Swiss pension funds: funding ratio, discount rate, and asset allocation
Author
Abstract
Suggested Citation
DOI: 10.1186/s41937-022-00092-6
Download full text from publisher
References listed on IDEAS
- Mathias Dewatripont & Jean Tirole, 2012.
"Macroeconomic Shocks and Banking Regulation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(s2), pages 237-254, December.
- Mathias Dewatripont & Jean Tirole, 2012. "Macroeconomic Shocks and Banking Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 237-254, December.
- Alan I. Barreca & Melanie Guldi & Jason M. Lindo & Glen R. Waddell, 2011. "Saving Babies? Revisiting the effect of very low birth weight classification," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 126(4), pages 2117-2123.
- Markus Behn & Rainer Haselmann & Vikrant Vig, 2022.
"The Limits of Model‐Based Regulation,"
Journal of Finance, American Finance Association, vol. 77(3), pages 1635-1684, June.
- Behn, Markus Wilhelm & Haselmann, Rainer & Vig, Vikrant, 2014. "The limits of model-based regulation," IMFS Working Paper Series 82, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2021. "The Limits of Model-Based Regulation," LawFin Working Paper Series 20, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2016. "The limits of model-based regulation," Working Paper Series 1928, European Central Bank.
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2014. "The limits of model-based regulation," SAFE Working Paper Series 75, Leibniz Institute for Financial Research SAFE.
- Catherine Hausman & David S. Rapson, 2018.
"Regression Discontinuity in Time: Considerations for Empirical Applications,"
Annual Review of Resource Economics, Annual Reviews, vol. 10(1), pages 533-552, October.
- Catherine Hausman & David S. Rapson, 2017. "Regression Discontinuity in Time: Considerations for Empirical Applications," NBER Working Papers 23602, National Bureau of Economic Research, Inc.
- McCrary, Justin, 2008. "Manipulation of the running variable in the regression discontinuity design: A density test," Journal of Econometrics, Elsevier, vol. 142(2), pages 698-714, February.
- Carmen M. Reinhart & Vincent R. Reinhart & Kenneth S. Rogoff, 2012.
"Public Debt Overhangs: Advanced-Economy Episodes since 1800,"
Journal of Economic Perspectives, American Economic Association, vol. 26(3), pages 69-86, Summer.
- Carmen M. Reinhart & Vincent R. Reinhart & Kenneth S. Rogoff, 2012. "Debt Overhangs: Past and Present," NBER Working Papers 18015, National Bureau of Economic Research, Inc.
- Dechow, Patricia & Ge, Weili & Schrand, Catherine, 2010. "Understanding earnings quality: A review of the proxies, their determinants and their consequences," Journal of Accounting and Economics, Elsevier, vol. 50(2-3), pages 344-401, December.
- Joshua D. Rauh, 2009. "Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans," The Review of Financial Studies, Society for Financial Studies, vol. 22(7), pages 2487-2533, July.
- Raghuram G. Rajan, 2006. "Has Finance Made the World Riskier?," European Financial Management, European Financial Management Association, vol. 12(4), pages 499-533, September.
- An, Heng & Huang, Zhaodan & Zhang, Ting, 2013. "What determines corporate pension fund risk-taking strategy?," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 597-613.
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.- Bovay, John, 2021. "Moral hazard under discrete information disclosure: Evidence from food-safety inspections," 2021 Allied Social Sciences Association (ASSA) Annual Meeting (Virtual), January 3-5, 2021, San Diego, California 307948, Agricultural and Applied Economics Association.
- Di Giacomo, Marina & Piacenza, Massimiliano & Siciliani, Luigi & Turati, Gilberto, 2022.
"The effect of co-payments on the take-up of prenatal tests,"
Journal of Health Economics, Elsevier, vol. 81(C).
- Di Giacomo, M. & Piacenza, M. & Siciliani, L. & Turati, G., 2020. "The Effect of Co-Payments on the Take-Up of Prenatal Tests," Health, Econometrics and Data Group (HEDG) Working Papers 20/19, HEDG, c/o Department of Economics, University of York.
- Hansen, Benjamin & Miller, Keaton & Weber, Caroline, 2020.
"Federalism, partial prohibition, and cross-border sales: Evidence from recreational marijuana,"
Journal of Public Economics, Elsevier, vol. 187(C).
- Benjamin Hansen & Keaton Miller & Caroline Weber, 2017. "Federalism, Partial Prohibition, and Cross-Border Sales: Evidence from Recreational Marijuana," NBER Working Papers 23762, National Bureau of Economic Research, Inc.
- Mauricio Villamizar‐Villegas & Freddy A. Pinzon‐Puerto & Maria Alejandra Ruiz‐Sanchez, 2022.
"A comprehensive history of regression discontinuity designs: An empirical survey of the last 60 years,"
Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1130-1178, September.
- Mauricio Villamizar-Villegas & Freddy A. Pinzón-Puerto & María Alejandra Ruiz-Sánchez, 2020. "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Borradores de Economia 1112, Banco de la Republica de Colombia.
- Villamizar-Villegas, Mauricio & Pinzón-Puerto, Freddy A. & Ruiz-Sánchez, María Alejandra, 2020. "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Working papers 38, Red Investigadores de Economía.
- Jansen, Kristy, 2021. "Essays on institutional investors, portfolio choice, and asset prices," Other publications TiSEM fd998408-d282-4e0f-b542-4, Tilburg University, School of Economics and Management.
- Chlond, Bettina & Goeschl, Timo & Kesternich, Martin, 2022.
"More money or better procedures? Evidence from an energy efficiency assistance program,"
ZEW Discussion Papers
22-020, ZEW - Leibniz Centre for European Economic Research.
- Bettina Chlond & Timo Goeschl & Martin Kesternich, 2022. "More Money or Better Procedures? Evidence from an Energy Efficiency Assistance Program," MAGKS Papers on Economics 202225, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Bettina Chlond & Timo Goeschl & Martin Kesternich, 2022.
"More Money or Better Procedures? Evidence from an Energy Efficiency Assistance Program,"
MAGKS Papers on Economics
202225, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Chlond, Bettina & Goeschl, Timo & Kesternich, Martin, 2022. "More money or better procedures? Evidence from an energy efficiency assistance program," Working Papers 0716, University of Heidelberg, Department of Economics.
- Chlond, Bettina & Goeschl, Timo & Kesternich, Martin, 2022. "More money or better procedures? Evidence from an energy efficiency assistance program," ZEW Discussion Papers 22-020, ZEW - Leibniz Centre for European Economic Research.
- Bäuml, Matthias & Kümpel, Christian, 2020. "Hospital responses to the introduction of reimbursements by treatment intensity in a (presumably lump sum) DRG system," hche Research Papers 22, University of Hamburg, Hamburg Center for Health Economics (hche).
- Boon, L.N. & Brière, M. & Rigot, S., 2018. "Regulation and pension fund risk-taking," Journal of International Money and Finance, Elsevier, vol. 84(C), pages 23-41.
- Iizuka, Toshiaki & Nishiyama, Katsuhiko & Chen, Brian & Eggleston, Karen, 2021.
"False alarm? Estimating the marginal value of health signals,"
Journal of Public Economics, Elsevier, vol. 195(C).
- Toshiaki Iizuka & Katsuhiko Nishiyama & Brian Chen & Karen Eggleston, 2017. "False Alarm? Estimating the Marginal Value of Health Signals," NBER Working Papers 23413, National Bureau of Economic Research, Inc.
- Almaghrabi, Khadija S., 2023. "Non‐operating risk and cash holdings: Evidence from pension risk," Journal of Banking & Finance, Elsevier, vol. 152(C).
- Waddell, Glen R. & McDonough, Robert, 2022. "Mean Convergence, Combinatorics, and Grade-Point Averages," IZA Discussion Papers 15414, Institute of Labor Economics (IZA).
- Andrew C. Eggers & Ronny Freier & Veronica Grembi & Tommaso Nannicini, 2018.
"Regression Discontinuity Designs Based on Population Thresholds: Pitfalls and Solutions,"
American Journal of Political Science, John Wiley & Sons, vol. 62(1), pages 210-229, January.
- Andrew C. Eggers & Ronny Freier & Veronica Grembi & Tommaso Nannicini, 2015. "Regression Discontinuity Designs Based on Population Thresholds: Pitfalls and Solutions," Discussion Papers of DIW Berlin 1503, DIW Berlin, German Institute for Economic Research.
- Eggers, Andrew C. & Freier, Ronny & Grembi, Veronica & Nannicini, Tommaso, 2015. "Regression Discontinuity Designs Based on Population Thresholds: Pitfalls and Solutions," IZA Discussion Papers 9553, Institute of Labor Economics (IZA).
- Lochmann, Alexia & Rapoport, Hillel & Speciale, Biagio, 2019.
"The effect of language training on immigrants’ economic integration: Empirical evidence from France,"
European Economic Review, Elsevier, vol. 113(C), pages 265-296.
- Alexia Lochmann & Hillel Rapoport & Biagio Speciale, 2017. "The Effect of Language Training on Immigrants' Economic Integration - Empirical Evidence from France," CESifo Working Paper Series 6460, CESifo.
- Alexia Lochmann & Hillel Rapoport & Biagio Speciale, 2019. "The effect of language training on immigrants’ economic integration: Empirical evidence from France," PSE-Ecole d'économie de Paris (Postprint) halshs-02096347, HAL.
- Alexia Lochmann & Hillel Rapoport & Biagio Speciale, 2019. "The effect of language training on immigrants’ economic integration: Empirical evidence from France," Post-Print halshs-02096347, HAL.
- Lochmann, Alexia & Rapoport, Hillel & Speciale, Biagio, 2018. "The Effect of Language Training on Immigrants' Economic Integration: Empirical Evidence from France," IZA Discussion Papers 11331, Institute of Labor Economics (IZA).
- Gaggero, A. & Gil, J. & Jiménez-Rubio, D. & Zucchelli, E., 2021.
"Health information and lifestyle behaviours: the impact of a diabetes diagnosis,"
Health, Econometrics and Data Group (HEDG) Working Papers
21/02, HEDG, c/o Department of Economics, University of York.
- Gaggero, Alessio & Gil, Joan & Jiménez-Rubio, Dolores & Zucchelli, Eugenio, 2021. "Health Information and Lifestyle Behaviours: The Impact of a Diabetes Diagnosis," IZA Discussion Papers 14106, Institute of Labor Economics (IZA).
- Alessio Gaggero & Joan Gil & Dolores Jiménez-Rubio & Eugenio Zucchelli, 2021. "Health information and lifestyle behaviours: the impact of a diabetes diagnosis," UB School of Economics Working Papers 2021/406, University of Barcelona School of Economics.
- Adam C. Sales & Ben B. Hansen, 2020. "Limitless Regression Discontinuity," Journal of Educational and Behavioral Statistics, , vol. 45(2), pages 143-174, April.
- Nicola Limodio, 2015. "The Development Impact of Financial Regulation: Evidence from Ethiopia and Antebellum USA," 2015 Meeting Papers 355, Society for Economic Dynamics.
- Romaniuk, Katarzyna, 2019. "Premiums of the Pension Benefit Guarantee Corporation and risk-taking by pension plans," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 301-307.
- Konradt, Maximilian, 2023.
"Do pension funds reach for yield? Evidence from a new database,"
MPRA Paper
116209, University Library of Munich, Germany.
- Maximilian Konradt, 2023. "Do pension funds reach for yield? Evidence from a new database," IHEID Working Papers 01-2023, Economics Section, The Graduate Institute of International Studies.
- Mirza, Daniel & Stancanelli, Elena & Verdier, Thierry, 2022.
"Household expenditure in the wake of terrorism: Evidence from high frequency in-home-scanner data,"
Economics & Human Biology, Elsevier, vol. 46(C).
- Daniel MIRZA & Elena STANCANELLI & Thierry VERDIER, 2021. "Household Expenditure in the Wake of Terrorism: evidence from high frequency in-home-scanner data," LEO Working Papers / DR LEO 2917, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Daniel Mirza & Elena Stancanelli & Thierry Verdier, 2022. "Household Expenditure in the Wake of Terrorism: evidence from high frequency in-home-scanner data," PSE Working Papers halshs-03659739, HAL.
- Daniel Mirza & Elena Stancanelli & Thierry Verdier, 2022. "Household Expenditure in the Wake of Terrorism: evidence from high frequency in-home-scanner data," Post-Print halshs-03673160, HAL.
- Daniel Mirza & Elena Stancanelli & Thierry Verdier, 2022. "Household Expenditure in the Wake of Terrorism: evidence from high frequency in-home-scanner data," PSE-Ecole d'économie de Paris (Postprint) halshs-03673160, HAL.
- Daniel Mirza & Elena Stancanelli & Thierry Verdier, 2022. "Household Expenditure in the Wake of Terrorism: evidence from high frequency in-home-scanner data," Working Papers halshs-03659739, HAL.
More about this item
Keywords
Pension funds; Non-Bank Financial Institutions; Funding ratio;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- 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
- J32 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Nonwage Labor Costs and Benefits; Retirement Plans; Private Pensions
- L51 - Industrial Organization - - Regulation and Industrial Policy - - - Economics of Regulation
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:spr:sjecst:v:158:y:2022:i:1:d:10.1186_s41937-022-00092-6. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.