Narrow search
Showing 1 - 10 of 12,335
Cover Image
Measuring interest rate risk in the life insurance sector : the U.S. and the U.K.
Hartley, Daniel; Paulson, Anna Louise; Rosen, Richard Joseph - 2016
We use a two factor model of life insurer stock returns to measure interest rate risk at U.S. and U.K. insurers. Our estimates show that interest rate risk among U.S. life insurers increased as interest rates decreased to historically low levels in recent years. For life insurers in the U.K., in...
Persistent link: https://www.econbiz.de/10011441306
Cover Image
Interest rate risk at US credit unions
Rosenberger, Grant E.; Zimmerman, Peter - 2024
Persistent link: https://www.econbiz.de/10014515975
Cover Image
An empirical analysis of nonstationarity in a panel of interest rates with factors
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of applied econometrics 22 (2007) 2, pp. 383-400
Persistent link: https://www.econbiz.de/10003455460
Cover Image
Interest rates and bank risk-taking
Delēs, Manthos D.; Kouretas, Georgios P. - In: Journal of banking & finance 35 (2011) 4, pp. 840-855
Persistent link: https://www.econbiz.de/10009244233
Cover Image
Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms
Akhtaruzzaman, Md.; Shamsuddin, Abul; Easton, Steve - In: Journal of international financial markets, … 31 (2014), pp. 378-396
Persistent link: https://www.econbiz.de/10011299306
Cover Image
Managing interest rate risk : the next challenge?
Nawalkha, Sanjay K.; Soto, Gloria M. - In: Journal of investment management : JOIM 7 (2009) 3, pp. 86-100
Persistent link: https://www.econbiz.de/10009518027
Cover Image
A financial econometric analysis of the determinants of interest rate risk in the US
Arize, Augustine Chuck; Christofi, Andreas C.; … - In: European research studies : an international … 16 (2013) 1, pp. 3-19
Persistent link: https://www.econbiz.de/10011387444
Cover Image
Impact of rising interest rates on US banks
Hendler, David; Lancaster, Baylor A.; Guttenplan, Craig - In: Economic & financial modelling : a journal of the … 12 (2005) 1, pp. 3-48
Persistent link: https://www.econbiz.de/10002807188
Cover Image
The effective duration and convexity of liabilities for property-liability insurers under stochastic interest rates
Ahlgrim, Kevin C.; O'Arcy, Stephen P.; Gorvett, Richard W. - In: The Geneva papers on risk and insurance theory 29 (2004) 1, pp. 75-108
Persistent link: https://www.econbiz.de/10002141040
Cover Image
The continued interest-rate vulnerability of thrifts
Hendershott, Patric H. - In: Financial markets and financial crises : [presented at …, (pp. 259-282). 1991
Persistent link: https://www.econbiz.de/10001280250