Details about Susan Thorp

Access statistics for papers by Susan Thorp.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pth50

Working Papers

2016

1. Complex Decision Making: The Roles of Cognitive Limitations, Cognitive Decline and Ageing
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (12)

2015

2. Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics
   NCER Working Paper Series, National Centre for Econometric Research
   See also Journal Article in Journal of Futures Markets (2016)
3. How portfolios evolve after retirement: evidence from Australia
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) View citations (1)
   Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney (2013) View citations (4)
   See also Journal Article in The Economic Record (2016)
4. Suspicious Minds (can be a good thing when saving for retirement)
   Discussion Papers, School of Economics, The University of New South Wales View citations (2)

2013

5. As Easy as Pie: How Retirement Savers use Prescribed Investment Disclosures
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
   See also Journal Article in Journal of Economic Behavior & Organization (2016)
6. Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
   See also Journal Article in Emerging Markets Finance and Trade (2014)

2012

7. Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (10)
   Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) View citations (15)
   See also Journal Article in Journal of Banking & Finance (2015)
8. Estimating Consumption Plans for Recursive Utility by Maximum Entropy Methods
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
9. The Tortoise and the Hare: Risk Premium Versus Alternative Asset Portfolios
   Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (7)

2011

10. Economic Rationality, Risk Presentation, and Retirement Portfolio Choice
    Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales
    Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (1)
11. Financial Competence, Risk Presentation and Retirement Portfolio Preferences
    Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales View citations (1)
    See also Journal Article in Journal of Pension Economics and Finance (2014)
12. Infrastructure: Real Assets and Real Returns
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (13)
    See also Journal Article in European Financial Management (2014)
13. Private Equity: Strategies for Improving Performance
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (1)

2010

14. Financialization, Crisis and Commodity Correlation Dynamics
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (63)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2013)
15. Hedge Fund Excess Returns Under Time-Varying Beta
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (3)

2009

16. Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (3)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2009)
    See also Journal Article in The Economic Record (2013)

2008

17. DISCOUNTING AND CONSUMPTION OVER AN UNCERTAIN HORIZON: DRAW-DOWN PLANS FOR FAMILY TRUSTS
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2007)
18. Piloting a Peer Feedback Program in the Faculty of Business at UTS
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
19. SCENARIO ANALYSIS WITH RECURSIVE UTILITY: DYNAMIC CONSUMPTION PLANS FOR CHARITABLE ENDOWMENTS
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2007) View citations (1)
20. Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH
    NCER Working Paper Series, National Centre for Econometric Research View citations (7)

2007

21. Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (1)
    Also in Discussion Papers, School of Economics, The University of New South Wales (2007) View citations (1)
    See also Journal Article in The Economic Record (2008)
22. The Private Value of Public Pensions
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
    See also Journal Article in Insurance: Mathematics and Economics (2008)

2006

23. Information processing and measures of integration: New York, London and Tokyo
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney

2005

24. Asymmetric Risk and International Portfolio Choice
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (1)
25. Decentralised Portfolio Management: Analysis of Australian Accumulation Funds
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
26. Valuing Volatility Spillovers
    Research Papers, Macquarie University, Department of Economics
    Also in International Finance, University Library of Munich, Germany (2005) View citations (2)
    See also Journal Article in Global Finance Journal (2006)

2004

27. Annuitization and Asset Allocation with HARA Utlity
    Econometric Society 2004 Australasian Meetings, Econometric Society
    See also Journal Article in Journal of Pension Economics and Finance (2005)
28. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds
    Econometric Society 2004 Australasian Meetings, Econometric Society

1989

29. The Relationship between Financial Indicators and Economic Activity: Some Further Evidence
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (9)

1988

30. Do Financial Aggregates Lead Activity?: A Preliminary Analysis
    RBA Research Discussion Papers, Reserve Bank of Australia
31. VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (4)
    See also Journal Article in Australian Economic Papers (1988)

1987

32. Money Demand, Own Interest Rates and Deregulation
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (15)
33. The Australian Demand Function for Money: Another Look at Stability
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (14)

Journal Articles

2022

1. Defaults, disclosures, advice and calculators: One size does not fit all
   Journal of Behavioral and Experimental Finance, 2022, 35, (C)
2. Flexible insurance for long‐term care: A study of stated preferences
   Journal of Risk & Insurance, 2022, 89, (3), 823-858
3. Reducing credit card delinquency using repayment reminders
   Journal of Banking & Finance, 2022, 142, (C)

2021

4. Experiences of current and former members of self-managed superannuation funds
   Australian Journal of Management, 2021, 46, (2), 304-325 View citations (1)

2020

5. Flicking the switch: Simplifying disclosure to improve retirement plan choices
   Journal of Banking & Finance, 2020, 121, (C) View citations (1)

2019

6. Engagement with Retirement Savings: It Is a Matter of Trust
   Journal of Consumer Affairs, 2019, 53, (3), 917-945 View citations (7)
7. Reversing disbursement rates to estimate stationary wealth processes for endowments with recursive preferences
   Applied Economics, 2019, 51, (14), 1541-1557
8. Superannuation in Australia: A Survey of the Literature
   The Economic Record, 2019, 95, (308), 141-160 View citations (5)

2018

9. First Impressions Matter: An Experimental Investigation of Online Financial Advice
   Management Science, 2018, 64, (1), 288-307 View citations (5)
10. Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis
    Emerging Markets Review, 2018, 34, (C), 162-174 View citations (1)
11. Individual Capability and Effort in Retirement Benefit Choice
    Journal of Risk & Insurance, 2018, 85, (2), 483-512 View citations (10)
12. One size fits all? Tailoring retirement plan defaults
    Journal of Economic Behavior & Organization, 2018, 145, (C), 546-566 View citations (21)
13. Retirement Savings: A Tale of Decisions and Defaults
    Economic Journal, 2018, 128, (610), 1047-1094 View citations (11)
14. Who starts a self-managed superannuation fund and why?
    Australian Journal of Management, 2018, 43, (3), 373-403 View citations (2)

2017

15. Age pensioner decumulation: Responses to incentives, uncertainty and family need
    Australian Journal of Management, 2017, 42, (4), 583-607 View citations (11)
16. Default and naive diversification heuristics in annuity choice
    Australian Journal of Management, 2017, 42, (1), 32-57 View citations (12)
17. Design of MySuper default funds: influences and outcomes
    Accounting and Finance, 2017, 57, (1), 47-85 View citations (3)
18. Determinants of the crude oil futures curve: Inventory, consumption and volatility
    Journal of Banking & Finance, 2017, 84, (C), 53-67 View citations (14)

2016

19. As easy as pie: How retirement savers use prescribed investment disclosures
    Journal of Economic Behavior & Organization, 2016, 121, (C), 60-76 View citations (13)
    See also Working Paper (2013)
20. Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics
    Journal of Futures Markets, 2016, 36, (6), 522-544 View citations (20)
    See also Working Paper (2015)
21. How Portfolios Evolve after Retirement: Evidence from Australia
    The Economic Record, 2016, 92, (297), 241-267 View citations (21)
    See also Working Paper (2015)
22. Risk Presentation and Portfolio Choice
    Review of Finance, 2016, 20, (1), 201-229 View citations (8)

2015

23. Cohort and target age effects on subjective survival probabilities: Implications for models of the retirement phase
    Journal of Economic Dynamics and Control, 2015, 55, (C), 39-56 View citations (25)
24. Endogenous crisis dating and contagion using smooth transition structural GARCH
    Journal of Banking & Finance, 2015, 58, (C), 71-79 View citations (45)
    See also Working Paper (2012)
25. Optimal Annuity Purchases for Australian Retirees
    The Economic Record, 2015, 91, (293), 139-154 View citations (15)

2014

26. Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds
    Emerging Markets Finance and Trade, 2014, 50, (S3), 122-139 View citations (2)
    Also in Emerging Markets Finance and Trade, 2014, 50, (03), 122-139 (2014) View citations (2)
    See also Working Paper (2013)
27. Financial competence, risk presentation and retirement portfolio preferences*
    Journal of Pension Economics and Finance, 2014, 13, (1), 27-61 View citations (8)
    See also Working Paper (2011)
28. Infrastructure: Real Assets and Real Returns
    European Financial Management, 2014, 20, (4), 802-824 View citations (13)
    See also Working Paper (2011)
29. Just Interested or Getting Involved? An Analysis of Superannuation Attitudes and Actions
    The Economic Record, 2014, 90, (289), 160-178 View citations (14)

2013

30. Financialization, crisis and commodity correlation dynamics
    Journal of International Financial Markets, Institutions and Money, 2013, 24, (C), 42-65 View citations (372)
    See also Working Paper (2010)
31. Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement
    The Economic Record, 2013, 89, (284), 31-51 View citations (20)
    See also Working Paper (2009)

2012

32. Financial Competence and Expectations Formation: Evidence from Australia
    The Economic Record, 2012, 88, (280), 39-63 View citations (17)

2011

33. Uncertain survival and time discounting: intertemporal consumption plans for family trusts
    Journal of Population Economics, 2011, 24, (1), 239-266 View citations (2)

2010

34. Unobservable shocks as carriers of contagion
    Journal of Banking & Finance, 2010, 34, (5), 1008-1021 View citations (50)

2008

35. Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations
    The Economic Record, 2008, 84, (s1), S17-S31 View citations (4)
    See also Working Paper (2007)
36. The private value of public pensions
    Insurance: Mathematics and Economics, 2008, 42, (3), 1138-1145 View citations (3)
    See also Working Paper (2007)

2007

37. Decentralized investment management: an analysis of non-profit pension funds
    Journal of Pension Economics and Finance, 2007, 6, (1), 21-44 View citations (5)
38. Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York
    Journal of Multinational Financial Management, 2007, 17, (4), 275-289 View citations (4)
39. SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH?
    Journal of Financial Research, 2007, 30, (3), 355-377 View citations (8)

2006

40. Valuing volatility spillovers
    Global Finance Journal, 2006, 17, (1), 1-22 View citations (21)
    See also Working Paper (2005)

2005

41. Annuitization and asset allocation with HARA utility
    Journal of Pension Economics and Finance, 2005, 4, (3), 225-248 View citations (36)
    See also Working Paper (2004)
42. ‘That Courage is not Inconsistent with Caution’: Currency Hedging for Superannuation Funds
    The Economic Record, 2005, 81, (252), 38-50 View citations (1)

1988

43. VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
    Australian Economic Papers, 1988, 27, 108-20 View citations (8)
    See also Working Paper (1988)

Chapters

2016

1. Complex Decision Making
   Elsevier View citations (12)

2007

2. Financial engineering for Australian annuitants
   Chapter 7 in Retirement Provision in Scary Markets, 2007 View citations (3)