Publications Database

Welcome to the new Schulich Peer-Reviewed Publication Database!

The database is currently in beta-testing and will be updated with more features as time goes on. In the meantime, stakeholders are free to explore our faculty’s numerous works. The left-hand panel affords the ability to search by the following:

  • Faculty Member’s Name;
  • Area of Expertise;
  • Whether the Publication is Open-Access (free for public download);
  • Journal Name; and
  • Date Range.

At present, the database covers publications from 2012 to 2020, but will extend further back in the future. In addition to listing publications, the database includes two types of impact metrics: Altmetrics and Plum. The database will be updated annually with most recent publications from our faculty.

If you have any questions or input, please don’t hesitate to get in touch.

 

Search Results

Narat Charupat and Mark J. Kamstra (2024). "Behavior of Canadian Life Annuity Prices", Journal of Pension Economics and Finance, 23(2), 202-223.

View Paper

Keywords
Abstract We examine the behavior of Canadian life annuity prices by measuring how quickly and fully they respond to changes in market interest rates. The price responses, though not immediate, start relatively quickly and become more complete over time. Over the whole sample period, the responses appear to be asymmetric – annuity providers generally raise prices faster when interest rates decline than reduce prices when the opposite occurs, which is disadvantageous to annuity customers. In addition, we find unusual annuity price behavior during the period of the 2008 financial crisis.