Narrow search
Showing 1 - 10 of 42
Cover Image
Analysing the determinants of credit risk for General Insurance firms in the UK
Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - 2016
This paper estimates a reduced-form model to assess the credit risk of General Insurance (GI) non-life firms in the UK … wider set of possible determinants of credit risk. The empirical results suggest that macroeconomic and firm …-specific factors both play important roles. Other key findings are the following: credit risk varies across firms depending on their …
Persistent link: https://www.econbiz.de/10011497884
Cover Image
Analysing the determinants of credit risk for general insurance firms in the UK
Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - 2016
Abstract This paper estimates a reduced-form model to assess the credit risk of General Insurance (GI) non-life firms … considers a much wider set of possible determinants of credit risk. The empirical results suggest that macroeconomic and firm …-specific factors both play important roles. Other key findings are the following: credit risk varies across firms depending on their …
Persistent link: https://www.econbiz.de/10011500168
Cover Image
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK
Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - 2016
This paper estimates a reduced-form model to assess the credit risk of General Insurance (GI) non-life firms in the UK … wider set of possible determinants of credit risk. The empirical results suggest that macroeconomic and firm …-specific factors both play important roles. Other key findings are the following: credit risk varies across firms depending on their …
Persistent link: https://www.econbiz.de/10011522471
Cover Image
A two-stage efficiency analysis of the insurance industry in Nigeria
Barros, Carlos Pestana (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003739800
Cover Image
Analysing the determinants of credit risk for general insurance firms in the UK
Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - 2016
Persistent link: https://www.econbiz.de/10011536775
Cover Image
Analysing the determinants of credit risk for general insurance firms in the UK
Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - 2016
This paper estimates a reduced-form model to assess the credit risk of General Insurance (GI) non-life firms in the UK … wider set of possible determinants of credit risk. The empirical results suggest that macroeconomic and firm …-specific factors both play important roles. Other key findings are the following: credit risk varies across firms depending on their …
Persistent link: https://www.econbiz.de/10011497181
Cover Image
Analysing the determinants of insolvency risk for general insurance firms in the UK
Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - In: Journal of banking & finance 84 (2017), pp. 107-122
Persistent link: https://www.econbiz.de/10011816839
Cover Image
Inflation and inflation uncertainty in the euro area
Caporale, Guglielmo Maria; Onorante, Luca; Paesani, Paolo - 2009
Persistent link: https://www.econbiz.de/10003869182
Cover Image
Inflation and inflation uncertainty in the Euro Area
Caporale, Guglielmo Maria; Onorante, Luca; Paesani, Paolo - 2009
This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the euro area, and investigates the linkages between them in a VAR framework, also allowing for the possible impact of the policy regime change associated with the start of EMU in...
Persistent link: https://www.econbiz.de/10003871923
Cover Image
Inflation and inflation uncertainty in the euro area
Caporale, Guglielmo Maria; Onorante, Luca; Paesani, Paolo - 2010
This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the euro area, and investigates their linkages in a VAR framework, also allowing for the possible impact of the policy regime change associated with the start of EMU in 1999. The main...
Persistent link: https://www.econbiz.de/10003993972