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International risk sharing in overlapping generations models

Staveley-O'Carroll, James; Staveley-O'Carroll, Olena M. - 2018

Persistent link: https://www.econbiz.de/10012063723

International risk sharing in overlapping generations models

Staveley-O'Carroll, James; Staveley-O'Carroll, Olena M. - In: Economics letters 174 (2019), pp. 157-160

Persistent link: https://www.econbiz.de/10012121072

The murder-suicide of the rentier : population aging and the risk premium

Kopecky, Joseph V.; Taylor, Alan M. - 2020

Persistent link: https://www.econbiz.de/10012221099

Portfolio allocation and asset returns in an olg economy with increasing risk aversion

DaSilva, Amadeu; Farka, Mira - In: European financial management : the journal of the … 23 (2017) 4, pp. 836

Persistent link: https://www.econbiz.de/10011770965

Optimal risk-sharing in pension funds when stock and labor markets are co-integrated

Boelaars, Ilja; Mehlkopf, Roel - 2018

Persistent link: https://www.econbiz.de/10011856197

Impact of pension system structure on international financial capital allocation

Staveley-O'Carroll, James; Staveley-O'Carroll, Olena M. - In: European economic review : EER 95 (2017), pp. 1-22

Persistent link: https://www.econbiz.de/10011812003

Asset pricing in OLG economies with borrowing constraints and idiosyncratic income risk

Harenberg, Daniel - 2018

This paper analyzes how the combination of borrowing constraints and idiosyncratic risk affects the equity premium in … idiosyncratic risk increases the equity premium by 70 percent, which means that the mechanism described in Constantinides, Donaldson … the zero-borrowing constraint is a lot weaker. More surprisingly, when I introduce idiosyncratic labor income risk in an …

Persistent link: https://www.econbiz.de/10011900994