Did Federal Funds Target Rate Changes Affect the Market Value of Insurance Companies?

Author:

de Ceuster Marc J. K.,Li Jie,Zhang Hairui

Publisher

Elsevier BV

Reference27 articles.

1. Interest rate changes and common stock returns of financial institutions: revisited;S C Bae;Journal of Financial Research,1990

2. What explains the stock market's reaction to Federal Reserve policy;B S Bernanke;Journal of Finance,2005

3. Understanding and conducting event studies;R G Bowman;Journal of Business Finance and Accounting,1983

4. Interest rate risk and equity values of life insurance companies: A GARCH-M model;Iii Brewer;Journal of Risk and Insurance,2007

5. The 'C risk' system of categorizing risks and its possible applicability to the property and casualty industry;Casualty Actuarial Society Forum Casualty Actuarial Society,1991

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