Alexander Michaelides
Names
| first: |
Alexander |
| last: |
Michaelides |
Identifer
Contact
Affiliations
-
Centre for Economic Policy Research (CEPR) (weight: 10%)
-
Imperial College
/ Business School (weight: 90%)
Research profile
author of:
- Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? (RePEc:aea:aecrev:v:91:y:2001:i:3:p:631-647)
by Sydney C. Ludvigson & Alexander Michaelides - Unknown item RePEc:bla:ecpoli:v:29:y:2014:i:80:p:639-689 (article)
- Bank capital buffers in a dynamic model (RePEc:bla:finmgt:v:49:y:2020:i:2:p:473-502)
by Jochen Mankart & Alexander Michaelides & Spyros Pagratis - Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence (RePEc:bla:jfinan:v:60:y:2005:i:2:p:869-904)
by Francisco Gomes & Alexander Michaelides - Can the Life Insurance Market Provide Evidence for a Bequest Motive? (RePEc:bla:jrinsu:v:79:y:2012:i:3:p:671-695)
by Joachim Inkmann & Alexander Michaelides - Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators (RePEc:boc:bocoec:373)
by Alexander Michaelides & Serena Ng - Household Portfolios in a Secular Stagnation World: Evidence from Japan (RePEc:boj:bojwps:wp16e04)
by Kosuke Aoki & Alexander Michaelides & Kalin Nikolov - A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints (RePEc:cpr:ceprdp:10299)
by Michaelides, Alexander & Mankart, Jochen & Pagratis, Spyros - Credit Market Spillovers: Evidence from a Syndicated Loan Market Network (RePEc:cpr:ceprdp:12424)
by Michaelides, Alexander & Kokas, Sotirios & Gupta, Abhimanyu - Tactical Target Date Funds (RePEc:cpr:ceprdp:13019)
by Gomes, Francisco & Michaelides, Alexander & Zhang, Yuxin - Corporate Pension Plan Funding Levels and Pension Assumptions (RePEc:cpr:ceprdp:13591)
by Michaelides, Alexander & Papakyriakou, Panayiotis & Milidonis, Andreas - (In)dependent Central Banks (RePEc:cpr:ceprdp:17802)
by Ioannidou, Vasso & Kokas, Sotirios & Lambert, Thomas & Michaelides, Alexander - Asset Pricing and Risk Sharing Implications of Alternative Pension Plan Systems (RePEc:cpr:ceprdp:19401)
by Coimbra, Nuno & Gomes, Francisco & Michaelides, Alexander & Shen, Jialu - Portfolio Choice and Liquidity Constraints (RePEc:cpr:ceprdp:2822)
by Haliassos, Michael & Michaelides, Alexander - Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion (RePEc:cpr:ceprdp:2823)
by Michaelides, Alexander - International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle (RePEc:cpr:ceprdp:3066)
by Michaelides, Alexander - Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk (RePEc:cpr:ceprdp:3868)
by Michaelides, Alexander & Gomes, Francisco - Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts (RePEc:cpr:ceprdp:4852)
by Michaelides, Alexander & Gomes, Francisco & , - Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence (RePEc:cpr:ceprdp:4853)
by Michaelides, Alexander & Gomes, Francisco - Asset Pricing with Limited Risk Sharing and Heterogeneous Agents (RePEc:cpr:ceprdp:6136)
by Michaelides, Alexander & Gomes, Francisco - Evidence on the Insurance Effect of Marginal Income Taxes (RePEc:cpr:ceprdp:6710)
by Michaelides, Alexander & Grant, Charles & Padula, Mario & Koulovatianos, Christos - How Deep is the Annuity Market Participation Puzzle? (RePEc:cpr:ceprdp:7940)
by Michaelides, Alexander & Lopes-Cocco, Paula & Inkmann, Joachim - Quantifying the Distortionary Fiscal Cost of ?The Bailout? (RePEc:cpr:ceprdp:7941)
by Michaelides, Alexander & Gomes, Francisco & , - Winners and Losers in Housing Markets (RePEc:cpr:ceprdp:7953)
by Kiyotaki, Nobuhiro & Michaelides, Alexander & Nikolov, Kalin - Sovereign Debt Rating Changes and the Stock Market (RePEc:cpr:ceprdp:8743)
by Michaelides, Alexander & Nishiotis, George & Milidonis, Andreas & Papakyriacou, Panayiotis - Limiting Fiscal Procyclicality: Evidence from Resource-Rich Countries (RePEc:cpr:ceprdp:9672)
by Michaelides, Alexander & Coutinho, Leonor & Georgiou, Dimitrios & Heracleous, Maria & Tsani, Stella - What Happened in Cyprus? (RePEc:cpr:ceprdp:9993)
by Michaelides, Alexander - Stock Market Mean Reversion and Portfolio Choice over the Life Cycle (RePEc:cup:jfinqa:v:52:y:2017:i:03:p:1183-1209_00)
by Michaelides, Alexander & Zhang, Yuxin - A Comment on Diagnostic Tools for Counterfactual Inference (RePEc:cup:polals:v:17:y:2009:i:01:p:89-106_00)
by Sambanis, Nicholas & Michaelides, Alexander - How Deep is the Annuity Market Participation Puzzle? (RePEc:cyb:wpaper:2009-5)
by Joachim Inkmann & Paula Lopes & Alexander Michaelides - Quantifying the Distortionary Fiscal Cost of ‘The Bailout’ (RePEc:cyb:wpaper:2009-6)
by Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko - Winners and Losers in House Markets (RePEc:cyb:wpaper:2010-5)
by Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov - International portfolio choice, liquidity constraints and the home equity bias puzzle (RePEc:eee:dyncon:v:28:y:2003:i:3:p:555-594)
by Michaelides, Alexander - Limiting fiscal procyclicality: Evidence from resource-dependent countries (RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002893)
by Coutinho, Leonor & Georgiou, Dimitrios & Heracleous, Maria & Michaelides, Alexander & Tsani, Stella - New evidence on the effects of US monetary policy on exchange rates (RePEc:eee:ecolet:v:71:y:2001:i:2:p:255-263)
by Kalyvitis, Sarantis & Michaelides, Alexander - A reconciliation of two alternative approaches towards buffer stock saving (RePEc:eee:ecolet:v:79:y:2003:i:1:p:137-143)
by Michaelides, Alexander - Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators (RePEc:eee:econom:v:96:y:2000:i:2:p:231-266)
by Michaelides, Alexander & Ng, Serena - Rare events and annuity market participation (RePEc:eee:finlet:v:4:y:2007:i:2:p:82-91)
by Lopes, Paula & Michaelides, Alexander - Life-cycle portfolio choice with imperfect predictors (RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003083)
by Michaelides, Alexander & Zhang, Yuxin - The adverse effects of systematic leakage ahead of official sovereign debt rating announcements (RePEc:eee:jfinec:v:116:y:2015:i:3:p:526-547)
by Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P. & Papakyriakou, Panayiotis - Private information in currency markets (RePEc:eee:jfinec:v:131:y:2019:i:3:p:643-665)
by Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P. - Optimal life cycle asset allocation : understanding the empirical evidence (RePEc:ehl:lserod:193)
by Michaelides, Alexander & Gomes, Francisco J. - A reconciliation of two alternative approaches towards buffer stock saving (RePEc:ehl:lserod:194)
by Michaelides, Alexander - International portfolio choice, liquidity constraints and the home equity bias puzzle (RePEc:ehl:lserod:195)
by Michaelides, Alexander - Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk (RePEc:ehl:lserod:196)
by Gomes, Francisco J. & Michaelides, Alexander - New evidence on the effects of US monetary policy on exchange rates (RePEc:ehl:lserod:197)
by Kalyvitis, Sarantis & Michaelides, Alexander - Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators (RePEc:ehl:lserod:198)
by Michaelides, Alexander & Ng, Serena - How deep is the annuity market participation puzzle? (RePEc:ehl:lserod:24488)
by Inkmann, Joachim & Lopes, Paula & Michaelides, Alexander - Asset pricing with limited risk sharing and heterogeneous agents (RePEc:ehl:lserod:24649)
by Gomes, Francisco & Michaelides, Alexander - Rare events and annuity market participation (RePEc:ehl:lserod:24672)
by Lopes, Paula & Michaelides, Alexander - A human capital explanation for an asset allocation puzzle? (RePEc:ehl:lserod:24705)
by Gomes, Francisco & Michaelides, Alexander - Aggregate implications of defined benefit and defined contribution systems (RePEc:ehl:lserod:24868)
by Gomes, Francisco & Michaelides, Alexander - Optimal life-cycle asset allocation: understanding the empirical evidence (RePEc:ehl:lserod:24900)
by Gomes, Francisco & Michaelides, Alexander - Introductory Remarks to First Annual Symposium on the Cypriot Economy (RePEc:erc:cypepr:v:5:y:2011:i:2:p:87-90)
by Alexander Michaelides - Banking Crisis in Cyprus and in the Eurozone (RePEc:erc:cypepr:v:6:y:2012:i:2:p:41-47)
by Alexander Michaelides - Redistributive Policies through Taxation: Theory and Evidence (RePEc:eui:euiwps:eco2003/13)
by Charles GRANT & Christos KOULOVATIANOS & Alexander MICHAELIDES & Mario PADULA - Evidence on the Insurance Effect of Redistributive Taxation (RePEc:exe:wpaper:0809)
by Charles Grant & Christos Koulovatianos & Alexander Michaelides & Mario Padula - (UBS Pensions series 18) Aggregate Implications of Defined Benefit and Defined Contribution Systems (RePEc:fmg:fmgdps:dp469)
by Alex Michaelides & Francisco Gomes - (UBS Pensions series 20) Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence (RePEc:fmg:fmgdps:dp474)
by Francisco Gomes & Alex Michaelides - (UBS Pensions series 24) A Human Capital Explanation for an Asset Allocation Puzzle (RePEc:fmg:fmgdps:dp491)
by Alex Michaelides & Francisco Gomes - (UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts (RePEc:fmg:fmgdps:dp519)
by Francisco Gomes & Alex Michaelides & Valery Polkovnichenko - (UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents (RePEc:fmg:fmgdps:dp537)
by Francisco Gomes & Alex Michaelides - (UBS Pensions Series 039) Rare Events and Annuity Market Participation (RePEc:fmg:fmgdps:dp553)
by Alex Michaelides & Paula Lopes - (UBS Paper 044) How Deep is the Annuity Market Participation Puzzle? (RePEc:fmg:fmgdps:dp593)
by Alex Michaelides & Paula Lopes & Joachim Inkmann - Portfolio Choice and Liquidity Constraints (RePEc:ier:iecrev:v:44:y:2003:i:1:p:143-177)
by Michael Haliassos & Alexander Michaelides - Tactical Target Date Funds (RePEc:inm:ormnsc:v:68:y:2022:i:4:p:3047-3070)
by Francisco Gomes & Alexander Michaelides & Yuxin Zhang - Winners and Losers in Housing Markets (RePEc:mcb:jmoncb:v:43:y:2011:i::p:255-296)
by Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov - Evidence on the Insurance Effect of Redistributive Taxation (RePEc:not:notcfc:09/08)
by Christos Koulovatianos & Charles Grant & Alex Michaelides & Mario Padula - Cyprus: from boom to bail-in
[The “greatest” carry trade ever? Understanding eurozone bank risks] (RePEc:oup:ecpoli:v:29:y:2014:i:80:p:639-689.)
by Alexander Michaelides - Asset Pricing with Limited Risk Sharing and Heterogeneous Agents (RePEc:oup:rfinst:v:21:y:2008:i:1:p:415-448)
by Francisco Gomes & Alexander Michaelides - How Deep Is the Annuity Market Participation Puzzle? (RePEc:oup:rfinst:v:24:y:2011:i:1:p:279-319)
by Joachim Inkmann & Paula Lopes & Alexander Michaelides - Fiscal Policy and Asset Prices with Incomplete Markets (RePEc:oup:rfinst:v:26:y:2013:i:2:p:531-566)
by Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko - Housing, Distribution and Welfare (RePEc:pri:econom:2020-52)
by Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov - Code and data files for "Optimal Savings with Taxable and Tax-deferred Accounts" (RePEc:red:ccodes:07-198)
by Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko - Optimal Savings with Taxable and Tax-Deferred Accounts (RePEc:red:issued:07-198)
by Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko - Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk (RePEc:red:issued:v:6:y:2003:i:4:p:729-766)
by Francisco Gomes & Alexander Michaelides - Aggregate Implications of Defined Benefit and Defined Contribution Systems (RePEc:red:sed004:335)
by Alexander Michaelides & Francisco Gomes - Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy (RePEc:red:sed007:191)
by Valery Polkovnichenko & Alexander Michaelides & Francisco Gomes - From Shirtsleeves to Shirtsleeves in a Long Lifetime (RePEc:red:sed007:357)
by Kalin Nikolov & Alex Michaelides & Nobuhiro Kiyotaki - How deep is the annuity market participation puzzle? (RePEc:red:sed009:239)
by Paula Lopes & Alex Michaelides & Joachim Inkmann - Can the Life Insurance Market Provide Evidence for a Bequest Motive? (RePEc:red:sed011:108)
by Alexander Michaelides & Joachim Inkmann - Sovereign Debt Rating Changes and the Stock Market (RePEc:red:sed012:522)
by Panayiotis Papakyriacou & George Nishiotis & Andreas Milidonis & Alex Michaelides - Credit Market Spillovers: Evidence from a Syndicated Loan Market Network (RePEc:red:sed018:666)
by Abhimanyu Gupta & Alex Michaelides & Sotirios Kokas - Networks and Information in Credit Markets (RePEc:ris:msuecw:2023_001)
by Gupta, Abhimanyu & Kokas, Sotirios & Michaelides, Alexander & Minetti, Raoul - Winners and Losers in Housing Markets (RePEc:san:cdmacp:0705)
by Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov - Portfolio Choice And Liquidity Constraints (RePEc:sce:scecf0:297)
by Michael Haliassos, Alexander Michaelides - Parallelization and Performance of Portfolio Choice Models (RePEc:sce:scecf1:114)
by A. Abdelkhalek, A. Bilas and A. Michaelides - Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion (RePEc:sce:scecf1:115)
by Alexander Michaelides - International Portfolio Choice and Liquidity Constraints: Can Small Information Costs Explain the Home Equity Bias Puzzle? (RePEc:sce:scecf1:116)
by Alexander Michaelides - Calibration and Computation of Household Portfolio Models (RePEc:sce:scecf1:194)
by Michael Haliassos and Alexander Michaelides - Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts (RePEc:sce:scecfa:23)
by Alex Michaelides & Francisco Gomes & Valery Polkovnichenko - Redistributive Policies through Taxation: Theory and Evidence (RePEc:sef:csefwp:100)
by Charles Grant & Christos Koulovatianos & Alexander Michaelides & Mario Padula - Evidence on the Insurance Effect of Redistributive Taxation (RePEc:tpr:restat:v:92:y:2010:i:4:p:965-973)
by Charles Grant & Christos Koulovatianos & Alexander Michaelides & Mario Padula - Portfolio Choice and Liquidity Constraints (RePEc:ucy:cypeua:9918)
by Michael Haliassos & Alexandros Michaelides - Unknown item RePEc:vie:viennp:0611 (paper)
- Evidence on the Insurance Effect of Redistributive Taxation (RePEc:vie:viennp:vie0611)
by Charles Grant & Christos Koulovatianos & Alexander Michaelides & Mario Padula - Winners and Losers in Housing Markets (RePEc:wly:jmoncb:v:43:y:2011:i:2-3:p:255-296)
by Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov - Housing, Distribution, and Welfare (RePEc:wly:jmoncb:v:56:y:2024:i:5:p:981-1020)
by Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov - The Cyprus Bail-in:Policy Lessons from the Cyprus Economic Crisis (RePEc:wsi:wsbook:p1059)
by None - Cyprus: From Boom to Bail-In (RePEc:wsi:wschap:9781783268764_0004)
by Alexander Michaelides - Bank capital buffers in a dynamic model (RePEc:zbw:bubdps:512018)
by Mankart, Jochen & Michaelides, Alexander & Pagratis, Spyros - Evidence on the insurance effect of marginal income taxes (RePEc:zbw:cfswop:200806)
by Grant, Charles & Koulovatianos, Christos & Michaelides, Alexander & Padula, Mario