Leibniz Institute for Financial Research SAFE
Research Infrastructure for Financial Data
    • English
    • Deutsch
  • English 
    • English
    • Deutsch
  • Login
Search 
  •   FiF Home
  • Search
  •   FiF Home
  • Search
JavaScript is disabled for your browser. Some features of this site may not work without it.
HoF Logo

Search

Show Advanced FiltersHide Advanced Filters

Filters

Use filters to refine the search results.

Now showing items 1-10 of 14

  • Sort Options:
  • Relevance
  • Title Asc
  • Title Desc
  • Issue Date Asc
  • Issue Date Desc
  • Results Per Page:
  • 5
  • 10
  • 20
  • 40
  • 60
  • 80
  • 100
Thumbnail

Idiosyncratic Risk, Aggregate Risk, and the Welfare Effects of Social Security 

Harenberg, Daniel; Ludwig, Alexander (2017-12-01)
We ask whether a pay-as-you-go financed social security system is welfare improving in an economy with idiosyncratic productivity and aggregate business cycle risk. We show analytically that the whole welfare benefit from ...
Thumbnail

Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk 

Harenberg, Daniel; Ludwig, Alexander (2015-04-13)
When markets are incomplete, social security can partially insure against idiosyncratic and aggregate risks. We incorporate both risks into an analytically tractable model with two overlapping generations. We derive the ...
Thumbnail

Preference Evolution and the Dynamics of Capital Markets 

Curatola, Giuliano (2016-05-13)
This paper introduces endogenous preference evolution into a Lucas-type economy and explores its consequences for investors' trading strategy and the dynamics of asset prices. In equilibrium, investors herd and hold the ...
Thumbnail

Secular Stagnation? Growth, Asset Returns and Welfare in the Next Decades: First Results 

Geppert, Christian; Ludwig, Alexander; Abiry, Raphael (2016-09-08)
Ongoing demographic change will lead to a relative scarcity of raw labor to the effect that output growth will be decreasing in the next decades, a secular stagnation. As physical capital will be relatively abundant, this ...
Thumbnail

Asset Pricing in OLG Economies With Borrowing Constraints and Idiosyncratic Income Risk 

Harenberg, Daniel (2018-09-17)
This paper analyzes how the combination of borrowing constraints and idiosyncratic risk affects the equity premium in an overlapping generations economy. I find that introducing a zero-borrowing constraint in an economy ...
Thumbnail

PSID 

Unknown author
The Panel Study of Income Dynamics (PSID) is the longest running longitudinal household survey in the world. The study began in 1968 with a nationally representative sample of over 18,000 individuals living in 5,000 families ...
Thumbnail

OECD 

Unknown author
The Organisation for Economic Co-operation and Development (OECD) is an international organisation that works to build better policies for better lives. Our goal is to shape policies that foster prosperity, equality, ...
Thumbnail

UN 

Unknown author
The United Nations is an international organization founded in 1945. It is currently made up of 193 Member States. The mission and work of the United Nations are guided by the purposes and principles contained in its ...
Thumbnail

RJS 

Unknown author
Robert J. Shiller's online data
Thumbnail

GFD 

Unknown author
Global Financial Data provides the most comprehensive, historical economic and financial information available anywhere. GFD specializes in providing Financial and Economic Data that extends from the 1000s to the present—beyond ...
  • 1
  • 2
© 2021  SAFE  hebis Logo
Leibniz Gemeinschaft
About  Data Protection
 

 

Browse

All of FiFCommunities & CollectionsIssue DateAuthorsTitlesResearch AreaJEL ClassificationKeywordsPublication Types

My Account

LoginRegister

Discover

AuthorHarenberg, Daniel (3)Ludwig, Alexander (3)Abiry, Raphael (1)... View MoreResearch Area
Macro Finance (14)
Household Finance (9)Financial Markets (5)... View MoreJEL Classification
G12 (14)
E62 (10)C68 (9)... View MoreTopic
Monetary Policy (14)
Household Finance (6)Macro Finance (6)... View MoreKeywordwelfare (9)aggregate risk (8)idiosyncratic risk (8)... View MoreDate Issued2016 (2)2015 (1)2017 (1)Has File(s)Yes (13)No (1)
© 2021  SAFE  hebis Logo
Leibniz Gemeinschaft
About  Data Protection