Systemic Aspects of Pension Funds and the Role of Supervision
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Markus K. Brunnermeier & Yuliy Sannikov, 2014.
"A Macroeconomic Model with a Financial Sector,"
American Economic Review, American Economic Association, vol. 104(2), pages 379-421, February.
- Yuliy Sannikov & Markus K. Brunnermeier, 2010. "A Macroeconomic Model with a Financial Sector," 2010 Meeting Papers 1114, Society for Economic Dynamics.
- Markus K. Brunnermeier & Yuliy Sannikov, 2012. "A macroeconomic model with a financial sector," Working Paper Research 236, National Bank of Belgium.
- Yuliy Sannikov & Markus Brunnermeier, 2012. "A Macroeconomic Model with a Financial Sector," 2012 Meeting Papers 507, Society for Economic Dynamics.
- Kok, Christoffer & Amzallag, Adrien & Kapp, Daniel, 2014. "The impact of regulating occupational pensions in Europe on investment and financial stability," Occasional Paper Series 154, European Central Bank.
- Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012.
"A Survey of Systemic Risk Analytics,"
Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 255-296, October.
- Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012. "A Survey of Systemic Risk Analytics," Working Papers 12-01, Office of Financial Research, US Department of the Treasury.
- Dirk W.G.A. Broeders & Damiaan H.J. Chen & Peter A. Minderhoud & C.J. Willem Schudel, 2021.
"Pension Funds' Herding,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 285-330, March.
- Dirk Broeders & Damiaan Chen & Peter Minderhoud & Willem Schudel, 2016. "Pension funds' herding," DNB Working Papers 503, Netherlands Central Bank, Research Department.
- Avinash D. Persaud, 2015. "Reinventing Financial Regulation," Springer Books, Springer, number 978-1-4302-4558-2, January.
- Zhiguo He & Arvind Krishnamurthy, 2019.
"A Macroeconomic Framework for Quantifying Systemic Risk,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 11(4), pages 1-37, October.
- Zhiguo He & Arvind Krishnamurthy, 2012. "A macroeconomic framework for quantifying systemic risk," Working Paper Research 233, National Bank of Belgium.
- Zhiguo He & Arvind Krishnamurthy, 2014. "A Macroeconomic Framework for Quantifying Systemic Risk," NBER Working Papers 19885, National Bureau of Economic Research, Inc.
- Zhiguo He & Arvind Krishnamurthy, 2013. "A Macroeconomic Framework for Quantifying Systemic Risk," Swiss Finance Institute Research Paper Series 13-42, Swiss Finance Institute, revised Apr 2015.
- He, Zhiguo & Krishnamurthy, Arvind, 2015. "A Macroeconomic Framework for Quantifying Systemic Risk," Research Papers 3277, Stanford University, Graduate School of Business.
- Zhiguo He, 2013. "A Macroeconomic Framework for Quantifying Systemic Risk," 2013 Meeting Papers 58, Society for Economic Dynamics.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Seda Peksevim & Metin Ercan, 2024. "Do pension funds provide financial stability? Evidence from European Union countries," Journal of Financial Services Research, Springer;Western Finance Association, vol. 66(3), pages 297-328, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Jondeau, Eric & Khalilzadeh, Amir, 2017.
"Collateralization, leverage, and stressed expected loss,"
Journal of Financial Stability, Elsevier, vol. 33(C), pages 226-243.
- Eric JONDEAU & Amir KHALILZADEH, 2015. "Collateralization, Leverage, and Stressed Expected Loss," Swiss Finance Institute Research Paper Series 15-24, Swiss Finance Institute, revised Aug 2015.
- Daniel Covitz & Nellie Liang & Tobias Adrian, 2015.
"Financial Stability Monitoring,"
Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 357-395, December.
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Staff Reports 601, Federal Reserve Bank of New York.
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Finance and Economics Discussion Series 2013-21, Board of Governors of the Federal Reserve System (U.S.).
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2014. "Financial Stability Monitoring," FEDS Notes 2014-08-04, Board of Governors of the Federal Reserve System (U.S.).
- Marc Busse & Michel Dacorogna & Marie Kratz, 2014.
"The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio,"
Risks, MDPI, vol. 2(3), pages 1-17, July.
- Marc Busse & Michel Dacorogna & Marie Kratz, 2013. "The impact of systemic risk on the diversification benefits of a risk portfolio," Papers 1312.0506, arXiv.org.
- Busse, Marc & Dacorogna, Michel & Kratz, Marie, 2013. "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," ESSEC Working Papers WP1321, ESSEC Research Center, ESSEC Business School.
- Marc Busse & Michel Dacorogna & Marie Kratz, 2013. "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," Working Papers hal-00914844, HAL.
- Han, Leyla Jianyu & Kasa, Kenneth & Luo, Yulei, 2024. "Ambiguity, information processing, and financial intermediation," Journal of Economic Theory, Elsevier, vol. 222(C).
- Tobias Adrian & Nellie Liang, 2018.
"Monetary Policy, Financial Conditions, and Financial Stability,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 73-131, January.
- Tobias Adrian & Nellie Liang, 2014. "Monetary Policy, Financial Conditions, and Financial Stability," IMES Discussion Paper Series 14-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Adrian, Tobias & Liang, Nellie, 2016. "Monetary Policy, Financial Conditions, and Financial Stability," CEPR Discussion Papers 11394, C.E.P.R. Discussion Papers.
- Tobias Adrian & J. Nellie Liang, 2014. "Monetary policy, financial conditions, and financial stability," Staff Reports 690, Federal Reserve Bank of New York.
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021.
"Identifying indicators of systemic risk,"
Journal of International Economics, Elsevier, vol. 132(C).
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves, 2020. "Identifying indicators of systemic risk," Discussion Papers 33/2020, Deutsche Bundesbank.
- Laséen, Stefan & Pescatori, Andrea & Turunen, Jarkko, 2017.
"Systemic risk: A new trade-off for monetary policy?,"
Journal of Financial Stability, Elsevier, vol. 32(C), pages 70-85.
- Stefan Laseen & Mr. Andrea Pescatori & Mr. Jarkko Turunen, 2015. "Systemic Risk: A New Trade-off for Monetary Policy?," IMF Working Papers 2015/142, International Monetary Fund.
- Laséen, Stefan & Pescatori, Andrea & Turunen, Jarkko, 2017. "Systemic Risk: A New Trade-Off for Monetary Policy?," Working Paper Series 341, Sveriges Riksbank (Central Bank of Sweden).
- Li, Rui & Li, Jianping & Zhu, Xiaoqian, 2025. "Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
- Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017.
"Assessing DSGE model nonlinearities,"
Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 34-54.
- S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE Model Nonlinearities," NBER Working Papers 19693, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE model nonlinearities," Working Papers 13-47, Federal Reserve Bank of Philadelphia.
- Arvind Krishnamurthy & Wenhao Li, 2025.
"Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment,"
Journal of Political Economy, University of Chicago Press, vol. 133(3), pages 935-985.
- Krishnamurthy, Arvind & Li, Wenhao, 2020. "Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment," Research Papers 3874, Stanford University, Graduate School of Business.
- Arvind Krishnamurthy & Wenhao Li, 2020. "Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment," NBER Working Papers 27088, National Bureau of Economic Research, Inc.
- Ebrahimi Kahou, Mahdi & Lehar, Alfred, 2017.
"Macroprudential policy: A review,"
Journal of Financial Stability, Elsevier, vol. 29(C), pages 92-105.
- Mahdi Ebrahimi Kahou & Alfred Lehar, 2015. "Macroprudential Policy: A Review," SPP Research Papers, The School of Public Policy, University of Calgary, vol. 8(34), October.
- Modena, Andrea, 2020. "Recapitalization, bailout, and long-run welfare in a dynamic model of banking," SAFE Working Paper Series 292, Leibniz Institute for Financial Research SAFE.
- Semyon Malamud & Andreas Schrimpf, 2016.
"Intermediation Markups and Monetary Policy Passthrough,"
Swiss Finance Institute Research Paper Series
16-75, Swiss Finance Institute.
- Andreas Schrimpf & Semyon Malamud, 2017. "Intermediation Markups and Monetary Policy Passthrough," 2017 Meeting Papers 812, Society for Economic Dynamics.
- Schrimpf, Paul & Malamud, Semyon, 2018. "Intermediation markups and monetary policy pass-through," CEPR Discussion Papers 12623, C.E.P.R. Discussion Papers.
- Ye Li, 2018. "Fragile New Economy: The Rise of Intangible Capital and Financial Instability," 2018 Meeting Papers 1189, Society for Economic Dynamics.
- Valentin Haddad & David Sraer, 2020.
"The Banking View of Bond Risk Premia,"
Journal of Finance, American Finance Association, vol. 75(5), pages 2465-2502, October.
- David Sraer & Valentin Haddad, 2016. "The Banking View of Bond Risk Premia," 2016 Meeting Papers 814, Society for Economic Dynamics.
- Valentin Haddad & David A. Sraer, 2019. "The Banking View of Bond Risk Premia," NBER Working Papers 26369, National Bureau of Economic Research, Inc.
- Sraer, David & Haddad, Valentin, 2019. "The Banking View of Bond Risk Premia," CEPR Discussion Papers 14207, C.E.P.R. Discussion Papers.
- Black, Lamont & Correa, Ricardo & Huang, Xin & Zhou, Hao, 2016.
"The systemic risk of European banks during the financial and sovereign debt crises,"
Journal of Banking & Finance, Elsevier, vol. 63(C), pages 107-125.
- Lamont K. Black & Ricardo Correa & Xin Huang & Hao Zhou, 2013. "The systemic risk of European banks during the financial and sovereign debt crises," International Finance Discussion Papers 1083, Board of Governors of the Federal Reserve System (U.S.).
- Lang, Jan Hannes & Menno, Dominik, 2025.
"The state-dependent impact of changes in bank capital requirements,"
Journal of Banking & Finance, Elsevier, vol. 176(C).
- Lang, Jan Hannes & Menno, Dominik, 2023. "The state-dependent impact of changes in bank capital requirements," Discussion Papers 19/2023, Deutsche Bundesbank.
- Lang, Jan Hannes & Menno, Dominik, 2023. "The state-dependent impact of changes in bank capital requirements," Working Paper Series 2828, European Central Bank.
- Matyska, Branka, 2021. "Salience, systemic risk and spectral risk measures as capital requirements," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
- Tyler Atkinson & Michael Plante & Alexander Richter & Nathaniel Throckmorton, 2022.
"Complementarity and Macroeconomic Uncertainty,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 225-243, April.
- Tyler Atkinson & Michael D. Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2020. "Complementarity and Macroeconomic Uncertainty," Working Papers 2009, Federal Reserve Bank of Dallas.
- Brunnermeier, Markus K. & Oehmke, Martin, 2013.
"Bubbles, Financial Crises, and Systemic Risk,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288,
Elsevier.
- Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
More about this item
Keywords
; ; ; ;JEL classification:
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions
- J26 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Retirement; Retirement Policies
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ces:ifofor:v:17:y:2017:i:04:p:54-67. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Klaus Wohlrabe (email available below). General contact details of provider: https://edirc.repec.org/data/ifooode.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/ces/ifofor/v17y2017i04p54-67.html