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Pensions in a perfect storm: financial behaviour of Dutch pension funds (2002–2005)

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  • Jan Kakes

Abstract

This article examines the financial behaviour of Dutch pension funds during 2002–2005, a turbulent period characterized by stock market corrections and historically low interest rates. Especially for industry-wide funds, financial transactions remained consistent with rebalancing a strategically fixed asset mix, which suggests that the pension sector had a stabilizing influence on financial markets. For company-linked funds, deteriorating funding ratios were counteracted by a rapid increase in pension contributions.

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  • Jan Kakes, 2008. "Pensions in a perfect storm: financial behaviour of Dutch pension funds (2002–2005)," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 4(1), pages 29-33.
    • Handle: RePEc:taf:raflxx:v:4:y:2008:i:1:p:29-33
    DOI: 10.1080/17446540701335482
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    Cited by:

    1. Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2021. "Assessing cross-border interconnectedness between shadow banking systems," Journal of International Money and Finance, Elsevier, vol. 110(C).

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