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Details about Alexander Michaelides

Homepage:https://sites.google.com/site/alexmichaelidesucy/
Workplace:Business School, Imperial College, (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Alexander Michaelides.

Last updated 2016-09-05. Update your information in the RePEc Author Service.

Short-id: pmi112


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Working Papers

2016

  1. Household Portfolios in a Secular Stagnation World: Evidence from Japan
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (1)

2014

  1. A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. What Happened in Cyprus?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)

2013

  1. Limiting Fiscal Procyclicality: Evidence from Resource-Rich Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)

2012

  1. Consumer Search and Vertical Relations: The Triple Marginalization Problem
    Vienna Economics Papers, University of Vienna, Department of Economics Downloads View citations (3)
  2. Sovereign Debt Rating Changes and the Stock Market
    2012 Meeting Papers, Society for Economic Dynamics Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (4)

2011

  1. Can the Life Insurance Market Provide Evidence for a Bequest Motive?
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    See also Journal Article in Journal of Risk & Insurance (2012)
  2. Ownership structure and control in incomplete market economies with transferable utility
    Vienna Economics Papers, University of Vienna, Department of Economics Downloads View citations (3)

2010

  1. How Deep is the Annuity Market Participation Puzzle?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Working Papers, Central Bank of Cyprus (2009) Downloads View citations (4)
    2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) Downloads View citations (1)

    See also Journal Article in Review of Financial Studies (2011)
  2. Quantifying the Distortionary Fiscal Cost of ‘The Bailout’
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Working Papers, Central Bank of Cyprus (2009) Downloads
  3. Winners and Losers in House Markets
    Working Papers, Central Bank of Cyprus Downloads View citations (17)
  4. Winners and Losers in Housing Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (46)
    See also Journal Article in Journal of Money, Credit and Banking (2011)

2008

  1. Evidence on the Insurance Effect of Marginal Income Taxes
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2008) Downloads
  2. Evidence on the Insurance Effect of Redistributive Taxation
    Discussion Papers, Exeter University, Department of Economics Downloads
    Also in Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads
    Vienna Economics Papers, University of Vienna, Department of Economics (2006) Downloads

    See also Journal Article in The Review of Economics and Statistics (2010)

2007

  1. (UBS Paper 044) How Deep is the Annuity Market Participation Puzzle?
    FMG Discussion Papers, Financial Markets Group Downloads
  2. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) Downloads

    See also Journal Article in Review of Financial Studies (2008)
  3. Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy
    2007 Meeting Papers, Society for Economic Dynamics Downloads
  4. From Shirtsleeves to Shirtsleeves in a Long Lifetime
    2007 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)

2006

  1. Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (2)

2005

  1. (UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
    FMG Discussion Papers, Financial Markets Group Downloads
  2. (UBS Pensions Series 039) Rare Events and Annuity Market Participation
    FMG Discussion Papers, Financial Markets Group Downloads
  3. Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (178)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads View citations (1)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) Downloads View citations (52)

    See also Journal Article in Journal of Finance (2005)
  4. Rare events and annuity market participation
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    See also Journal Article in Finance Research Letters (2007)

2004

  1. (UBS Pensions series 24) A Human Capital Explanation for an Asset Allocation Puzzle
    FMG Discussion Papers, Financial Markets Group Downloads View citations (2)
  2. (UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts
    FMG Discussion Papers, Financial Markets Group Downloads
  3. Aggregate Implications of Defined Benefit and Defined Contribution Systems
    2004 Meeting Papers, Society for Economic Dynamics View citations (2)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads View citations (1)

2003

  1. (UBS Pensions series 18) Aggregate Implications of Defined Benefit and Defined Contribution Systems
    FMG Discussion Papers, Financial Markets Group Downloads
  2. (UBS Pensions series 20) Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
    FMG Discussion Papers, Financial Markets Group Downloads
  3. A reconciliation of two alternative approaches towards buffer stock saving
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (1)
    See also Journal Article in Economics Letters (2003)
  4. International portfolio choice, liquidity constraints and the home equity bias puzzle
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2003)
  5. Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (25)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads View citations (29)

    See also Journal Article in Review of Economic Dynamics (2003)
  6. Redistributive Policies through Taxation: Theory and Evidence
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads View citations (2)
    Also in Economics Working Papers, European University Institute (2003) Downloads View citations (2)

2001

  1. Calibration and Computation of Household Portfolio Models
    Computing in Economics and Finance 2001, Society for Computational Economics Downloads View citations (35)
  2. International Portfolio Choice and Liquidity Constraints: Can Small Information Costs Explain the Home Equity Bias Puzzle?
    Computing in Economics and Finance 2001, Society for Computational Economics
  3. New evidence on the effects of US monetary policy on exchange rates
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (6)
    See also Journal Article in Economics Letters (2001)
  4. Parallelization and Performance of Portfolio Choice Models
    Computing in Economics and Finance 2001, Society for Computational Economics Downloads View citations (2)
  5. Portfolio Choice and Liquidity Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (1999) Downloads View citations (11)
    Computing in Economics and Finance 2000, Society for Computational Economics (2000) Downloads View citations (7)

    See also Journal Article in International Economic Review (2003)
  6. Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Computing in Economics and Finance 2001, Society for Computational Economics (2001) View citations (8)

2000

  1. Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (23)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (1997) Downloads View citations (13)

    See also Journal Article in Journal of Econometrics (2000)

Journal Articles

2015

  1. Introduction to JPEF special issue on household finance
    Journal of Pension Economics and Finance, 2015, 14, (04), 329-331 Downloads
  2. The adverse effects of systematic leakage ahead of official sovereign debt rating announcements
    Journal of Financial Economics, 2015, 116, (3), 526-547 Downloads View citations (7)

2014

  1. Cyprus: from boom to bail-in
    Economic Policy, 2014, 29, (80), 639-689 Downloads View citations (1)

2013

  1. Fiscal Policy and Asset Prices with Incomplete Markets
    Review of Financial Studies, 2013, 26, (2), 531-566 Downloads View citations (11)

2012

  1. Banking Crisis in Cyprus and in the Eurozone
    Cyprus Economic Policy Review, 2012, 6, (2), 41-47 Downloads View citations (1)
  2. Can the Life Insurance Market Provide Evidence for a Bequest Motive?
    Journal of Risk & Insurance, 2012, 79, (3), 671-695 Downloads View citations (11)
    See also Working Paper (2011)

2011

  1. How Deep Is the Annuity Market Participation Puzzle?
    Review of Financial Studies, 2011, 24, (1), 279-319 Downloads View citations (37)
    See also Working Paper (2010)
  2. Introductory Remarks to First Annual Symposium on the Cypriot Economy
    Cyprus Economic Policy Review, 2011, 5, (2), 87-90 Downloads
  3. Winners and Losers in Housing Markets
    Journal of Money, Credit and Banking, 2011, 43, 255-296 View citations (104)
    See also Working Paper (2010)

2010

  1. Evidence on the Insurance Effect of Redistributive Taxation
    The Review of Economics and Statistics, 2010, 92, (4), 965-973 Downloads View citations (4)
    See also Working Paper (2008)

2009

  1. Optimal Savings with Taxable and Tax-Deferred Accounts
    Review of Economic Dynamics, 2009, 12, (4), 718-735 Downloads View citations (20)
    See also Software Item (2009)

2008

  1. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
    Review of Financial Studies, 2008, 21, (1), 415-448 Downloads View citations (66)
    See also Working Paper (2007)

2007

  1. Rare events and annuity market participation
    Finance Research Letters, 2007, 4, (2), 82-91 Downloads View citations (6)
    See also Working Paper (2005)

2005

  1. Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
    Journal of Finance, 2005, 60, (2), 869-904 Downloads View citations (150)
    See also Working Paper (2005)

2003

  1. A reconciliation of two alternative approaches towards buffer stock saving
    Economics Letters, 2003, 79, (1), 137-143 Downloads View citations (4)
    See also Working Paper (2003)
  2. International portfolio choice, liquidity constraints and the home equity bias puzzle
    Journal of Economic Dynamics and Control, 2003, 28, (3), 555-594 Downloads View citations (22)
    See also Working Paper (2003)
  3. Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk
    Review of Economic Dynamics, 2003, 6, (4), 729-766 Downloads View citations (37)
    See also Working Paper (2003)
  4. Portfolio Choice and Liquidity Constraints
    International Economic Review, 2003, 44, (1), 143-177 Downloads View citations (72)
    See also Working Paper (2001)

2001

  1. Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption?
    American Economic Review, 2001, 91, (3), 631-647 Downloads View citations (35)
  2. New evidence on the effects of US monetary policy on exchange rates
    Economics Letters, 2001, 71, (2), 255-263 Downloads View citations (18)
    See also Working Paper (2001)

2000

  1. Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators
    Journal of Econometrics, 2000, 96, (2), 231-266 Downloads View citations (35)
    See also Working Paper (2000)

Software Items

2009

  1. Code and data files for "Optimal Savings with Taxable and Tax-deferred Accounts"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2009)
 
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