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Interest rate sensitivity of U...
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1
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
Saved in:
2
The value of contingent commissions in the property-casualty insurance industry : evidence from stock market returns
Ghosh, Chinmoy
;
Hilliard, James I.
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
1
,
pp. 165-191
Persistent link: https://www.econbiz.de/10009519775
Saved in:
3
Time-varying real estate sensitivities of mortgage REITs
Chiu, Banghan
;
Lee, Ming-te
;
Lee, Ming-long
;
Chiang, …
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1633-1640
Persistent link: https://www.econbiz.de/10009232169
Saved in:
4
US T-Bill real return and exchange rate predictions
Kallianiotis, Ioannis N.
;
Petsas, Iordanis
-
2007
Persistent link: https://www.econbiz.de/10003668146
Saved in:
5
Interest rate risk and bank equity valuations
English, William B.
;
Heuvel, Skander van den
; …
-
2012
Persistent link: https://www.econbiz.de/10009570161
Saved in:
6
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
Saved in:
7
Stock return and interest rate risk at Fannie Mae and Freddie Mac
Schmid, Frank A.
- In:
Review / Federal Reserve Bank of St. Louis
87
(
2005
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10002647602
Saved in:
8
Components of interest rate risk of commercial bank stock returns : mismatch of the gap, basis, and embedded options (1990-1997)
Wetmore, Jill L.
- In:
American business review
21
(
2003
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10001763959
Saved in:
9
REIT characteristics and the sensitivity of REIT returns
Allen, Marcus T.
;
Madura, Jeff
;
Springer, Thomas M.
- In:
The journal of real estate finance and economics
21
(
2000
)
2
,
pp. 141-152
Persistent link: https://www.econbiz.de/10001524198
Saved in:
10
Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns
Tai, Chu-sheng
- In:
Journal of multinational financial management
10
(
2000
)
3/4
,
pp. 397-420
Persistent link: https://www.econbiz.de/10001532710
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