| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| (In)dependent Central Banks |
0 |
0 |
0 |
13 |
5 |
7 |
16 |
43 |
| (UBS Paper 044) How Deep is the Annuity Market Participation Puzzle? |
0 |
0 |
0 |
48 |
4 |
6 |
8 |
194 |
| (UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents |
0 |
0 |
0 |
35 |
2 |
4 |
15 |
171 |
| (UBS Pensions Series 039) Rare Events and Annuity Market Participation |
0 |
0 |
0 |
22 |
0 |
2 |
2 |
152 |
| (UBS Pensions series 18) Aggregate Implications of Defined Benefit and Defined Contribution Systems |
0 |
0 |
0 |
15 |
4 |
6 |
7 |
158 |
| (UBS Pensions series 20) Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence |
0 |
0 |
2 |
89 |
2 |
5 |
7 |
295 |
| (UBS Pensions series 24) A Human Capital Explanation for an Asset Allocation Puzzle |
0 |
0 |
0 |
91 |
3 |
7 |
17 |
378 |
| (UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts |
0 |
0 |
0 |
29 |
3 |
4 |
4 |
162 |
| A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints |
0 |
0 |
0 |
38 |
0 |
2 |
3 |
88 |
| A human capital explanation for an asset allocation puzzle? |
0 |
0 |
0 |
1 |
5 |
5 |
8 |
10 |
| A reconciliation of two alternative approaches towards buffer stock saving |
0 |
0 |
0 |
0 |
4 |
10 |
11 |
48 |
| Aggregate Implications of Defined Benefit and Defined Contribution Systems |
0 |
0 |
0 |
109 |
4 |
7 |
11 |
833 |
| Aggregate implications of defined benefit and defined contribution systems |
0 |
0 |
0 |
5 |
3 |
6 |
6 |
33 |
| Asset Pricing and Risk Sharing Implications of Alternative Pension Plan Systems |
1 |
1 |
3 |
3 |
11 |
15 |
26 |
26 |
| Asset Pricing with Limited Risk Sharing and Heterogeneous Agents |
0 |
0 |
0 |
219 |
2 |
3 |
6 |
562 |
| Asset pricing with limited risk sharing and heterogeneous agents |
0 |
0 |
0 |
10 |
4 |
11 |
13 |
170 |
| Bank capital buffers in a dynamic model |
0 |
0 |
2 |
28 |
8 |
14 |
20 |
96 |
| Calibration and Computation of Household Portfolio Models |
0 |
0 |
0 |
275 |
5 |
10 |
10 |
734 |
| Can the Life Insurance Market Provide Evidence for a Bequest Motive? |
0 |
0 |
0 |
26 |
1 |
1 |
2 |
109 |
| Corporate Pension Plan Funding Levels and Pension Assumptions |
0 |
0 |
0 |
16 |
3 |
6 |
8 |
54 |
| Credit Market Spillovers: Evidence from a Syndicated Loan Market Network |
0 |
0 |
0 |
63 |
2 |
7 |
7 |
59 |
| Credit Market Spillovers: Evidence from a Syndicated Loan Market Network |
0 |
0 |
1 |
38 |
4 |
8 |
14 |
86 |
| Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators |
0 |
0 |
0 |
386 |
4 |
8 |
11 |
2,396 |
| Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators |
0 |
0 |
0 |
15 |
3 |
9 |
11 |
100 |
| Evidence on the Insurance Effect of Marginal Income Taxes |
0 |
0 |
0 |
30 |
1 |
2 |
3 |
144 |
| Evidence on the Insurance Effect of Redistributive Taxation |
0 |
0 |
0 |
13 |
2 |
8 |
11 |
151 |
| Evidence on the Insurance Effect of Redistributive Taxation |
0 |
0 |
0 |
2 |
4 |
5 |
5 |
9 |
| Evidence on the Insurance Effect of Redistributive Taxation |
0 |
0 |
0 |
13 |
19 |
22 |
24 |
132 |
| Evidence on the insurance effect of marginal income taxes |
0 |
0 |
1 |
20 |
2 |
3 |
4 |
114 |
| Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy |
0 |
0 |
0 |
6 |
3 |
9 |
9 |
38 |
| From Shirtsleeves to Shirtsleeves in a Long Lifetime |
0 |
0 |
0 |
13 |
10 |
19 |
23 |
102 |
| Household Portfolios in a Secular Stagnation World: Evidence from Japan |
0 |
1 |
2 |
69 |
2 |
7 |
9 |
186 |
| Housing, Distribution and Welfare |
1 |
1 |
1 |
27 |
3 |
9 |
10 |
38 |
| How Deep is the Annuity Market Participation Puzzle? |
0 |
0 |
1 |
16 |
4 |
6 |
11 |
126 |
| How Deep is the Annuity Market Participation Puzzle? |
0 |
0 |
0 |
51 |
3 |
6 |
13 |
193 |
| How deep is the annuity market participation puzzle? |
0 |
0 |
0 |
18 |
7 |
9 |
10 |
98 |
| How deep is the annuity market participation puzzle? |
0 |
0 |
1 |
6 |
2 |
5 |
9 |
62 |
| International Portfolio Choice and Liquidity Constraints: Can Small Information Costs Explain the Home Equity Bias Puzzle? |
0 |
0 |
0 |
0 |
4 |
5 |
7 |
352 |
| International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle |
0 |
0 |
0 |
148 |
2 |
5 |
6 |
563 |
| International portfolio choice, liquidity constraints and the home equity bias puzzle |
0 |
0 |
0 |
11 |
5 |
9 |
9 |
77 |
| Limiting Fiscal Procyclicality: Evidence from Resource-Rich Countries |
0 |
0 |
1 |
63 |
6 |
8 |
15 |
132 |
| New evidence on the effects of US monetary policy on exchange rates |
0 |
0 |
0 |
2 |
4 |
9 |
9 |
36 |
| Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence |
0 |
0 |
0 |
190 |
5 |
9 |
12 |
763 |
| Optimal life cycle asset allocation: understanding the empirical evidence |
1 |
1 |
1 |
11 |
2 |
5 |
7 |
150 |
| Optimal life-cycle asset allocation: understanding the empirical evidence |
0 |
0 |
0 |
1 |
3 |
5 |
6 |
143 |
| PORTFOLIO CHOICE AND LIQUIDITY CONSTRAINTS |
0 |
0 |
0 |
204 |
4 |
6 |
9 |
496 |
| Parallelization and Performance of Portfolio Choice Models |
0 |
0 |
0 |
110 |
2 |
7 |
7 |
315 |
| Portfolio Choice and Liquidity Constraints |
0 |
0 |
0 |
299 |
2 |
6 |
7 |
1,000 |
| Portfolio Choice and Liquidity Constraints |
0 |
0 |
0 |
167 |
4 |
11 |
13 |
730 |
| Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk |
0 |
0 |
0 |
173 |
1 |
5 |
9 |
656 |
| Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion |
0 |
0 |
0 |
0 |
4 |
5 |
7 |
611 |
| Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion |
0 |
0 |
0 |
110 |
1 |
3 |
3 |
500 |
| Portfolio choice with internal habit formation: a life-cycle model with uninsurable labor income risk |
0 |
1 |
1 |
6 |
2 |
8 |
12 |
93 |
| Quantifying the Distortionary Fiscal Cost of ?The Bailout? |
0 |
0 |
0 |
21 |
3 |
4 |
5 |
109 |
| Quantifying the Distortionary Fiscal Cost of ‘The Bailout’ |
0 |
0 |
0 |
56 |
2 |
2 |
5 |
201 |
| Rare events and annuity market participation |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
33 |
| Redistributive Policies through Taxation: Theory and Evidence |
0 |
0 |
0 |
290 |
4 |
4 |
6 |
1,872 |
| Redistributive Policies through Taxation: Theory and Evidence |
0 |
0 |
0 |
135 |
1 |
2 |
6 |
405 |
| Sovereign Debt Rating Changes and the Stock Market |
0 |
0 |
0 |
61 |
6 |
6 |
6 |
218 |
| Sovereign Debt Rating Changes and the Stock Market |
0 |
0 |
3 |
31 |
4 |
6 |
14 |
115 |
| Tactical Target Date Funds |
0 |
0 |
0 |
23 |
2 |
3 |
6 |
69 |
| Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts |
0 |
0 |
0 |
78 |
3 |
5 |
5 |
371 |
| Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts |
0 |
0 |
0 |
0 |
4 |
10 |
10 |
271 |
| What Happened in Cyprus? |
0 |
0 |
1 |
34 |
4 |
7 |
10 |
109 |
| Winners and Losers in House Markets |
0 |
0 |
0 |
130 |
2 |
4 |
9 |
347 |
| Winners and Losers in Housing Markets |
0 |
0 |
0 |
22 |
4 |
7 |
11 |
116 |
| Winners and Losers in Housing Markets |
0 |
0 |
0 |
344 |
3 |
5 |
6 |
877 |
| Total Working Papers |
3 |
5 |
21 |
4,578 |
243 |
447 |
624 |
20,080 |