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City University - Cass Business School
ALBA Graduate Business School
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Dynamic sector allocation, Correlation timing, Portfolio performance, Utility-based evaluation, Transaction costs
Cross-Industry, Bancassurance, Takeovers, Diversification, Spillovers, GARCH
This is a Multinational Finance Journal paper. Multinational Finance Journal charges $10.99 .
File name: SSRN-id2623062.
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Bancassurance; Financial institutions; Bank diversification; Insurance activities; Risk-return analysis
Bancassurance, Financial institutions, Bank diversification, Insurance activities, Risk-return analysis
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: fmii.
File name: fmii.
File name: fmii.
File name: j-0416.
Bank-insurance interface, divestments, financial conglomerates, event study, abnormal equity returns, G14, G21, G22
File name: JORI.
File name: EUFM.
Banks, nonbank financial firms, financial conglomerates, diversification, risk decomposition, determinants of risk
MG Rover, Financial distress, Post-loss risk financing
Greek bancassurance, financial intermediaries, insurance markets, banking industry
Bank-insurance interface, Divestments, Financial conglomerates, Event study, Abnormal returns
Speculation, Information, Liquidity, Derivatives, Volatility modelling
Behavioral finance, Neoclassical finance, Asset valuation, Behavioral SDF-based pricing
Bank-insurance interface, Divestments, Financial conglomerates, Event study, Abnormal equity returns
Conditional volatility, Volatility derivatives, Information asymmetries, TGARCH modeling, S&P500 spot volatility
Financial institutions, Banks, Insurance products, Bancassurance
Stock splits, Ex-split date, Equity abnormal returns, Stock market volatility
Bank-insurance interface, Insurance divestments, Financial conglomerates, Event study, Abnormal equity returns
(Re)insurance Business, Alternative Risk Transfer, Catastrophe Risk, Hedging Vehicles, Risk Financing, Insurance Securitisation
Bancassurance ventures, Financial Institutions, Insurance markets, Banking industry
Financial firms, Equity Returns, Interest Rate Surprises
Bank-insurance model, Greek economy, Financial conglomerates
Financial institutions, Bancassurance, Financial conglomerates, Universal banks
Short sterling futures, Information set, Volume, Open interest, GARCH modelling
Credit risk, sovereign default, financial crises, logit modeling, forecast evaluation
Short-term interest rates, Futures trading, Volatility, GARCH-X modeling.
Financial institutions, Stock returns, Interest rate risk, APT, Risk premia, Kalman filter, Nonlinear SURE
Banking crises, Currency crashes, Modelling default, Early warning indicators
Financial institutions, stock returns, unexpected interest rate changes, interest rate volatility
Financial crises, Sovereign default, Logit modelling, Forecasting credit risk.
International markets, Market indices, Cointegration, Error correction model, Short-run dynamics, Causality
Financial Institutions, Stock Returns, Unexpected Interest Rate Changes, Interest Rate Volatility
FOREX, Market efficiency, Speculation, Cointegration, Error correction modelling
Insurance stock returns, Interest and exchange rates, APT, Kalman filter, Nonlinear SURE modelling
Credit risk, International lending, Sovereign default, Panel data estimation
Price discovery hypothesis, Speculative efficiency, Short sterling, VAR cointegration, Time-varying risk premia
Short-term interest rates, Continuous time analysis
Insurance, Risk analysis, Option Pricing, Regulatory solvency margin
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