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Now showing items 11-20 of 186

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Who Invests in Home Equity to Exempt Wealth from Bankruptcy? 

Corradin, Stefano; Gropp, Reint E.; Huizinga, Harry; Laeven, Luc (2013-05-01)
Homestead exemptions to personal bankruptcy allow households to retain their home equity up to a limit determined at the state level. Households that may experience bankruptcy thus have an incentive to bias their portfolios ...
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Two Monetary Models with Alternating Markets 

Camera, Gabriele; Chien, YiLi (2013-10-28)
We present a thought-provoking study of two monetary models: the cash-in-advance and the Lagos and Wright (2005) models. We report that the different approach to modeling money — reduced-form vs. explicit role — neither ...
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Game-Theoretic Foundations of Monetary Equilibrium 

Camera, Gabriele; Gioffré, Alessandro (2013-09-30)
Monetary theorists have advanced an intriguing notion: we exchange money to make up for a lack of enforcement, when it is difficult to monitor and sanction opportunistic behaviors. We demonstrate that, in fact, monetary ...
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Optimal Policy and Taylor Rule Cross-Checking Under Parameter Uncertainty 

Bursian, Dirk; Roth, Markus (2013-09-26)
We examine whether the robustifying nature of Taylor rule cross-checking under model uncertainty carries over to the case of parameter uncertainty. Adjusting monetary policy based on this kind of cross-checking can improve ...
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Life Insurance Demand under Health Shock Risk 

Kraft, Holger; Schendel, Lorenz S.; Steffensen, Mogens (2015-06-03)
This paper studies the life cycle consumption-investment-insurance problem of a family. The wage earner faces the risk of a health shock that significantly increases his probability of dying. The family can buy long-term ...
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Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs 

Buss, Adrian; Uppal, Raman; Vilkov, Grigory (2015-02-01)
In this paper, we study the effect of proportional transaction costs on consumption-portfolio decisions and asset prices in a dynamic general equilibrium economy with a financial market that has a single-period bond and ...
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Consumption-Investment Problems with Stochastic Mortality Risk 

Schendel, Lorenz S. (2014-03-03)
I numerically solve realistically calibrated life cycle consumption-investment problems in continuous time featuring stochastic mortality risk driven by jumps, unspanned labor income as well as short-sale and liquidity ...
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Critical Illness Insurance in Life Cycle Portfolio Problems 

Schendel, Lorenz S. (2014-03-03)
I analyze a critical illness insurance in a consumption-investment model over the life cycle. I solve a model with stochastic mortality risk and health shock risk numerically. These shocks are interpreted as critical illness ...
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Liquidity Coinsurance and Bank Capital 

Castiglionesi, Fabio; Feriozzi, Fabio; Lóránth, Gyöngyi; Loriana Pelizzon (2014-03-01)
Banks can deal with their liquidity risk by holding liquid assets (self-insurance), by participating in interbank markets (coinsurance), or by using flexible financing instruments, such as bank capital (risk-sharing). We ...
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Measuring Ambiguity Aversion: A Systematic Experimental Approach 

Krahnen, Jan Pieter; Ockenfels, Peter; Wilde, Christian (2014-06-20)
This paper provides a systematic analysis of individual attitudes towards ambiguity, based on laboratory experiments. The design of the analysis allows to capture individual behavior across various levels of ambiguity, ...
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AuthorKraft, Holger (13)Ludwig, Alexander (12)Maurer, Raimond (6)... View MoreResearch AreaMacro Finance (71)Household Finance (61)Financial Markets (32)... View MoreJEL ClassificationG12 (39)G11 (33)D91 (32)... View MoreTopic
Monetary Policy (186)
Household Finance (71)Fiscal Stability (54)... View MoreKeywordwelfare (15)social security (13)portfolio choice (10)... View MoreDate Issued2015 (25)2016 (18)2018 (18)Has File(s)Yes (156)No (30)
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About  Data Protection