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Alexander Michaelides

Global rank #3364 96%

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

RePEc ID: pmi112 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 1.68 0.00 1.88
Last 10 Years 0.00 0.67 2.68 0.00 4.22
All Time 1.01 6.03 9.05 0.00 26.85

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