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The fair value option for liabilities and stock returns during the financial crisis
Couch, Robert B.; Wu, Wei - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 83-98
Persistent link: https://www.econbiz.de/10011627222
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An option for lemons? The fair value option for liabilities during the financial crisis
Wu, Wei; Thibodeau, Nicole; Couch, Robert B. - In: Journal of accounting, auditing & finance 31 (2016) 4, pp. 441-482
Persistent link: https://www.econbiz.de/10011593051
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Investment commonality across insurance companies : fire sale risk and corporate yield spreads
Nanda, Vikram; Wu, Wei; Zhou, Xing - 2017
Insurance companies often follow highly correlated investment strategies. As major investors in corporate bonds, their investment commonalities subject investors to fire-sale risk when regulatory restrictions prompt widespread divestment of a bond following a rating downgrade. Reflective of...
Persistent link: https://www.econbiz.de/10011710064
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Investment commonality across insurance companies : fire sale risk and corporate yield spreads
Nanda, Vikram; Wu, Wei; Zhou, Xing - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 6, pp. 2543-2574
Persistent link: https://www.econbiz.de/10012165923
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Investment Commonality across Insurance Companies : Fire Sale Risk and Corporate Yield Spreads
Nanda, Vikram K. - 2018
Insurance companies often follow highly correlated investment strategies. As major investors in corporate bonds, their investment commonalities subject investors to fire-sale risk when regulatory restrictions prompt widespread divestment of a bond following a rating downgrade. Reflective of...
Persistent link: https://www.econbiz.de/10012936328