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The market value impact of operational loss events for US banks and insurers
Cummins, J.David; Lewis, Christopher M.; Wei, Ran - In: Journal of banking & finance 30 (2006) 10, pp. 2605-2634
Persistent link: https://www.econbiz.de/10007284228
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AN EMPIRICAL ANALYSIS OF THE ECONOMIC IMPACT OF FEDERAL TERRORISM REINSURANCE
Brown, Jeffrey R.; Cummins, J.David; Lewis, Christopher M. - 2004
Persistent link: https://www.econbiz.de/10006964257
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An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance
Brown, Jeffrey R. - 2004
This paper examines the role of the federal government in the market for terrorism reinsurance. We investigate the stock price response of affected industries to a sequence of thirteen events culminating in the enactment of the Terrorism Risk Insurance Act (TRIA) of 2002. In the industries most...
Persistent link: https://www.econbiz.de/10012785773
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An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance
Brown, Jeffrey R. - 2014
This paper examines the role of the federal government in the market for terrorism reinsurance. We investigate the stock price response of affected industries to a sequence of thirteen events culminating in the enactment of the Terrorism Risk Insurance Act (TRIA) of 2002. In the industries most...
Persistent link: https://www.econbiz.de/10012710188
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An empirical analysis of the economic impact of federal terrorism reinsurance
Brown, Jeffrey R.; Cummins, J. David; Lewis, Christopher M. - In: Journal of Monetary Economics 51 (2004) 5, pp. 861-898
Persistent link: https://www.econbiz.de/10005131671
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Z:270 Catastrophic events, parameter uncertainty and the breakdown of implicit long-term contracting: The case of terrorism insurance
Cummins, J.David; Lewis, Christopher M. - In: Operations research, Management science : OR MS ; the … 44 (2004) 1, pp. 109-110
Persistent link: https://www.econbiz.de/10006504576
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Catastrophic Events, Parameter Uncertainty and the Breakdown of Implicit Long-Term Contracting: The Case of Terrorism Insurance
Cummins, J.David; Lewis, Christopher M. - In: Journal of risk and uncertainty : JRU 26 (2003) 2, pp. 153-178
Persistent link: https://www.econbiz.de/10007032718
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The Market Value Impact of Operational Risk Events for U.S. Banks and Insurers
Cummins, J David - 2014
This paper conducts an event study analysis of the impact of operational risk events on the market values of banks and insurance companies, using the OpVar database. We focus on financial institutions because of the increased market and regulatory scrutiny of operational losses in these...
Persistent link: https://www.econbiz.de/10012710099
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The market value impact of operational loss events for US banks and insurers
Cummins, J. David; Lewis, Christopher M.; Wei, Ran - In: Journal of Banking & Finance 30 (2006) 10, pp. 2605-2634
Persistent link: https://www.econbiz.de/10005201313
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An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance
Brown, Jeffrey Robert; Cummins, John; Lewis, Christopher M. - National Bureau of Economic Research (NBER) - 2004
This paper examines the role of the federal government in the market for terrorism reinsurance. We investigate the stock price response of affected industries to a sequence of thirteen events culminating in the enactment of the Terrorism Risk Insurance Act (TRIA) of 2002. In the industries most...
Persistent link: https://www.econbiz.de/10005085120