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Interest rate sensitivity of US property/liability insurer stock returns

https://doi.org/10.1108/03074351111103677
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-94-009-2197-9openalex-snapshot
Restructuring the American Financial System
inferredcites →https://doi.org/10.1007/bf00114851openalex-snapshot
Change in market assessments of deposit-institution riskiness
inferredcites →https://doi.org/10.1007/bf00127084openalex-snapshot
Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model
inferredcites →https://doi.org/10.1007/bf02298480openalex-snapshot
The market perception of banking industry risk: A multifactor analysis
inferredcites →https://doi.org/10.1016/0148-6195(90)90033-9openalex-snapshot
Are banks special? The separation of banking from commerce and interest rate risk
inferredcites →https://doi.org/10.1016/0304-405x(79)90013-8openalex-snapshot
Risk measurement when shares are subject to infrequent trading
inferredcites →https://doi.org/10.1016/0378-4266(90)90077-fopenalex-snapshot
Interest-rate risk and the pricing of depository financial intermediary common stock
inferredcites →https://doi.org/10.1016/0378-4266(92)90036-yopenalex-snapshot
The sensitivity of bank stock returns to market, interest and exchange rate risks
inferredcites →https://doi.org/10.1016/s0378-4266(98)00003-xopenalex-snapshot
Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model
inferredcites →https://doi.org/10.1080/096031001750071550openalex-snapshot
Risk taking behaviour and managerial ownership in the United States life insurance industry
inferredcites →https://doi.org/10.1111/1468-0300.00030openalex-snapshot
Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns
inferredcites →https://doi.org/10.1111/j.1475-6803.1990.tb00537.xopenalex-snapshot
INTEREST RATE CHANGES AND COMMON STOCK RETURNS OF FINANCIAL INSTITUTIONS: REVISITED
inferredcites →https://doi.org/10.1111/j.1475-6803.1990.tb00544.xopenalex-snapshot
INTEREST RATE SENSITIVITY OF BANK STOCK RETURNS: SPECIFICATION EFFECTS AND STRUCTURAL CHANGES
inferredcites →https://doi.org/10.1111/j.1539-6975.2007.00218.xopenalex-snapshot
Interest Rate Risk and Equity Values of Life Insurance Companies: A GARCH–M Model
inferredcites →https://doi.org/10.1111/j.1539-6975.2008.00289.xopenalex-snapshot
Market Risk, Interest Rate Risk, and Interdependencies in Insurer Stock Returns: A System‐GARCH Model
inferredcites →https://doi.org/10.1111/j.1540-6261.1981.tb01078.xopenalex-snapshot
Market Interest Rates and Commercial Bank Profitability: An Empirical Investigation
inferredcites →https://doi.org/10.1111/j.1540-6261.1984.tb03898.xopenalex-snapshot
The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions
inferredcites →https://doi.org/10.1111/j.1540-6261.1986.tb05044.xopenalex-snapshot
The Pricing of Interest-Rate Risk: Evidence from the Stock Market
inferredcites →https://doi.org/10.1111/j.1540-6288.1997.tb00429.xopenalex-snapshot
Bank Holding Company Risk from 1976–1989 with a Two‐Factor Model
inferredcites →https://doi.org/10.2139/ssrn.276289openalex-snapshot
Measuring Treasury Market Liquidity
inferredcites →https://doi.org/10.2307/1992182openalex-snapshot
Market Evidence on the Effective Maturity of Bank Assets and Liabilities
inferredcites →https://doi.org/10.2307/1992486openalex-snapshot
Interest Rates and Bank Profitability: Additional Evidence: Note
inferredcites →https://doi.org/10.2307/2329656openalex-snapshot
Systematic Interest-Rate Risk in a Two-Index Model of Returns
inferredcites →https://doi.org/10.2307/2330406openalex-snapshot
An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach
inferredcites →https://doi.org/10.2307/2330429openalex-snapshot
Interest Rate Sensitivity and Portfolio Risk
inferredcites →https://doi.org/10.2307/2330540openalex-snapshot
A Test of Stone's Two-Index Model of Returns
inferredcites →https://doi.org/10.2307/2330682openalex-snapshot
Interest Rate Sensitivity in the Common Stocks of Financial Intermediaries: A Methodological Note
inferredcites →https://doi.org/10.2469/faj.v41.n2.68openalex-snapshot
Duration Gap for Financial Institutions
inferredcites →https://doi.org/10.3386/w2530openalex-snapshot
Change in Market Assessments of Deposit-Institution Riskiness
inferredcites →https://doi.org/10.58886/jfi.v5i1.2588openalex-snapshot
Interest Rate Sensitivity of Financial Institutions by Liquidity Risk: Evidence from U.S. Property/Liability Insurers

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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inferred← citeshttps://doi.org/10.1002/ijfe.2205openalex-snapshot
The impact of the yield curve on the equity returns of insurance companies
inferred← citeshttps://doi.org/10.1002/ijfe.2598openalex-snapshot
Study of the leading European construction companies using risk factor models
inferred← citeshttps://doi.org/10.1016/j.jeconbus.2013.09.001openalex-snapshot
Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK
inferred← citeshttps://doi.org/10.1016/s2212-5671(15)00109-4openalex-snapshot
The Influence of the Audit Report on the Relevance of Accounting Information Reported by Listed Romanian Companies
inferred← citeshttps://doi.org/10.1080/00036846.2016.1229411openalex-snapshot
Australian financial firms’ exposures to the level, slope, and curvature of the interest rate term structure
inferred← citeshttps://doi.org/10.1080/10920277.2013.773243openalex-snapshot
The Impact of the Interest Rate on Insurance/Financials Industries: The Analysis of the Stock Market's Reactions to Federal Funds Rate Changes
inferred← citeshttps://doi.org/10.1111/manc.12029openalex-snapshot
Exchange Rate and Interest Rate Exposure of UK Industries Using First‐order Autoregressive Exponential GARCH ‐in‐mean ( EGARCH ‐ M ) Approach
inferred← citeshttps://doi.org/10.1111/rmir.12248openalex-snapshot
Exploring the market risk profiles of US and European stock insurers
inferred← citeshttps://doi.org/10.1145/3089871.3089901openalex-snapshot
An Empirical Analysis of Macroeconomic Factors and Stock Returns
inferred← citeshttps://doi.org/10.11648/j.jfa.20140203.15openalex-snapshot
Effect of Exchange Rate Movements on Ghanaian Banks
inferred← citeshttps://doi.org/10.1177/0256090918792803openalex-snapshot
Interest Rate Sensitivity of Non-banking Financial Sector in India
inferred← citeshttps://doi.org/10.14514/beykozad.1318477openalex-snapshot
ZORUNLU KARŞILIK ORANLARINDAKİ UYGULAMA DEĞİŞİKLİĞİNİN BIST BANKA ENDEKSİ ÜZERİNDEKİ ETKİSİNİN ANALİZİ
inferred← citeshttps://doi.org/10.19093/res.v16i31.1977openalex-snapshot
Evidence of Macroeconomic Policy Effects over Company-Sector Stock Returns
inferred← citeshttps://doi.org/10.21121/eab.2015119947openalex-snapshot
GÖSTERGE FAİZ ORANI DALGALANMALARI VE BİST ENDEKSLERİ ARASINDAKİ İLİŞKİNİN EŞANLI KANTİL REGRESYON İLE ANALİZİ
inferred← citeshttps://doi.org/10.24382/3853openalex-snapshot
THE IMPACT OF EXCHANGE RATE, INTEREST RATE AND OIL PRICE FLUCTUATIONS ON STOCK RETURNS OF GCC LISTED COMPANIES
inferred← citeshttps://doi.org/10.3846/16111699.2013.772917openalex-snapshot
DETERMINING THE PURPOSEFULNESS OF NEW SERVICES ON THE GROUNDS OF THE RESULTS OF QUANTITATIVE ANALYSIS
inferred← citeshttps://doi.org/10.51386/25815946/ijsms-v4i6p117openalex-snapshot
The Impact of Macroeconomic Variables on Stock Price Change Percentage for the ESG Listed Companies in Egypt
inferred← citeshttps://doi.org/10.51550/nijefr.65.99.109openalex-snapshot
Macroeconomic Effects on Stock Market Returns in Nigeria
inferred← citeshttps://doi.org/10.51550/nijefr65openalex-snapshot
inferred← citeshttps://doi.org/10.51550/nijefr65.91.98openalex-snapshot
Impact of Public Debt on Inflation and Unemployment in Nigeria: An ARDL Vector Error Correction Model
inferred← citeshttps://doi.org/10.5539/ibr.v5n8p107openalex-snapshot
The Review of Macroeconomic Factors and Stock Returns
inferred← citeshttps://doi.org/10.7896/j.1226openalex-snapshot
Impact of interest rates on the decision to insure in agricultural production
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