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Banking market conditions and deposit interest rates

Rosen, Richard Joseph - In: Journal of banking & finance 31 (2007) 12, pp. 3862-3884

Persistent link: https://www.econbiz.de/10003604691

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

What goes up must come down? : Asymmetries and persistence in bank deposit rates

Rosen, Richard Joseph - In: Journal of financial services research : JFSR 21 (2002) 3, pp. 173-193

Persistent link: https://www.econbiz.de/10001722813

Banking market conditions and deposit interest rates

Rosen, Richard Joseph (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001920704

Measuring interest rate risk in the life insurance sector : the U.S. and the U.K.

Hartley, Daniel; Paulson, Anna Louise; Rosen, Richard Joseph - In: The economics, regulation, and systemic risk of …, (pp. 124-150). 2018

Persistent link: https://www.econbiz.de/10011959270