Alexander Michaelides : Citation Profile

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

18

H index

25

i10 index

1806

Citations

RESEARCH PRODUCTION:

36

Articles

66

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   29 years (1997 - 2026). See details.
   Cites by year: 62
   Journals where Alexander Michaelides has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 31 (1.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi112
   Updated: 2026-06-06    RAS profile: 2026-05-09    
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Relations with other researchers

Works with:

Nikolov, Kalin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alexander Michaelides.

Is cited by:

Mitchell, Olivia (57)

Haliassos, Michael (40)

Binswanger, Johannes (24)

Nicodano, Giovanna (22)

Van Nieuwerburgh, Stijn (22)

Bagliano, Fabio (22)

Harenberg, Daniel (21)

Georgarakos, Dimitris (21)

Guiso, Luigi (20)

Campanale, Claudio (18)

Favilukis, Jack (18)

Cites to:

Campbell, John (51)

Viceira, Luis (26)

Gomes, Francisco (24)

Carroll, Christopher (24)

Zeldes, Stephen (21)

Deaton, Angus (19)

Guiso, Luigi (17)

Ongena, Steven (17)

Haliassos, Michael (17)

Attanasio, Orazio (17)

Skinner, Jonathan (16)

Main data

Where Alexander Michaelides has published?

Journals with more than one article published# docs
The Review of Financial Studies3
Economics Letters2
Cyprus Economic Policy Review2
Journal of Finance2
Journal of Money, Credit and Banking2
Review of Economic Dynamics2
Journal of Financial Economics2
Journal of Risk & Insurance2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / Centre for Economic Policy Research18
Computing in Economics and Finance 2001 / Society for Computational Economics4
Working Papers / Central Bank of Cyprus3
2007 Meeting Papers / Society for Economic Dynamics2

Recent works citing Alexander Michaelides (2026 and 2025)

YearTitle of citing document
2024Homeownership 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.

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2025Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation. (2025). Pelsser, Antoon ; Kamma, Thijs. In: Papers. RePEc:arx:papers:2502.13678.

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2025Information Leakages in the Green Bond Market. (2025). Sheehan, Barry ; Gong, Jin ; Shannon, Darren. In: Papers. RePEc:arx:papers:2504.03311.

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2025Multivariate 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.

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2025Winners 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.

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2025The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics. (2025). Moll, Benjamin. In: Papers. RePEc:arx:papers:2508.20571.

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2025Structural Reinforcement Learning for Heterogeneous Agent Macroeconomics. (2025). Yang, Yucheng ; Wang, Chiyuan ; Moll, Benjamin ; Schaab, Andreas. In: Papers. RePEc:arx:papers:2512.18892.

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2025Foreign 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.

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2024Unemployment 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.

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2025Rethinking 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.

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2025Ingresos Vitalicios en la Vejez: Esquemas de Desacumulación en el Sistema Pensional Colombiano. (2025). Crdoba, Dino Francisco. In: Documentos CEDE. RePEc:col:000089:021422.

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2024Consumption Dynamics under Information Processing Constraints. (2024). Luo, Yulei. In: CEMA Working Papers. RePEc:cuf:wpaper:622.

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2025Bank lending rates and the riskiness of euro area household loans. (2025). Palligkinis, Spyros. In: Working Paper Series. RePEc:ecb:ecbwps:20253053.

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2025Climate risk and household stock market participation. (2025). Li, Yong ; Zhou, Yang ; Mao, Kun ; Gan, Hongwu. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pc:s1043951x25002548.

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2024Optimal 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.

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2025Regime-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.

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2025Defense spending and asset prices: The role of cointegration and high-dimensional macroeconomic data. (2025). Takumah, Wisdom ; Ujah, Nacasius. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:2346-2359.

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2025Asymmetric 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.

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2025Uncovering 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.

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2024Aggregate portfolio choice. (2024). Inkmann, Joachim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s092753982400029x.

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2025Foreign currency forecasting in emerging markets: What can stock and bond markets tell us?. (2025). Phylaktis, Kate ; Yamani, Ehab. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000635.

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2025Household 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.

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2025The impact of job quality on household risky financial asset allocation. (2025). Liu, Hongjiao ; Name, Author. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006295.

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2025The heart wants what it wants: Local bias and seasoned equity offerings bidding. (2025). Tian, Siyang ; Zhang, QI ; Sun, Qian ; Hao, Jinxing. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007793.

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2024Should 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.

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2025Sovereign wealth funds and procyclical fiscal policy. (2025). Cheng, Zhizhou ; Jiang, Bowen. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pg:s1544612325022378.

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2025Innovative 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.

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2025Subjective 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.

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2025Optimal life insurance and annuity decisions under money illusion. (2025). Li, Wenyuan ; Wei, Pengyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000885.

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2025How 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.

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2025News 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.

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2025Speculative-Grade sovereign rating Cycles: Sovereign debt Defaults, restructurings and resolution. (2025). Sousa, Ricardo ; Castro, Vtor ; Agnello, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s1042443125000873.

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2025Windfall 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.

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2025Retreating 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.

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2025Air 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.

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2025The 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.

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2024House 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.

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2024Consumption 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.

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2024Human 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.

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2024Borrow 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.

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2025Main 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.

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2025Financial constraints and the racial housing gap. (2025). Mabille, Pierre ; Hansman, Christopher ; Gupta, Arpit. In: Journal of Financial Economics. RePEc:eee:jfinec:v:173:y:2025:i:c:s0304405x25001503.

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2026Demand disagreement. (2026). Illeditsch, Philipp ; Heyerdahl-Larsen, Christian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:175:y:2026:i:c:s0304405x25001990.

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2025Signal 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.

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2025Why old-age poverty matters: Evidence from consumption responses to income shocks. (2025). Kim, Jiseob ; Cho, Yunho. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:86:y:2025:i:c:s0164070425000540.

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2025Impact 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.

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2025The 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.

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2025The tontine puzzle. (2025). Rach, Manuel ; Chen, AN ; Mller, Alfred. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:121:y:2025:i:c:s0304406825001028.

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2025Stock market participation and macro-financial trends. (2025). Gaudio, Francesco Saverio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:156:y:2025:i:c:s0304393225001175.

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2025The 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.

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2024Life-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.

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2026Inequality in Comprehensive Wealth. (2026). Love, David ; Smith, Paul A ; Landel, Hannah. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:102440.

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2024Unemployment 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.

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2024Regulatory 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.

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2025Optimal 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.

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2025Saving Motives over the Life-Cycle. (2025). Pashchenko, Svetlana ; Porapakkarm, Ponpoje. In: Working Papers. RePEc:hka:wpaper:2025-008.

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2026End-of-Life Liquidity. (2026). McKiernan, Kathleen ; Gallipoli, Giovanni ; Bairoliya, Neha. In: Working Papers. RePEc:hka:wpaper:2025-010.

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2026Pop-ups Pay Off: Simulating App-Based Trading to Boost Financial Competence. (2026). Agasisti, Tommaso ; Hartinger, Katharina ; Iannotta, Gabriele. In: Working Papers. RePEc:jgu:wpaper:2603.

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2024Consumption 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.

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2025Do 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.

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2025Politics, 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.

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2025Geographically 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.

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2025Household finance research: A systematic bibliometric analysis of evolution, trends, and emerging research directions. (2025). Wang, Shouyang ; Wei, Yunjie ; Li, Xin. In: Review of Economics of the Household. RePEc:kap:reveho:v:23:y:2025:i:2:d:10.1007_s11150-025-09774-5.

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2025Does Cohabiting with a Partner Affect Stock Market Participation?. (2025). Christensen, Camilla Skovbo ; Olufsen, Isabel Skak. In: CEBI working paper series. RePEc:kud:kucebi:2505.

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2025Age dependent investment decisions in light of intergenerational altruism. (2025). Steinberg, Daniel. In: MPRA Paper. RePEc:pra:mprapa:125619.

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2025Saving Motives over the Life-Cycle. (2025). Pashchenko, Svetlana ; Porapakkarm, Ponpoje. In: MPRA Paper. RePEc:pra:mprapa:125799.

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2025A Theory of Portfolio Choice for Heterogeneous Investors. (2025). Li, Mingzhe. In: MPRA Paper. RePEc:pra:mprapa:126642.

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2025Securitization and House Price Growth. (2025). Nelson, Genevieve. In: Review of Economic Dynamics. RePEc:red:issued:21-353.

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2025Currency Shocks in Newly Industrialized Asian Countries and Global Financial Stability. (2025). Chen, Zhonglu ; Hong, Yanran ; Zhao, Gang. In: Evaluation Review. RePEc:sae:evarev:v:49:y:2025:i:6:p:1040-1062.

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2025Research on the Impact of the Optimal State-owned Capital Allocation, Tax Deferral and Delayed Retirement on the Replacement Rate of Pension and Policy Optimization. (2025). Gao, Yixin ; Wu, Xiaoqiang ; Yu, Wenguang ; Li, Shuanming ; Guan, Guofeng. In: SAGE Open. RePEc:sae:sagope:v:15:y:2025:i:1:p:21582440251323783.

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2025Optimal 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.

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2024How likely is it to beat the target at different investment horizons: an approach using compositional data in strategic portfolios. (2024). Alonso-Gonzalez, Pablo J ; Vega-Gamez, Fernando. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00601-3.

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2024Determinants of financial literacy: a systematic review and future research directions. (2024). Mia, Md Aslam ; Rehman, Khurram. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00365-x.

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2025Forecasting 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.

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2025Ambiguity Aversion, Portfolio Choice, and Life Expectancy. (2025). Shi, Chenchuan ; MacAulay, Alistair. In: School of Economics Discussion Papers. RePEc:sur:surrec:0425.

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2025Do Emotions Influence Investor Behavior?. (2025). Khan, Ahmed ; Bird, Ron ; Gallagher, David R ; Yeung, Danny. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:26:y:2025:i:2:p:229-250.

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2025Heterogeneous beliefs, preference for safety, and life-cycle portfolio allocation. (2025). Claudio, Campanale. In: Working papers. RePEc:tur:wpapnw:100.

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2025Fiscal 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.

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2025Liquidity Constraints, Income Variance, and Buffer Stock Savings: Experimental Evidence. (2025). Orland, Andreas ; Duffy, John. In: International Economic Review. RePEc:wly:iecrev:v:66:y:2025:i:3:p:1153-1174.

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2025The 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.

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2026Crime and household financial decision‐making. (2026). Jones, Scott. In: Review of Financial Economics. RePEc:wly:revfec:v:44:y:2026:i:1:n:e70020.

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2024Rethinking the stock market participation puzzle: A qualitative approach. (2024). Grunow, Daniela ; Duraj, Kamila ; Siegel, Stephan ; Laudenbach, Christine ; Chaliasos, Michael. In: IMFS Working Paper Series. RePEc:zbw:imfswp:304392.

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2024Rethinking the stock market participation puzzle: A qualitative approach. (2024). Chaliasos, Michael ; Siegel, Stephan ; Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine. In: SAFE Working Paper Series. RePEc:zbw:safewp:308097.

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Alexander Michaelides has edited the books:

YearTitleTypeCited

Works by Alexander Michaelides:

YearTitleTypeCited
2001Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? In: American Economic Review.
[Full Text][Citation analysis]		article61
In: .
[Full Text][Citation analysis]		article5
2020Bank capital buffers in a dynamic model In: Financial Management.
[Full Text][Citation analysis]		article29
2018Bank capital buffers in a dynamic model.(2018) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2025Lebanon: From Dollars to Lollars In: International Finance.
[Full Text][Citation analysis]		article1
2005Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence In: Journal of Finance.
[Full Text][Citation analysis]		article365
2005Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence.(2005) In: CEPR Discussion Papers.
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2005Optimal life cycle asset allocation : understanding the empirical evidence.(2005) In: LSE Research Online Documents on Economics.
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2003Optimal life-cycle asset allocation: understanding the empirical evidence.(2003) In: LSE Research Online Documents on Economics.
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2026Asset Pricing and Risk‐Sharing Implications of Alternative Pension Plan Systems In: Journal of Finance.
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2012Can the Life Insurance Market Provide Evidence for a Bequest Motive? In: Journal of Risk & Insurance.
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2011Can the Life Insurance Market Provide Evidence for a Bequest Motive?.(2011) In: 2011 Meeting Papers.
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2025Pension underfunding and the expected return on pension assets: The impact of the 2008 financial crisis In: Journal of Risk & Insurance.
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1997Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators In: Boston College Working Papers in Economics.
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2000Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators.(2000) In: Journal of Econometrics.
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2000Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators.(2000) In: LSE Research Online Documents on Economics.
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2016Household Portfolios in a Secular Stagnation World: Evidence from Japan In: Bank of Japan Working Paper Series.
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2014A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints In: CEPR Discussion Papers.
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2017Credit Market Spillovers: Evidence from a Syndicated Loan Market Network In: CEPR Discussion Papers.
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2018Credit Market Spillovers: Evidence from a Syndicated Loan Market Network.(2018) In: 2018 Meeting Papers.
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2018Tactical Target Date Funds In: CEPR Discussion Papers.
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2019Corporate Pension Plan Funding Levels and Pension Assumptions In: CEPR Discussion Papers.
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2001Portfolio Choice and Liquidity Constraints In: CEPR Discussion Papers.
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2003Portfolio Choice and Liquidity Constraints.(2003) In: International Economic Review.
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2000PORTFOLIO CHOICE AND LIQUIDITY CONSTRAINTS.(2000) In: Computing in Economics and Finance 2000.
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1999Portfolio Choice and Liquidity Constraints.(1999) In: University of Cyprus Working Papers in Economics.
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2001Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion In: CEPR Discussion Papers.
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2001Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion.(2001) In: Computing in Economics and Finance 2001.
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2001International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle In: CEPR Discussion Papers.
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2003International portfolio choice, liquidity constraints and the home equity bias puzzle.(2003) In: Journal of Economic Dynamics and Control.
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2003International portfolio choice, liquidity constraints and the home equity bias puzzle.(2003) In: LSE Research Online Documents on Economics.
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2003Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk In: CEPR Discussion Papers.
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2003Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk.(2003) In: LSE Research Online Documents on Economics.
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2003Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk.(2003) In: Review of Economic Dynamics.
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2005Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts In: CEPR Discussion Papers.
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2006Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts.(2006) In: Computing in Economics and Finance 2006.
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2007Asset Pricing with Limited Risk Sharing and Heterogeneous Agents In: CEPR Discussion Papers.
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2005Asset pricing with limited risk sharing and heterogeneous agents.(2005) In: LSE Research Online Documents on Economics.
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2008Asset Pricing with Limited Risk Sharing and Heterogeneous Agents.(2008) In: The Review of Financial Studies.
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2008Evidence on the Insurance Effect of Marginal Income Taxes In: CEPR Discussion Papers.
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2008Evidence on the insurance effect of marginal income taxes.(2008) In: CFS Working Paper Series.
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2010How Deep is the Annuity Market Participation Puzzle? In: CEPR Discussion Papers.
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2009How Deep is the Annuity Market Participation Puzzle?.(2009) In: Working Papers.
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2007How deep is the annuity market participation puzzle?.(2007) In: LSE Research Online Documents on Economics.
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2011How Deep Is the Annuity Market Participation Puzzle?.(2011) In: The Review of Financial Studies.
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2009How deep is the annuity market participation puzzle?.(2009) In: 2009 Meeting Papers.
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2010Quantifying the Distortionary Fiscal Cost of ‘The Bailout’ In: CEPR Discussion Papers.
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2009Quantifying the Distortionary Fiscal Cost of ‘The Bailout’.(2009) In: Working Papers.
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2010Winners and Losers in Housing Markets In: CEPR Discussion Papers.
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2011Winners and Losers in Housing Markets.(2011) In: Journal of Money, Credit and Banking.
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2007 Winners and Losers in Housing Markets.(2007) In: CDMA Conference Paper Series.
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2011Winners and Losers in Housing Markets.(2011) In: Journal of Money, Credit and Banking.
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2012Sovereign Debt Rating Changes and the Stock Market In: CEPR Discussion Papers.
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2012Sovereign Debt Rating Changes and the Stock Market.(2012) In: 2012 Meeting Papers.
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2013Limiting Fiscal Procyclicality: Evidence from Resource-Rich Countries In: CEPR Discussion Papers.
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2014What Happened in Cyprus? In: CEPR Discussion Papers.
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2017Stock Market Mean Reversion and Portfolio Choice over the Life Cycle In: Journal of Financial and Quantitative Analysis.
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2009A Comment on Diagnostic Tools for Counterfactual Inference In: Political Analysis.
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2025Networks and information in credit markets In: Journal of Corporate Finance.
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2001New evidence on the effects of US monetary policy on exchange rates In: Economics Letters.
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2001New evidence on the effects of US monetary policy on exchange rates.(2001) In: LSE Research Online Documents on Economics.
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2003A reconciliation of two alternative approaches towards buffer stock saving In: Economics Letters.
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2003A reconciliation of two alternative approaches towards buffer stock saving.(2003) In: LSE Research Online Documents on Economics.
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2007Rare events and annuity market participation In: Finance Research Letters.
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2005Rare events and annuity market participation.(2005) In: LSE Research Online Documents on Economics.
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2015The adverse effects of systematic leakage ahead of official sovereign debt rating announcements In: Journal of Financial Economics.
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2019Private information in currency markets In: Journal of Financial Economics.
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2004A human capital explanation for an asset allocation puzzle? In: LSE Research Online Documents on Economics.
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2003Aggregate implications of defined benefit and defined contribution systems In: LSE Research Online Documents on Economics.
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2004Aggregate Implications of Defined Benefit and Defined Contribution Systems.(2004) In: 2004 Meeting Papers.
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2011Introductory Remarks to First Annual Symposium on the Cypriot Economy In: Cyprus Economic Policy Review.
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2012Banking Crisis in Cyprus and in the Eurozone In: Cyprus Economic Policy Review.
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2003Redistributive Policies through Taxation: Theory and Evidence In: Economics Working Papers.
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2003Redistributive Policies through Taxation: Theory and Evidence.(2003) In: CSEF Working Papers.
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2008Evidence on the Insurance Effect of Redistributive Taxation In: Discussion Papers.
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2009Evidence on the Insurance Effect of Redistributive Taxation.(2009) In: Discussion Papers.
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2010Evidence on the Insurance Effect of Redistributive Taxation.(2010) In: The Review of Economics and Statistics.
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2006Evidence on the Insurance Effect of Redistributive Taxation.(2006) In: Vienna Economics Papers.
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2025Stock Market Ownership Transitions In: Management Science.
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2014Cyprus: from boom to bail-in In: Economic Policy.
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2016Cyprus: From Boom to Bail-In.(2016) In: World Scientific Book Chapters.
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2013Fiscal Policy and Asset Prices with Incomplete Markets In: The Review of Financial Studies.
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2009Optimal Savings with Taxable and Tax-Deferred Accounts In: Review of Economic Dynamics.
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2007Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy In: 2007 Meeting Papers.
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2007From Shirtsleeves to Shirtsleeves in a Long Lifetime In: 2007 Meeting Papers.
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2001Parallelization and Performance of Portfolio Choice Models In: Computing in Economics and Finance 2001.
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2001International Portfolio Choice and Liquidity Constraints: Can Small Information Costs Explain the Home Equity Bias Puzzle? In: Computing in Economics and Finance 2001.
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2001Calibration and Computation of Household Portfolio Models In: Computing in Economics and Finance 2001.
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2006Evidence on the Insurance Effect of Redistributive Taxation In: Vienna Economics Papers.
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