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Asset-Liability Management of Life Insurers in the Negative Interest Rate Environment

Lin, Yijia; Liu, Sheen; Tan, Ken Seng; Zhang, Xun - 2021

This study investigates the asset-liability management (ALM) of life insurers in the markets with negative interest rates. Using a sample of Japanese life insurers between 1999 and 2018, we provide initial evidence that the negative interest rate environment produces a much more serious...

Persistent link: https://www.econbiz.de/10013229549

Regional coordination in electricity supply and investment financing

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The US and Greek stock markets and the transmission of information between them : a narrative approach

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Time and dynamic volume-volatility relation

Xu, Xiaoqing Eleanor; Chen, Peter; Wu, Chunchi - In: Journal of banking & finance 30 (2006) 5, pp. 1535-1558

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Are liquidity and information risks priced in the treasury bond market?

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Price discovery in the round-the-clock US Treasury market

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Small trades and volatility increases after stock splits

Chen, Chun-nan; Wu, Chunchi - In: International review of economics & finance : IREF 18 (2009) 4, pp. 592-610

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Daily return volatility, bid-ask spreads, and information flow : analyzing the information content of volume

Li, Jinliang; Wu, Chunchi - In: The journal of business : B 79 (2006) 5, pp. 2697-2739

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Is stock price rounded for economic reasons in the Chinese markets?

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Are liquidity and counterparty risk priced in the credit default swap market?

Pu, Xiaoling; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 20 (2010/11) 4, pp. 59-79

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