Correlated Trading by Life Insurers and Its Impact on Bond Prices-Reference-Cited by-同舟云学术

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Correlated Trading by Life Insurers and Its Impact on Bond Prices

Published:2019-01-21 Issue:3 Volume:87 Page:597-625
ISSN:0022-4367
Container-title:Journal of Risk and Insurance
language:en
Short-container-title:Journal Risk and Insurance

Author:

Chiang Chia‐Chun,Niehaus Greg

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jori.12276

Reference50 articles.

1. Forced Selling of Fallen Angels

2. American Council of Life Insurers 2016 Life Insurance Fact Book(Washington DC: American Council of Life Insurers).

3. Bank of England 2014 Procyclicality and Structural Trends in Investment Allocation by Insurance Companies and Pension Funds Discussion Paper Bank of England and the Procyclicality Working Group.

4. Do Retail Trades Move Markets?

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Regulatory capital and asset risk transfer;Journal of Risk and Insurance;2023-09-05

2. SPILLOVER EFFECTS OF ASIAN BANKING SECTOR ON SYSTEMIC RISK IN THE INSURANCE SECTOR: BASED ON A DOUBLE-CoVaR MODEL;The Singapore Economic Review;2022-12-27

3. Personal taxes, cost of insurer equity capital, and the case of offshore hedge fund reinsurers;Journal of Risk and Insurance;2022-09-03

4. Portfolio similarity and asset liquidation in the insurance industry;Journal of Financial Economics;2021-10

5. Correlated Trading by Life Insurers and Its Impact on Bond Prices;Journal of Risk and Insurance;2019-01-21

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