Pensions in a perfect storm: financial behaviour of Dutch pension funds (2002-2005)
This article examines the financial behaviour of Dutch pension funds during 2002-2005, a turbulent period characterized by stock market corrections and historically low interest rates. Especially for industry-wide funds, financial transactions remained consistent with rebalancing a strategically fixed asset mix, which suggests that the pension sector had a stabilizing influence on financial markets. For company-linked funds, deteriorating funding ratios were counteracted by a rapid increase in pension contributions.
Year of publication: |
2008
|
---|---|
Authors: | Kakes, Jan |
Published in: |
Applied Financial Economics Letters. - Taylor and Francis Journals, ISSN 1744-6546. - Vol. 4.2008, 1, p. 29-33
|
Publisher: |
Taylor and Francis Journals |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Detken, Carsten, (2014)
-
Monetary Transmission and Bank Lending in Germany
Kakes, Jan, (2001)
-
Monetary Policy and Business Cycle Asymmetry in Germany
Kakes, Jan, (2000)
- More ...