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Details about James Pesando

Workplace:Department of Economics, University of Toronto, (more information at EDIRC)

Access statistics for papers by James Pesando.

Last updated 2009-08-10. Update your information in the RePEc Author Service.

Short-id: ppe278


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Working Papers

1996

  1. Share Price Response to New Information with Short Horizon Investors the Case of Hong Kong
    Working Papers, York University, Department of Economics Downloads

1987

  1. The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Monetary Economics (1987)

1986

  1. Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Economic Inquiry (1987)
  2. The October 1979 Change in the Monetary Regime: Its Impact on the "Forecastability" of Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

1985

  1. The Usefulness of the Wind-Up Measure of Pension Liabilities: A LabourMarket Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Journal of Finance (1985)

1982

  1. Retirement Annuity Design in an Inflationary Climate
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    See also Chapter (1983)
  2. Valuing Pensions (Annuities) with Different Types of Inflation Protection in Total Compensation Comparisons
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Canadian Journal of Economics (1984)

1981

  1. Employee Valuation of Pension Claims and the Impact of Indexing Initiatives
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article in Economic Inquiry (1984)

1980

  1. On Expectations, Term Premiums and the Volatility of Long-Term Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Monetary Economics (1983)

1979

  1. On Forecasting Interest Rates: An Efficient Markets Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Journal of Monetary Economics (1981)

Undated

  1. The Government's Role in Insuring Pensions
    Pension Research Council Working Papers, Wharton School Pension Research Council, University of Pennsylvania View citations (4)

Journal Articles

2008

  1. Risky Assumptions: A closer Look at the Bearing of Investment Risk in Defined-Benefit Pension Plans
    C.D. Howe Institute Commentary, 2008, (266) Downloads View citations (2)
  2. THE AUCTION MARKET FOR MODERN PRINTS: CONFIRMATIONS, CONTRADICTIONS, AND NEW PUZZLES
    Economic Inquiry, 2008, 46, (2), 149-159 Downloads View citations (17)

2007

  1. The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints
    Journal of Cultural Economics, 2007, 31, (4), 263-277 Downloads View citations (9)

1999

  1. The Returns to Picasso's Prints and to Traditional Financial Assets, 1977 to 1996
    Journal of Cultural Economics, 1999, 23, (3), 181-190 Downloads View citations (23)

1993

  1. Art as an Investment: The Market for Modern Prints
    American Economic Review, 1993, 83, (5), 1075-89 Downloads View citations (148)

1992

  1. Monitoring Price Behaviour in the Resale Housing Market: A Note on Measurement and Implications for Policy
    Canadian Public Policy, 1992, 18, (1), 57-61 Downloads View citations (2)

1991

  1. Pension Benefits and Male-Female Wage Differentials
    Canadian Journal of Economics, 1991, 24, (3), 536-50 Downloads View citations (2)
  2. Wealth Taxation in Canada: An Introduction
    Canadian Public Policy, 1991, 17, (3), 227-236 Downloads

1988

  1. Retirement Incentives Contained in Occupational Pension Plans and Their Implications for the Mandatory Retirement Debate
    Canadian Journal of Economics, 1988, 21, (2), 244-64 Downloads View citations (11)
  2. The Case for Allowing Mandatory Retirement
    Canadian Public Policy, 1988, 14, (1), 32-39 Downloads View citations (2)

1987

  1. Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists
    Economic Inquiry, 1987, 25, (2), 215-38 View citations (1)
    See also Working Paper (1986)
  2. The response of interest rates to the Federal Reserve's weekly money announcements: The 'puzzle' of anticipated money
    Journal of Monetary Economics, 1987, 19, (3), 393-404 Downloads View citations (5)
    See also Working Paper (1987)

1985

  1. Mortgage Rate Insurance and the Canadian Mortgage Market: Some Further Reflections
    Canadian Public Policy, 1985, 11, (1), 115-117 Downloads View citations (1)
  2. The Usefulness of the Wind-Up Measure of Pension Liabilities: A Labor Market Perspective
    Journal of Finance, 1985, 40, (3), 927-40 Downloads View citations (3)
    See also Working Paper (1985)

1984

  1. Employee Evaluation of Pension Claims and the Impact of Indexing Initiatives
    Economic Inquiry, 1984, 22, (1), 1-17 View citations (2)
    See also Working Paper (1981)
  2. Valuing Pensions (Annuities) with Different Types of Inflation Protection in Total Compensation Comparisons
    Canadian Journal of Economics, 1984, 17, (3), 569-87 Downloads View citations (3)
    See also Working Paper (1982)

1983

  1. On expectations, term premiums and the volatility of long-term interest rates
    Journal of Monetary Economics, 1983, 12, (3), 467-474 Downloads View citations (1)
    See also Working Paper (1980)

1982

  1. Investment Risk, Bankruptcy Risk, and Pension Reform in Canada
    Journal of Finance, 1982, 37, (3), 741-49 Downloads View citations (6)

1981

  1. On forecasting interest rates: An efficient markets perspective
    Journal of Monetary Economics, 1981, 8, (3), 305-318 Downloads View citations (7)
    See also Working Paper (1979)

1980

  1. Comment on The Determination of Long-Term Interest Rates: Implications for Monetary and Fiscal Policies and The Role of Commercial Banks' Portfolio Behavior in the Determination of Security Treasury Yields
    Journal of Money, Credit and Banking, 1980, 12, (2), 373-76 Downloads
  2. Eliminating Mandatory Retirement: Economics and Human Rights
    Canadian Public Policy, 1980, 6, (2), 352-360 Downloads View citations (3)
  3. On Forecasting Long-Term Interest Rates: Is the Success of the No-Change Prediction Surprising?
    Journal of Finance, 1980, 35, (4), 1045-47 Downloads View citations (3)

1979

  1. Indexing of Private Pensions: An Exchange [The Indexing of Private Pensions: An Economist's Perspective on the Current Debate]
    Canadian Public Policy, 1979, 5, (3), 425-429
  2. On the Random Walk Characteristics of Short- and Long-Term Interest Rates in an Efficient Market
    Journal of Money, Credit and Banking, 1979, 11, (4), 457-66 Downloads View citations (22)
  3. The Indexing of Private Pensions: An Economist's Perspective on the Current Debate
    Canadian Public Policy, 1979, 5, (1), 80-89 Downloads

1978

  1. On the Efficiency of the Bond Market: Some Canadian Evidence
    Journal of Political Economy, 1978, 86, (6), 1057-76 Downloads View citations (11)

1977

  1. Real versus Nominal Interest Rates and the Demand for Consumer Durables in Canada
    Journal of Money, Credit and Banking, 1977, 9, (3), 428-36 Downloads View citations (1)

1976

  1. Inflation and Guaranteed Formula Pension Plans: An Additional Issue
    Canadian Journal of Economics, 1976, 9, (3), 529-31 Downloads
  2. Tax Effects, Price Expectations and the Nominal Rate of Interest
    Economic Inquiry, 1976, 14, (2), 259-69 View citations (4)
  3. The Alternative Models of the Determination of Nominal Interest Rates: The Canadian Evidence
    Journal of Money, Credit and Banking, 1976, 8, (2), 209-18 Downloads

1975

  1. A Note on the Rationality of the Livingston Price Expectations
    Journal of Political Economy, 1975, 83, (4), 849-58 Downloads View citations (35)
  2. Determinants of Term Premiums in the Market for United States Treasury Bills
    Journal of Finance, 1975, 30, (5), 1317-27 Downloads View citations (13)
  3. On the Accuracy and Formation of Life Insurance Company Cash Flow Forecasts
    The Journal of Business, 1975, 48, (1), 20-26 Downloads
  4. The Impact of the Conversion Loan on the Term Structure of Interest Rates in Canada: Some Additional Evidence
    Canadian Journal of Economics, 1975, 8, (2), 281-88 Downloads View citations (1)

1974

  1. The Interest Sensitivity of the Flow of Funds through Life Insurance Companies: An Econometric Analysis
    Journal of Finance, 1974, 29, (4), 1105-21 Downloads View citations (9)
  2. The Supply of Money and Common Stock Prices: Further Observations on the Econometric Evidence
    Journal of Finance, 1974, 29, (3), 909-21 Downloads View citations (10)

1971

  1. The Interest Sensitivity of Canadian Mortgage Flows: A Comment
    Canadian Journal of Economics, 1971, 4, (3), 401-04 Downloads

Chapters

2001

  1. The Canada Pension Plan: Looking Back at the Recent Reforms
    A chapter in The State of Economics in Canada: Festschrift in Honour of David Slater, 2001, pp 137-150 Downloads

1983

  1. Retirement Annuity Design in an Inflationary Climate
    A chapter in Financial Aspects of the United States Pension System, 1983, pp 291-324 Downloads View citations (8)
    See also Working Paper (1982)
 
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