Demographics and asset returns: does the dynamics of population ageing matter?
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 6 (2010)
Issue (Month): 2 (March)
|Contact details of provider:|| Web page: http://www.springer.com|
|Order Information:||Web: http://www.springer.com/finance/journal/10436/PS2|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Dimitrios P Tsomocos & Charles A.E. Goodhart, 2004.
"A Risk Assessment Model for Banks,"
Economics Series Working Papers
2004-FE-11, University of Oxford, Department of Economics.
- Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Risk Assessment Model for Banks," OFRC Working Papers Series 2004fe11, Oxford Financial Research Centre.
- Charles Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A risk assessment model for banks," LSE Research Online Documents on Economics 24750, London School of Economics and Political Science, LSE Library.
- G. M. Constantinides & J. B. Donaldson & R. Mehra, 2005.
"Junior must pay: pricing the implicit put in privatizing Social Security,"
Annals of Finance,
Springer, vol. 1(1), pages 1-34, 01.
- George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002. "Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security," NBER Working Papers 8906, National Bureau of Economic Research, Inc.
- R. Mehra & E. Prescott, 2010.
"The equity premium: a puzzle,"
Levine's Working Paper Archive
1401, David K. Levine.
- Andrew B. Abel, 2001.
"Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?,"
01-2, Federal Reserve Bank of Philadelphia.
- Andrew B. Abel, 2001. "Will Bequests Attenuate The Predicted Meltdown In Stock Prices When Baby Boomers Retire?," The Review of Economics and Statistics, MIT Press, vol. 83(4), pages 589-595, November.
- Andrew B. Abel, 2001. "Will Bequests Attenuate the Predicted Meltdown in Stock Prices When Baby Boomers Retire?," NBER Working Papers 8131, National Bureau of Economic Research, Inc.
- Ang, Andrew & Maddaloni, Angela, 2003.
"Do demographic changes affect risk premiums? Evidence from international data,"
Working Paper Series
0208, European Central Bank.
- Andrew Ang & Angela Maddaloni, 2005. "Do Demographic Changes Affect Risk Premiums? Evidence from International Data," The Journal of Business, University of Chicago Press, vol. 78(1), pages 341-380, January.
- Andrew Ang & Angela Maddaloni, 2003. "Do Demographic Changes Affect Risk Premiums? Evidence from International Data," NBER Working Papers 9677, National Bureau of Economic Research, Inc.
- Grinblatt, Mark & Moskowitz, Tobias J., 2004. "Predicting stock price movements from past returns: the role of consistency and tax-loss selling," Journal of Financial Economics, Elsevier, vol. 71(3), pages 541-579, March.
- Pierluigi Balduzzi & Edwin J. Elton & T. Clifton Green, 1997.
"Economic News and the Yield Curve: Evidence from the U.S. Treasury Market,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
98-005, New York University, Leonard N. Stern School of Business-.
- Pierluigi Balduzzi & Edwin J. Elton & T. Clifton Green, 1996. "Economic News and the Yield Curve: Evidence From the U.S. Treasury Market," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-13, New York University, Leonard N. Stern School of Business-.
- John Geanakoplos & Michael Magill & Martine Quinzii, 2002.
"Demography and the Long-run Predictability of the Stock Market,"
Cowles Foundation Discussion Papers
1380R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2004.
- Author-Name: John Geanakoplos & Michael Magill & Martine Quinzii, 2004. "Demography and the Long-Run Predictability of the Stock Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 35(1), pages 241-326.
- John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380, Cowles Foundation for Research in Economics, Yale University.
- Marianna Brunetti & Costanza Torricelli, 2009. "Economic activity and recession probabilities: information content and predictive power of the term spread in Italy," Applied Economics, Taylor & Francis Journals, vol. 41(18), pages 2309-2322.
- Brunetti Marianna, 2007.
"Population Ageing, Household Portfolios and Financial Asset Returns: a Survey of the Literature,"
Società editrice il Mulino, issue 2, pages 171-208.
- Marianna Brunetti, 2007. "Population ageing, household portfolios and financial asset returns: A survey of the literature," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 07051, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Alexander Ludwig, 2005. "Aging and Economic Growth: The Role of Factor Markets and of Fundamental Pension Reforms," MEA discussion paper series 05094, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Goyal, Amit, 2004. "Demographics, Stock Market Flows, and Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(01), pages 115-142, March.
- Guiso, Luigi & Jappelli, Tullio, 2000.
"Household Portfolios in Italy,"
CEPR Discussion Papers
2549, C.E.P.R. Discussion Papers.
- Andrew B. Abel, 2002.
"The effects of a baby boom on stock prices and capital accumulation in the presence of Social Security,"
03-2, Federal Reserve Bank of Philadelphia.
- Andrew B. Abel, 2003. "The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security," Econometrica, Econometric Society, vol. 71(2), pages 551-578, March.
- Andrew B. Abel, 2002. "The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security," NBER Working Papers 9210, National Bureau of Economic Research, Inc.
- Peter S. Yoo, 1994. "Age distributions and returns of financial assets," Working Papers 1994-002, Federal Reserve Bank of St. Louis.
- Stefan Hochguertel, 2003. "Precautionary motives and portfolio decisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 61-77.
- Barry P. Bosworth & Ralph C. Bryant & Gary Burtless, 2004. "The Impact of Aging on Financial Markets and the Economy: A Survey," Working Papers, Center for Retirement Research at Boston College 2004-23, Center for Retirement Research.
- Robin Brooks, 2002. "Asset-Market Effects of the Baby Boom and Social-Security Reform," American Economic Review, American Economic Association, vol. 92(2), pages 402-406, May.
- Ignazio Visco & Barry Eichengreen & Gilles Mourre & Declan Costello & Giuseppe Carone & Nuria Diez Guardia & Bartosz Przywara & Aino Salomäki & Vincenzo Galasso & Mark Weth & Sebastian Schich & Etienn, 2007. "Money, Finance and Demography: The Consequences of Ageing," SUERF Colloquium Volumes, SUERF - The European Money and Finance Forum, number 1 edited by Morten Balling & Ernest Gnan & Frank Lierman, November.
- James Poterba, 2004.
"The Impact of Population Aging on Financial Markets,"
NBER Working Papers
10851, National Bureau of Economic Research, Inc.
- James M. Poterba, 2004. "The impact of population aging on financial markets," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, issue Aug, pages 163-216.
- S. Illeris & G. Akehurst, 2001. "Introduction," The Service Industries Journal, Taylor & Francis Journals, vol. 21(1), pages 1-4, January.
- Oecd, 2005. "The Aggregate and Structural Impact of Ageing on Financial Markets: Some Quantitative Assessments," Financial Market Trends, OECD Publishing, vol. 2005(2), pages 127-149.
When requesting a correction, please mention this item's handle: RePEc:kap:annfin:v:6:y:2010:i:2:p:193-219. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Rebekah McClure)
If references are entirely missing, you can add them using this form.