New results on precautionary saving under two risks

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 130
Issue: C
Pages: 17-20

Authors (4)

Score contribution per author:

0.251 = (α=2.01 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper identifies a new sufficient condition for a prudent agent to have positive precautionary saving in the presence of labor income and interest rate risks of any size. We also provide three economic interpretations for this condition focusing respectively on the marginal effect of saving on total income variance, on the sign of the covariance between total income and the return of saving, and on the effect of saving on the utility premium.

Technical Details

RePEc Handle
repec:eee:ecolet:v:130:y:2015:i:c:p:17-20
Journal Field
General
Author Count
4
Added to Database
2026-01-25