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Alexander Michaelides

Personal Details

First Name:Alexander
Middle Name:
Last Name:Michaelides
Suffix:
RePEc Short-ID:pmi112
[This author has chosen not to make the email address public]
https://sites.google.com/site/alexmichaelidesucy/
Terminal Degree:1997 Department of Economics; Princeton University (from RePEc Genealogy)

Affiliation

(10%) Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)

(90%) Business School
Imperial College

London, United Kingdom
http://www.imperial.ac.uk/business-school
RePEc:edi:sbimpuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters Books

Working papers

  1. Coimbra, Nuno & Gomes, Francisco & Michaelides, Alexander & Shen, Jialu, 2024. "Asset Pricing and Risk Sharing Implications of Alternative Pension Plan Systems," CEPR Discussion Papers 19401, C.E.P.R. Discussion Papers.
  2. Ioannidou, Vasso & Kokas, Sotirios & Lambert, Thomas & Michaelides, Alexander, 2023. "(In)dependent Central Banks," CEPR Discussion Papers 17802, C.E.P.R. Discussion Papers.
  3. Gupta, Abhimanyu & Kokas, Sotirios & Michaelides, Alexander & Minetti, Raoul, 2023. "Networks and Information in Credit Markets," Working Papers 2023-1, Michigan State University, Department of Economics.
  4. Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2020. "Housing, Distribution and Welfare," Working Papers 2020-52, Princeton University. Economics Department..
  5. Michaelides, Alexander & Papakyriakou, Panayiotis & Milidonis, Andreas, 2019. "Corporate Pension Plan Funding Levels and Pension Assumptions," CEPR Discussion Papers 13591, C.E.P.R. Discussion Papers.
  6. Mankart, Jochen & Michaelides, Alexander & Pagratis, Spyros, 2018. "Bank capital buffers in a dynamic model," Discussion Papers 51/2018, Deutsche Bundesbank.
  7. Gomes, Francisco & Michaelides, Alexander & Zhang, Yuxin, 2018. "Tactical Target Date Funds," CEPR Discussion Papers 13019, C.E.P.R. Discussion Papers.
  8. Michaelides, Alexander & Kokas, Sotirios & Gupta, Abhimanyu, 2017. "Credit Market Spillovers: Evidence from a Syndicated Loan Market Network," CEPR Discussion Papers 12424, C.E.P.R. Discussion Papers.
  9. Kosuke Aoki & Alexander Michaelides & Kalin Nikolov, 2016. "Household Portfolios in a Secular Stagnation World: Evidence from Japan," Bank of Japan Working Paper Series 16-E-4, Bank of Japan.
  10. Michaelides, Alexander & Mankart, Jochen & Pagratis, Spyros, 2014. "A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints," CEPR Discussion Papers 10299, C.E.P.R. Discussion Papers.
  11. Michaelides, Alexander, 2014. "What Happened in Cyprus?," CEPR Discussion Papers 9993, C.E.P.R. Discussion Papers.
  12. Michaelides, Alexander & Coutinho, Leonor & Georgiou, Dimitrios & Heracleous, Maria & Tsani, Stella, 2013. "Limiting Fiscal Procyclicality: Evidence from Resource-Rich Countries," CEPR Discussion Papers 9672, C.E.P.R. Discussion Papers.
  13. Michaelides, Alexander & Nishiotis, George & Milidonis, Andreas & Papakyriacou, Panayiotis, 2012. "Sovereign Debt Rating Changes and the Stock Market," CEPR Discussion Papers 8743, C.E.P.R. Discussion Papers.
  14. Alexander Michaelides & Joachim Inkmann, 2011. "Can the Life Insurance Market Provide Evidence for a Bequest Motive?," 2011 Meeting Papers 108, Society for Economic Dynamics.
  15. Kiyotaki, Nobuhiro & Michaelides, Alexander & Nikolov, Kalin, 2010. "Winners and Losers in Housing Markets," CEPR Discussion Papers 7953, C.E.P.R. Discussion Papers.
  16. Michaelides, Alexander & Gomes, Francisco & ,, 2010. "Quantifying the Distortionary Fiscal Cost of ?The Bailout?," CEPR Discussion Papers 7941, C.E.P.R. Discussion Papers.
  17. Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2010. "Winners and Losers in House Markets," Working Papers 2010-5, Central Bank of Cyprus.
  18. Michaelides, Alexander & Lopes-Cocco, Paula & Inkmann, Joachim, 2010. "How Deep is the Annuity Market Participation Puzzle?," CEPR Discussion Papers 7940, C.E.P.R. Discussion Papers.
  19. Charles Grant & Christos Koulovatianos & Alexander Michaelides & Mario Padula, 2008. "Evidence on the Insurance Effect of Redistributive Taxation," Discussion Papers 0809, University of Exeter, Department of Economics.
  20. Michaelides, Alexander & Grant, Charles & Padula, Mario & Koulovatianos, Christos, 2008. "Evidence on the Insurance Effect of Marginal Income Taxes," CEPR Discussion Papers 6710, C.E.P.R. Discussion Papers.
  21. Valery Polkovnichenko & Alexander Michaelides & Francisco Gomes, 2007. "Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy," 2007 Meeting Papers 191, Society for Economic Dynamics.
  22. Kalin Nikolov & Alex Michaelides & Nobuhiro Kiyotaki, 2007. "From Shirtsleeves to Shirtsleeves in a Long Lifetime," 2007 Meeting Papers 357, Society for Economic Dynamics.
  23. Michaelides, Alexander & Gomes, Francisco, 2007. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," CEPR Discussion Papers 6136, C.E.P.R. Discussion Papers.
  24. Alex Michaelides & Paula Lopes & Joachim Inkmann, 2007. "(UBS Paper 044) How Deep is the Annuity Market Participation Puzzle?," FMG Discussion Papers dp593, Financial Markets Group.
  25. Francisco Gomes & Alex Michaelides, 2005. "(UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," FMG Discussion Papers dp537, Financial Markets Group.
  26. Alex Michaelides & Paula Lopes, 2005. "(UBS Pensions Series 039) Rare Events and Annuity Market Participation," FMG Discussion Papers dp553, Financial Markets Group.
  27. Michaelides, Alexander & Gomes, Francisco & ,, 2005. "Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts," CEPR Discussion Papers 4852, C.E.P.R. Discussion Papers.
  28. Michaelides, Alexander & Gomes, Francisco, 2005. "Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence," CEPR Discussion Papers 4853, C.E.P.R. Discussion Papers.
  29. Lopes, Paula & Michaelides, Alexander, 2005. "Rare events and annuity market participation," LSE Research Online Documents on Economics 24672, London School of Economics and Political Science, LSE Library.
  30. Alex Michaelides & Francisco Gomes, 2004. "(UBS Pensions series 24) A Human Capital Explanation for an Asset Allocation Puzzle," FMG Discussion Papers dp491, Financial Markets Group.
  31. Francisco Gomes & Alex Michaelides & Valery Polkovnichenko, 2004. "(UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts," FMG Discussion Papers dp519, Financial Markets Group.
  32. Gomes, Francisco & Michaelides, Alexander, 2004. "A human capital explanation for an asset allocation puzzle?," LSE Research Online Documents on Economics 24705, London School of Economics and Political Science, LSE Library.
  33. Michaelides, Alexander, 2003. "A reconciliation of two alternative approaches towards buffer stock saving," LSE Research Online Documents on Economics 194, London School of Economics and Political Science, LSE Library.
  34. Charles GRANT & Christos KOULOVATIANOS & Alexander MICHAELIDES & Mario PADULA, 2003. "Redistributive Policies through Taxation: Theory and Evidence," Economics Working Papers ECO2003/13, European University Institute.
  35. Alex Michaelides & Francisco Gomes, 2003. "(UBS Pensions series 18) Aggregate Implications of Defined Benefit and Defined Contribution Systems," FMG Discussion Papers dp469, Financial Markets Group.
  36. Francisco Gomes & Alex Michaelides, 2003. "(UBS Pensions series 20) Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence," FMG Discussion Papers dp474, Financial Markets Group.
  37. Michaelides, Alexander & Gomes, Francisco, 2003. "Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk," CEPR Discussion Papers 3868, C.E.P.R. Discussion Papers.
  38. Gomes, Francisco & Michaelides, Alexander, 2003. "Aggregate implications of defined benefit and defined contribution systems," LSE Research Online Documents on Economics 24868, London School of Economics and Political Science, LSE Library.
  39. Michaelides, Alexander, 2001. "Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion," CEPR Discussion Papers 2823, C.E.P.R. Discussion Papers.
  40. Kalyvitis, Sarantis & Michaelides, Alexander, 2001. "New evidence on the effects of US monetary policy on exchange rates," LSE Research Online Documents on Economics 197, London School of Economics and Political Science, LSE Library.
  41. A. Abdelkhalek, A. Bilas and A. Michaelides, 2001. "Parallelization and Performance of Portfolio Choice Models," Computing in Economics and Finance 2001 114, Society for Computational Economics.
  42. Haliassos, Michael & Michaelides, Alexander, 2001. "Portfolio Choice and Liquidity Constraints," CEPR Discussion Papers 2822, C.E.P.R. Discussion Papers.
  43. Michaelides, Alexander, 2001. "International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle," CEPR Discussion Papers 3066, C.E.P.R. Discussion Papers.
  44. Alexander Michaelides, 2001. "International Portfolio Choice and Liquidity Constraints: Can Small Information Costs Explain the Home Equity Bias Puzzle?," Computing in Economics and Finance 2001 116, Society for Computational Economics.
  45. Michael Haliassos and Alexander Michaelides, 2001. "Calibration and Computation of Household Portfolio Models," Computing in Economics and Finance 2001 194, Society for Computational Economics.
  46. Alexander Michaelides & Serena Ng, 1997. "Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators," Boston College Working Papers in Economics 373, Boston College Department of Economics.

    repec:vie:viennp:0611 is not listed on IDEAS

Articles

  1. Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2024. "Housing, Distribution, and Welfare," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(5), pages 981-1020, August.
  2. Michaelides, Alexander & Zhang, Yuxin, 2022. "Life-cycle portfolio choice with imperfect predictors," Journal of Banking & Finance, Elsevier, vol. 135(C).
  3. Coutinho, Leonor & Georgiou, Dimitrios & Heracleous, Maria & Michaelides, Alexander & Tsani, Stella, 2022. "Limiting fiscal procyclicality: Evidence from resource-dependent countries," Economic Modelling, Elsevier, vol. 106(C).
  4. Francisco Gomes & Alexander Michaelides & Yuxin Zhang, 2022. "Tactical Target Date Funds," Management Science, INFORMS, vol. 68(4), pages 3047-3070, April.
  5. Jochen Mankart & Alexander Michaelides & Spyros Pagratis, 2020. "Bank capital buffers in a dynamic model," Financial Management, Financial Management Association International, vol. 49(2), pages 473-502, June.
  6. Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P., 2019. "Private information in currency markets," Journal of Financial Economics, Elsevier, vol. 131(3), pages 643-665.
  7. Michaelides, Alexander & Zhang, Yuxin, 2017. "Stock Market Mean Reversion and Portfolio Choice over the Life Cycle," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(3), pages 1183-1209, June.
  8. Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P. & Papakyriakou, Panayiotis, 2015. "The adverse effects of systematic leakage ahead of official sovereign debt rating announcements," Journal of Financial Economics, Elsevier, vol. 116(3), pages 526-547.
  9. Alexander Michaelides, 2014. "Cyprus: from boom to bail-in [The “greatest” carry trade ever? Understanding eurozone bank risks]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 29(80), pages 639-689.
  10. Alexander Michaelides, 2014. "Cyprus: from boom to bail-in [The “greatest” carry trade ever? Understanding eurozone bank risks]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 29(80), pages 639-689.
  11. Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2013. "Fiscal Policy and Asset Prices with Incomplete Markets," The Review of Financial Studies, Society for Financial Studies, vol. 26(2), pages 531-566.
  12. Alexander Michaelides, 2012. "Banking Crisis in Cyprus and in the Eurozone," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 6(2), pages 41-47, December.
  13. Joachim Inkmann & Alexander Michaelides, 2012. "Can the Life Insurance Market Provide Evidence for a Bequest Motive?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 79(3), pages 671-695, September.
  14. Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 255-296, March.
  15. Alexander Michaelides, 2011. "Introductory Remarks to First Annual Symposium on the Cypriot Economy," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 5(2), pages 87-90, December.
  16. Joachim Inkmann & Paula Lopes & Alexander Michaelides, 2011. "How Deep Is the Annuity Market Participation Puzzle?," The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 279-319.
  17. Charles Grant & Christos Koulovatianos & Alexander Michaelides & Mario Padula, 2010. "Evidence on the Insurance Effect of Redistributive Taxation," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 965-973, November.
  18. Sambanis, Nicholas & Michaelides, Alexander, 2009. "A Comment on Diagnostic Tools for Counterfactual Inference," Political Analysis, Cambridge University Press, vol. 17(1), pages 89-106, January.
  19. Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2009. "Optimal Savings with Taxable and Tax-Deferred Accounts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 718-735, October.
  20. Francisco Gomes & Alexander Michaelides, 2008. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 415-448, January.
  21. Lopes, Paula & Michaelides, Alexander, 2007. "Rare events and annuity market participation," Finance Research Letters, Elsevier, vol. 4(2), pages 82-91, June.
  22. Francisco Gomes & Alexander Michaelides, 2005. "Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence," Journal of Finance, American Finance Association, vol. 60(2), pages 869-904, April.
  23. Michaelides, Alexander, 2003. "International portfolio choice, liquidity constraints and the home equity bias puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 555-594, December.
  24. Michael Haliassos & Alexander Michaelides, 2003. "Portfolio Choice and Liquidity Constraints," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 143-177, February.
  25. Francisco Gomes & Alexander Michaelides, 2003. "Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 729-766, October.
  26. Michaelides, Alexander, 2003. "A reconciliation of two alternative approaches towards buffer stock saving," Economics Letters, Elsevier, vol. 79(1), pages 137-143, April.
  27. Kalyvitis, Sarantis & Michaelides, Alexander, 2001. "New evidence on the effects of US monetary policy on exchange rates," Economics Letters, Elsevier, vol. 71(2), pages 255-263, May.
  28. Sydney C. Ludvigson & Alexander Michaelides, 2001. "Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption?," American Economic Review, American Economic Association, vol. 91(3), pages 631-647, June.
  29. Michaelides, Alexander & Ng, Serena, 2000. "Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators," Journal of Econometrics, Elsevier, vol. 96(2), pages 231-266, June.

Software components

  1. Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2009. "Code and data files for "Optimal Savings with Taxable and Tax-deferred Accounts"," Computer Codes 07-198, Review of Economic Dynamics.

Chapters

  1. Alexander Michaelides, 2016. "Cyprus: From Boom to Bail-In," World Scientific Book Chapters, in: Alexander Michaelides & Athanasios Orphanides (ed.), THE CYPRUS BAIL-IN POLICY LESSONS FROM THE CYPRUS ECONOMIC CRISIS, chapter 4, pages 103-162, World Scientific Publishing Co. Pte. Ltd..

Books

  1. Alexander Michaelides & Athanasios Orphanides (ed.), 2016. "The Cyprus Bail-in:Policy Lessons from the Cyprus Economic Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p1059, August.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations, Weighted by Simple Impact Factor
  7. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Recursive Impact Factor
  9. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. Number of Registered Citing Authors
  15. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  16. Number of Journal Pages, Weighted by Simple Impact Factor
  17. Number of Journal Pages, Weighted by Recursive Impact Factor
  18. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  19. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  20. Breadth of citations across fields
  21. Wu-Index
  22. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 25 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (13) 2007-11-10 2008-04-12 2010-01-16 2010-01-16 2010-10-23 2014-06-02 2015-01-03 2015-02-05 2016-04-09 2016-04-16 2019-01-28 2022-03-28 2023-04-24. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (5) 2004-08-02 2007-03-03 2010-01-16 2010-10-23 2022-03-28. Author is listed
  3. NEP-URE: Urban and Real Estate Economics (5) 2007-11-10 2010-10-23 2017-11-19 2022-03-28 2023-04-24. Author is listed
  4. NEP-BAN: Banking (3) 2015-02-05 2019-01-28 2023-04-24
  5. NEP-CFN: Corporate Finance (3) 2003-07-13 2019-01-28 2023-04-24
  6. NEP-FIN: Finance (3) 2001-05-02 2005-06-14 2005-06-14
  7. NEP-NET: Network Economics (3) 2017-11-19 2018-09-03 2023-04-24
  8. NEP-AGE: Economics of Ageing (2) 2018-07-16 2019-03-25
  9. NEP-BEC: Business Economics (2) 2005-04-16 2007-11-10
  10. NEP-FDG: Financial Development and Growth (2) 2022-03-28 2023-04-24
  11. NEP-FMK: Financial Markets (2) 2007-03-03 2017-11-19
  12. NEP-IAS: Insurance Economics (2) 2008-04-12 2010-01-16
  13. NEP-PBE: Public Economics (2) 2003-06-16 2003-07-29
  14. NEP-PUB: Public Finance (2) 2008-04-12 2014-06-02
  15. NEP-CBA: Central Banking (1) 2019-01-28
  16. NEP-EEC: European Economics (1) 2015-01-03
  17. NEP-RMG: Risk Management (1) 2019-01-28

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