cycle. (2025). Pashchenko, Svetlana ; Porapakkarm, Ponpoje. In: Working Papers. RePEc:hka:wpaper:2025-008. 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 | |
| 2024 | Consumption Modelling Using Categorisation-Enhanced Mental Accounting. (2024). Chudziak, Szymon. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10475-3. Full description at Econpapers || Download paper | |
| 2025 | Do Traditional Family Values Affect Household Asset Allocation? — Empirical from China. (2025). Zhao, Lulu ; Ye, Jingjing. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:46:y:2025:i:1:d:10.1007_s10834-024-10004-w. Full description at Econpapers || Download paper | |
| 2025 | Politics, Financial Regulation and Housing Bubbles. (2025). Sorge, Marco. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:1:d:10.1007_s11146-023-09972-x. Full description at Econpapers || Download paper | |
| 2025 | Geographically Overlapping Real Estate Assets, Liquidity Spillovers, and Liquidity Multiplier Effects. (2025). Wang, Chongyu ; Glascock, John L ; Cohen, Jeffrey P. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:1:d:10.1007_s11146-022-09905-0. Full description at Econpapers || Download paper | |
| 2025 | Does Cohabiting with a Partner Affect Stock Market Participation?. (2025). Christensen, Camilla Skovbo ; Olufsen, Isabel Skak. In: CEBI working paper series. RePEc:kud:kucebi:2505. Full description at Econpapers || Download paper | |
| 2024 | Impact of tax changes on the risk premium of the WIG index. (2024). Radwaski, Pawe. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:55:y:2024:i:3:p:333-356. Full description at Econpapers || Download paper | |
| 2024 | Leaving Legacies and Liabilities: The Distribution of Wealth at Death. (2024). Rapp, Severin ; Disslbacher, Franziska. In: OSF Preprints. RePEc:osf:osfxxx:y9xt3. Full description at Econpapers || Download paper | |
| 2024 | Leaving Legacies and Liabilities: The Distribution of Wealth at Death. (2024). Rapp, Severin ; Disslbacher, Franziska. In: OSF Preprints. RePEc:osf:osfxxx:y9xt3_v1. Full description at Econpapers || Download paper | |
| 2024 | Leaving Legacies and Liabilities: The Distribution of Wealth at Death. (2024). Rapp, Severin ; Disslbacher, Franziska. In: SocArXiv. RePEc:osf:socarx:z3wfv. Full description at Econpapers || Download paper | |
| 2024 | Leaving Legacies and Liabilities: The Distribution of Wealth at Death. (2024). Rapp, Severin ; Disslbacher, Franziska. In: SocArXiv. RePEc:osf:socarx:z3wfv_v1. Full description at Econpapers || Download paper | |
| 2024 | Macroeconomic Effects from Media Coverage of the China-U.S. Trade War on selected EU Countries. (2024). Czudaj, Robert ; Beckmann, Joscha ; Murach, Michael. In: MPRA Paper. RePEc:pra:mprapa:121751. Full description at Econpapers || Download paper | |
| 2025 | Age dependent investment decisions in light of intergenerational altruism. (2025). Steinberg, Daniel. In: MPRA Paper. RePEc:pra:mprapa:125619. Full description at Econpapers || Download paper | |
| 2025 | Saving Motives over the Life-Cycle. (2025). Pashchenko, Svetlana ; Porapakkarm, Ponpoje. In: MPRA Paper. RePEc:pra:mprapa:125799. Full description at Econpapers || Download paper | |
| 2025 | A Theory of Portfolio Choice for Heterogeneous Investors. (2025). Li, Mingzhe. In: MPRA Paper. RePEc:pra:mprapa:126642. Full description at Econpapers || Download paper | |
| 2025 | Securitization and House Price Growth. (2025). Nelson, Genevieve. In: Review of Economic Dynamics. RePEc:red:issued:21-353. Full description at Econpapers || Download paper | |
| 2025 | Optimal planning in habit formation models with multiple goods. (2025). Ghilli, Daria ; Bambi, Mauro ; Gozzi, Fausto ; Leocata, Marta. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00498-2. Full description at Econpapers || Download paper | |
| 2025 | Forecasting Share Redemption Suspensions and Net Asset Value Decreases of Open-End Real Estate Funds: The Role of Investment Ratings. (2025). Kaspereit, Thomas. In: Schmalenbach Journal of Business Research. RePEc:spr:sjobre:v:77:y:2025:i:2:d:10.1007_s41471-025-00206-9. Full description at Econpapers || Download paper | |
| 2025 | Ambiguity Aversion, Portfolio Choice, and Life Expectancy. (2025). Shi, Chenchuan ; MacAulay, Alistair. In: School of Economics Discussion Papers. RePEc:sur:surrec:0425. Full description at Econpapers || Download paper | |
| 2024 | Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns. (2024). Cepni, Oguzhan ; Serbest, Ozge ; Akyildirim, Erdinc ; Aysan, Ahmet Faruk. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:14:p:1577-1613. Full description at Econpapers || Download paper | |
| 2025 | Heterogeneous beliefs, preference for safety, and life-cycle portfolio allocation. (2025). Claudio, Campanale. In: Working papers. RePEc:tur:wpapnw:100. Full description at Econpapers || Download paper | |
| 2024 | Global Economic Prospects, January 2024. (2024). Bank, World. In: World Bank Publications - Books. RePEc:wbk:wbpubs:40715. Full description at Econpapers || Download paper | |
| 2024 | Fiscal Vulnerabilities in Low-Income Countries: Evolution, Drivers, and Policies. (2024). Mawejje, Joseph. In: World Bank Publications - Books. RePEc:wbk:wbpubs:42239. Full description at Econpapers || Download paper | |
| 2025 | Fiscal Policy Procyclicality and Volatility in Commodity-Exporting Emerging and Developing Economies : Determinants and Implications for Growth. (2025). Vasishtha, Garima ; Marioli, Francisco Arroyo. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11037. Full description at Econpapers || Download paper | |
| 2024 | GROWTH, HOUSING, AND GLOBAL IMBALANCES. (2024). Franjo, Luis ; Stepanchuk, Serhiy ; Lambertini, Luisa. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:2:p:623-654. Full description at Econpapers || Download paper | |
| 2024 | Can Internet Banking Affect Households Participation in Financial Markets and Financial Awareness?. (2024). Viviano, Eliana ; Michelangeli, Valentina. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:4:p:705-739. Full description at Econpapers || Download paper | |
| 2025 | The role of storage in commodity markets: Indirect inference based on grain data. (2025). Legrand, Nicolas ; Gouel, Christophe. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:2:p:705-747. Full description at Econpapers || Download paper | |
| 2024 | Why Old-Age Poverty Matters: Evidence from Consumption Responses to Income Shocks. (2024). Kim, Jiseob ; Cho, Yunho. In: Working papers. RePEc:yon:wpaper:2024rwp-234. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
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| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? In: American Economic Review. [Full Text][Citation analysis] | article | 60 |
| In: . [Full Text][Citation analysis] | article | 5 | |
| 2020 | Bank capital buffers in a dynamic model In: Financial Management. [Full Text][Citation analysis] | article | 30 |
| 2018 | Bank capital buffers in a dynamic model.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2005 | Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence In: Journal of Finance. [Full Text][Citation analysis] | article | 356 |
| 2005 | Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 356 | 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 nother version. Agregated cites: 356 | 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 nother version. Agregated cites: 356 | paper | |
| 2012 | Can the Life Insurance Market Provide Evidence for a Bequest Motive? In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 37 |
| 2011 | Can the Life Insurance Market Provide Evidence for a Bequest Motive?.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | 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 | 82 |
| 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 nother version. Agregated cites: 82 | 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 nother version. Agregated cites: 82 | 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 |
| 2017 | Credit Market Spillovers: Evidence from a Syndicated Loan Market Network In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Credit Market Spillovers: Evidence from a Syndicated Loan Market Network.(2018) In: 2018 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2018 | Tactical Target Date Funds In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Tactical Target Date Funds.(2022) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2019 | Corporate Pension Plan Funding Levels and Pension Assumptions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Portfolio Choice and Liquidity Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 157 |
| 2003 | Portfolio Choice and Liquidity Constraints.(2003) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 157 | article | |
| 2000 | PORTFOLIO CHOICE AND LIQUIDITY CONSTRAINTS.(2000) In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 157 | paper | |
| 1999 | Portfolio Choice and Liquidity Constraints.(1999) In: University of Cyprus Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 157 | 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 nother 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 | 30 |
| 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 nother version. Agregated cites: 30 | 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 nother version. Agregated cites: 30 | 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 | 84 |
| 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 nother version. Agregated cites: 84 | 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 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 | |
| 2007 | Asset Pricing with Limited Risk Sharing and Heterogeneous Agents In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 150 |
| 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 nother version. Agregated cites: 150 | paper | |
| 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: 150 | 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 nother version. Agregated cites: 1 | paper | |
| 2010 | How Deep is the Annuity Market Participation Puzzle? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 120 |
| 2009 | How Deep is the Annuity Market Participation Puzzle?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | 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 nother version. Agregated cites: 120 | paper | |
| 2011 | How Deep Is the Annuity Market Participation Puzzle?.(2011) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | article | |
| 2009 | How deep is the annuity market participation puzzle?.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | 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 nother version. Agregated cites: 8 | paper | |
| 2010 | Winners and Losers in Housing Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 292 |
| 2011 | Winners and Losers in Housing Markets.(2011) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 292 | article | |
| 2007 | Winners and Losers in Housing Markets.(2007) In: CDMA Conference Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 292 | paper | |
| 2011 | Winners and Losers in Housing Markets.(2011) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 292 | 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 nother 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 |
| 2017 | Stock Market Mean Reversion and Portfolio Choice over the Life Cycle In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 15 |
| 2009 | A Comment on Diagnostic Tools for Counterfactual Inference In: Political Analysis. [Full Text][Citation analysis] | article | 1 |
| 2010 | Winners and Losers in House Markets In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2022 | Limiting fiscal procyclicality: Evidence from resource-dependent countries In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 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 nother 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 nother version. Agregated cites: 5 | paper | |
| 2007 | Rare events and annuity market participation In: Finance Research Letters. [Full Text][Citation analysis] | article | 12 |
| 2005 | Rare events and annuity market participation.(2005) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2022 | Life-cycle portfolio choice with imperfect predictors In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | The adverse effects of systematic leakage ahead of official sovereign debt rating announcements In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 36 |
| 2019 | Private information in currency markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 25 |
| 2004 | A human capital explanation for an asset allocation puzzle? In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 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 nother 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 nother version. Agregated cites: 2 | paper | |
| 2008 | Evidence on the Insurance Effect of Redistributive Taxation In: Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2009 | Evidence on the Insurance Effect of Redistributive Taxation.(2009) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 nother version. Agregated cites: 10 | article | |
| 2006 | Evidence on the Insurance Effect of Redistributive Taxation.(2006) In: Vienna Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 2 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 2 | |
| 2014 | Cyprus: from boom to bail-in In: Economic Policy. [Full Text][Citation analysis] | article | 14 |
| 2016 | Cyprus: From Boom to Bail-In.(2016) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | chapter | |
| 2013 | Fiscal Policy and Asset Prices with Incomplete Markets In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 39 |
| 2020 | Housing, Distribution and Welfare In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Housing, Distribution, and Welfare.(2024) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2009 | Optimal Savings with Taxable and Tax-Deferred Accounts In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 42 |
| 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. Last updated December, 22 2025. Contact: CitEc Team