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.:
- 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.
- 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?," Working Papers 01-2, Federal Reserve Bank of Philadelphia.
- 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.
- 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.
- 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.
- Ang, Andrew & Maddaloni, Angela, 2003. "Do demographic changes affect risk premiums? Evidence from international data," Working Paper Series 0208, European Central Bank.
- Andrew B. Abel, 2003.
"The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security,"
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," Working Papers 03-2, Federal Reserve Bank of Philadelphia.
- 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.
- Oecd, 2006. "The Aggregate and Structural Impact of Ageing on Financial Markets: Some Quantitative Assessments," Financial Market Trends, OECD Publishing, vol. 2005(2), pages 127-149.
- Stefan Hochguertel, 2003. "Precautionary motives and portfolio decisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 61-77.
- 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.
- 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-.
- 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-.
- 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".
- Brunetti Marianna, 2007. "Population Ageing, Household Portfolios and Financial Asset Returns: a Survey of the Literature," Politica economica, Società editrice il Mulino, issue 2, pages 171-208.
- 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.
- 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 1380R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2004.
- 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.
- 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.
- S. Illeris & G. Akehurst, 2001. "Introduction," The Service Industries Journal, Taylor & Francis Journals, vol. 21(1), pages 1-4, January.
- Guiso, Luigi & Jappelli, Tullio, 2000.
"Household Portfolios in Italy,"
CEPR Discussion Papers
2549, C.E.P.R. Discussion Papers.
- 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.
- 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.
- 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.
- 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.
- R. Mehra & E. Prescott, 2010.
"The equity premium: a puzzle,"
Levine's Working Paper Archive
1401, David K. Levine.
- 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.
- Peter S. Yoo, 1994. "Age distributions and returns of financial assets," Working Papers 1994-002, Federal Reserve Bank of St. Louis.
- 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, 00.
- 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.
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 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 references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link 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 profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.