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Market risk, interest rate risk, and interdependencies in insurer stock returns : a system-GARCH model

Carson, James M.; Elyasiani, Elyas; Mansur, Iqbal - In: The journal of risk and insurance : the journal of the … 75 (2008) 4, pp. 873-891

Persistent link: https://www.econbiz.de/10003790355

Convergence and risk-return linkages across financial service firms

Elyasiani, Elyas; Mansur, Iqbal; Pagano, Michael S. - In: Journal of banking & finance 31 (2007) 4, pp. 1167-1190

Persistent link: https://www.econbiz.de/10003459177

Real-estate risk effects on financial institutions' stock return distribution : a bivariate GARCH analysis

Elyasiani, Elyas; Mansur, Iqbal; Wetmore, Jill L. - In: The journal of real estate finance and economics 40 (2010) 1, pp. 89-107

Persistent link: https://www.econbiz.de/10003947939

Market reaction to regulatory action in the insurance industry : the case of contingent commission

Cheng, Jiang; Elyasiani, Elyas; Lin, Tzu-ting - In: The journal of risk and insurance : the journal of the … 77 (2010) 2, pp. 347-368

Persistent link: https://www.econbiz.de/10003981522

Cross-industry product diversification and contagion in risk and return : the case of bank-insurance and insurance-bank takeovers

Elyasiani, Elyas; Staikouras, Sotiris K.; … - In: The journal of risk and insurance : the journal of the … 83 (2016) 3, pp. 681-718

Persistent link: https://www.econbiz.de/10011561299

Oil price shocks and industry stock returns

Elyasiani, Elyas; Mansur, Iqbal; Odusami, Babatunde Olatunji - In: Energy economics 33 (2011) 5, pp. 966-974

Persistent link: https://www.econbiz.de/10009382970

Return and volatility spillover among banks and insurers : evidence from pre-crisis and crisis periods

Elyasiani, Elyas; Kalotychou, Elena; Staikouras, Sotiris K. - In: Journal of financial services research : JFSR 48 (2015) 1, pp. 21-52

Persistent link: https://www.econbiz.de/10011414081

The association between market and exchange rate risks and accounting variables: a GARCH model of the Japanese banking institutions

Elyasiani, Elyas; Mansur, Iqbal - In: Review of quantitative finance and accounting 25 (2005) 2, pp. 183-206

Persistent link: https://www.econbiz.de/10003124839

Mean aversion and return predictability in currency futures

Puri, Tribhuvan N.; Elyasiani, Elyas; Westbrook, Jilleen R. - In: Applied financial economics 12 (2002) 1, pp. 9-18

Persistent link: https://www.econbiz.de/10001646082

Real-Estate Risk Effects on Financial Institutions' Stock Return Distribution : A Bivariate GARCH Analysis

Elyasiani, Elyas - 2014

This paper examines two relationships using the bivariate GARCH methodology. First, the relationship between equity returns of commercial banks, Savings and Loans (S&Ls) and life insurance companies (LICs), and those of the real-estate investment trusts (REITs), a proxy for the real-estate...

Persistent link: https://www.econbiz.de/10013070731