Market risk, interest rate risk, and interdependencies in insurer stock returns : a system-GARCH model
James M. Carson; Elyas Elyasiani; Iqbal Mansur
| Year of publication: |
2008
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|---|---|
| Authors: | Carson, James M. ; Elyasiani, Elyas ; Mansur, Iqbal |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 75.2008, 4, p. 873-891
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| Subject: | Marktrisiko | Market risk | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Versicherungsmarkt | Insurance market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003790355