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Variation of wrong-way risk management and its impact on security price changes

Adachi, Tetsuya; Uchida, Yoshihiko - 2015

Persistent link: https://www.econbiz.de/10011375975

Bailout uncertainty in a microfounded general equilibrium model of the financial system

Cukierman, Alex; Izhakian, Yehuda - In: Journal of banking & finance 52 (2015), pp. 160-179

Persistent link: https://www.econbiz.de/10011377355

Political uncertainty and financial market uncertainty in an Australian context

Smales, Lee A. - In: Journal of international financial markets, … 32 (2014), pp. 415-435

Persistent link: https://www.econbiz.de/10011299782

Best-estimates in bond markets with reinvestment risk

MacKay, Anne; Wüthrich, Mario V. - In: Risks : open access journal 3 (2015) 3, pp. 250-276

market with reinvestment risk, since in this case the total liability cannot easily be separated into hedgeable and non …

Persistent link: https://www.econbiz.de/10011300314

Dynamic stock-bond return correlations and financial market uncertainty

Chiang, Thomas C.; Li, Jiandong; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 59-88

Persistent link: https://www.econbiz.de/10011333137

Market liquidity risk : implications for asset pricing, risk management, and financial regulation

Van der Merwe, Andria - 2015 - 1. ed.

risk management …

Persistent link: https://www.econbiz.de/10011318554

Better the devil you know : the influence of political incumbency on Australian financial market uncertainty

Smales, Lee A. - In: Research in international business and finance 33 (2015), pp. 59-74

Persistent link: https://www.econbiz.de/10011325891

Risk-sharing and retrading in incomplete markets

Gottardi, Piero; Rahi, Rohit - 2012

Persistent link: https://www.econbiz.de/10009764680

Adverse selection in the annuity market with sequential and simultaneous insurance demand

Brunner, Johann K.; Pech, Susanne - 2002 - Revised Version

two periods can be decided either sequentially or simultaneously. We show that only a situation where all risk types …

Persistent link: https://www.econbiz.de/10009750235

Adverse selection in the annuity market when payoffs vary over the time of retirement

Brunner, Johann K.; Pech, Susanne - 2000 - Revised Version

This paper investigates the effect of adverse selection and price competition on the private annuity market in a model with two retirement periods. In this framework annuity companies can offer contracts with different payoffs over the periods of retirement. Varying the time structure of the...

Persistent link: https://www.econbiz.de/10009750561