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Aging and Pensions in General Equilibrium : Labor Market Imperfections Matter

de la Croix, David - 2010

This paper re-examines the effects of population aging and pension reforms in an OLG model with labor market frictions. The most important feature brought about by labor market frictions is the connection between the interest rate and the unemployment rate. Exogenous shocks (such as aging)...

Persistent link: https://www.econbiz.de/10013136497

Causal relations among stock returns, interest rates, real activity, and inflation

Lee, Bong-soo - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1591-1603

Persistent link: https://www.econbiz.de/10001133680

Changes in expected security returns, risk, and the level of interest rates

Ferson, Wayne E. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1191-1217

Persistent link: https://www.econbiz.de/10001080362

What moves the stock and bond markets? : A variance decomposition for long-term asset returns

Campbell, John Y. - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 3-37

Persistent link: https://www.econbiz.de/10001141551

Carry trades and global foreign exchange volatility

Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: The journal of finance : the journal of the American … 67 (2012) 2, pp. 681-718

Persistent link: https://www.econbiz.de/10009533994

Term premia and interest rate forecasts in affine models

Duffee, Greg - In: The journal of finance : the journal of the American … 57 (2002) 1, pp. 405-443

Persistent link: https://www.econbiz.de/10001650385

Beyond duration : measuring interest rate exposure

Cohen, Hugh I. - In: Economic review 78 (1993) 2, pp. 23-31

Persistent link: https://www.econbiz.de/10001145804

A model of intertemporal discount rates in the presence of real and inflationary autocorrelations

Bosshardt, Donald I. - In: The journal of finance : the journal of the American … 42 (1987) 4, pp. 1049-1070

Persistent link: https://www.econbiz.de/10001055593

Repo runs : evidence from the tri-party repo market

Copeland, Adam; Martin, Antoine; Walker, Michael - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2343-2380

Persistent link: https://www.econbiz.de/10010498744

Reserves announcements and interest rates : does monetary policy matter?

Hardouvelis, Gikas A. - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 407-422

Persistent link: https://www.econbiz.de/10001047778

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