Market Risk, Interest Rate Risk, and Interdependencies in Insurer Stock Returns: A System-GARCH Model
| Year of publication: |
2008
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| Authors: | Carson, Jamesm ; Elyasiani, Elyas ; Mansur, Iqbal |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 4106738. - Vol. 75.2008, 4, p. 873-892
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