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On 11 March 2015, SUERF jointly organised a conference with the Oesterreichische Nationalbank and the Austrian Society for Bank Research (Bankwissenschaftliche Gesellschaft - BWG). The present SUERF Study 2015/2 includes a selection of papers based on the authors' contributions to the Vienna...
Persistent link: https://www.econbiz.de/10011413495
The insurance industry could potentially play a greater constructive role in mitigating climate risk by aligning with …
Persistent link: https://www.econbiz.de/10014254725
Climate risk impacts the insurance industry on both sides of the balance sheets. On the one hand, rising weather …
Persistent link: https://www.econbiz.de/10014254839
risk. Using the U.S. life insurance industry as a laboratory, we present a model in which variable annuity (VA) guarantees …
Persistent link: https://www.econbiz.de/10011978571
This research explores two aspects of European insurers' investment behaviour related to crises. While they are often …' investment behaviour in crises under the regulatory Solvency II regime implemented in 2016. With assets of nearly €9 trillion and … coronavirus (COVID-19) pandemic in the first quarter of 2020 and explore cyclical investment behaviour by replicating Timmer …
Persistent link: https://www.econbiz.de/10014374815
We investigate asset returns around banking crises in 44 advanced and emerging economies from 1960 to 2018. In contrast to the view that buying assets during banking crises is a profitable long-run strategy, we find returns of equity and other asset classes generally underperform after banking...
Persistent link: https://www.econbiz.de/10012518234
Financialization of commodity markets has been a broadly discussed topic in recent years. However, its implications for commodity investors have not yet been fully explored. This paper concentrates on the macroeconomic determinants of commodity returns in financialized and non-financialized...
Persistent link: https://www.econbiz.de/10013034279
We investigate asset returns around banking crises in 44 advanced and emerging economies from 1960 to 2016. In contrast to the view that buying assets during banking crises is a profitable long-run strategy, we find that returns of equity and other asset classes often underperform following...
Persistent link: https://www.econbiz.de/10013242872
Over the past decade, Environmental, Social and Governance Investment or ESG Investment has become a mainstream … investment approach in the investment community around the world, especially in the US and Europe. There is increasing evidence … investing in stocks of such companies. Hence, incorporating ESG factors can lead to better informed and improved investment …
Persistent link: https://www.econbiz.de/10012966835
performance of two sides of the ESG coin: corporations that invest to build attractive sustainability attributes, and investment …
Persistent link: https://www.econbiz.de/10013404525