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Levelling the playing field : a VIX-linked structure for funded pension schemes
Bégin, Jean-François - In: Insurance / Mathematics & economics 94 (2020), pp. 58-78
Persistent link: https://www.econbiz.de/10012419121
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Optimal VIX-linked structure for the target benefit pension plan
Lv, Chen; Li, Danping; Wang, Yumin; Zhu, Xiaobai - In: ASTIN bulletin : the journal of the International … 54 (2024) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10014485596
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Swimming with wealthy sharks : longevity, volatility andthe value of risk pooling
Milevsky, Moshe Arye - In: Journal of pension economics and finance : JPEF 19 (2020) 2, pp. 217-246
Persistent link: https://www.econbiz.de/10012193716
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Asset price fluctuations in a overlapping generations economy : do collateral constraints matter?
Ortalo-Magné, François - 1996
Persistent link: https://www.econbiz.de/10000932146
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How small shocks and heterogeneous expectations can create swings in the exchange rate
Sløk, Torsten; Sørensen, Jens Peter - 1997
Persistent link: https://www.econbiz.de/10000956407
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On the volatility of foreign exchange rates
Kurz, Mordecai - In: Endogenous economic fluctuations : studies in the …, (pp. 317-352). 1997
Persistent link: https://www.econbiz.de/10001321777
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Stock price volatility in a multiple security overlapping generations model
Spiegel, Matthew - In: The review of financial studies 11 (1998) 2, pp. 419-447
Persistent link: https://www.econbiz.de/10001244457
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Participation costs, trend chasing, and volatility of stock prices
Orosel, Gerhard O. - In: The review of financial studies 11 (1998) 3, pp. 521-557
Persistent link: https://www.econbiz.de/10001249771
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Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas; Schornstein, Sascha - 2002
This paper revisits the Kareken-Wallace model of exchange rate formation in a two-country overlapping generations world. Following the seminal paper by Arifovic (Journal of Political Economy, 104, 1996, 510-541) we investigate a dynamic version of the model in which agents' decision rules are...
Persistent link: https://www.econbiz.de/10011431839
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Macro policy responses to natural resource windfalls and the crash in commodity prices
Ploeg, Frederick van der - 2016
Persistent link: https://www.econbiz.de/10011529828