Alexander Michaelides

Institution: Centre for Economic Policy Research (CEPR)

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://sites.google.com/site/alexmichaelidesucy/

First Publication: 2000

Most Recent: 2024

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	0.00	1.68	0.20	1.88	49%
Last 10 Years	0.00	1.35	2.69	0.20	4.24	67%
All Time	4.04	12.11	9.08	1.72	26.94	95%

Publication Statistics

Raw Publications 20

Coauthorship-Adjusted Count 19.59

Publications (20)

Year	Article	Journal	Tier	Authors
2024	Housing, Distribution, and Welfare	Journal of Money, Credit, and Banking	B	3
2022	Limiting fiscal procyclicality: Evidence from resource-dependent countries	Economic Modeling	C	5
2022	Life-cycle portfolio choice with imperfect predictors	Journal of Banking & Finance	B	2
2019	Private information in currency markets	Journal of Financial Economics	A	3
2017	Stock Market Mean Reversion and Portfolio Choice over the Life Cycle	Journal of Financial and Quantitative Analysis	B	2
2015	The adverse effects of systematic leakage ahead of official sovereign debt rating announcements	Journal of Financial Economics	A	4
2014	Fairness and reflexivity in the Cyprus bail-in	Economic Policy	B	1
2013	Fiscal Policy and Asset Prices with Incomplete Markets	The Review of Financial Studies	A	3
2011	How Deep Is the Annuity Market Participation Puzzle?	The Review of Financial Studies	A	3
2011	Winners and Losers in Housing Markets	Journal of Money, Credit, and Banking	B	3
2010	Evidence on the Insurance Effect of Redistributive Taxation	Review of Economics and Statistics	A	4
2009	Optimal Savings with Taxable and Tax-Deferred Accounts	Review of Economic Dynamics	B	3
2008	Asset Pricing with Limited Risk Sharing and Heterogeneous Agents	The Review of Financial Studies	A	2
2005	Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence	Journal of Finance	A	2
2003	Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk	Review of Economic Dynamics	B	2
2003	International portfolio choice, liquidity constraints and the home equity bias puzzle	Journal of Economic Dynamics and Control	B	1
2003	A reconciliation of two alternative approaches towards buffer stock saving	Economics Letters	C	1
2001	New evidence on the effects of US monetary policy on exchange rates	Economics Letters	C	2
2001	Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption?	American Economic Review	S	2
2000	Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators	Journal of Econometrics	A	2