Iqbal Mansur

Widener University - School of Business Administration

3800 Vartan Way

PO Box 69381

Harrisburg, PA 17106-9381

United States

SCHOLARLY PAPERS

13

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Scholarly Papers (13)

1.

Interest Rate Sensitivity and Equity Values of Life Insurance Companies: A Garch-M Model

Journal of Risk and Insurance, Forthcoming
Number of pages: 29 Posted: 08 Feb 2006
DePaul University - Department of Finance, University of Georgia, Temple University - Department of Finance, Widener University - School of Business Administration and Illinois State University
Downloads 517 (52,127)

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Interest Rate Risk, Life Insurers, Equity Values, GARCH-M

Market Risk, Interest Rate Risk, and Interdependencies in Insurer Stock Returns: A System-GARCH Model

Journal of Risk and Insurance, Vol. 75, No. 4, pp. 873-891, December 2008
Number of pages: 25 Posted: 29 Jun 2006 Last Revised: 20 Apr 2014
James M. Carson, Elyas Elyasiani and Iqbal Mansur
University of Georgia, Temple University - Department of Finance and Widener University - School of Business Administration
Downloads 397 (71,461)

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Insurance, Stock Returns, Interest Rates, Diversification, System-GARCH

Market Risk, Interest Rate Risk, and Interdependencies in Insurer Stock Returns: A System-GARCH Model

Journal of Risk & Insurance, Vol. 75, Issue 4, pp. 873-891, December 2008
Number of pages: 19 Posted: 07 Nov 2008
James M. Carson, Elyas Elyasiani and Iqbal Mansur
University of Georgia, Temple University - Department of Finance and Widener University - School of Business Administration
Downloads 2 (656,688)
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3.

Sensitivity of the Bank Stock Returns Distribution to Changes in the Level and Volatility of Interest Rate: A GARCH-M Model

Journal of Banking & Finance 22 (1998) 535-563, Fox School of Business Research Paper
Number of pages: 29 Posted: 17 Jun 2014
Elyas Elyasiani and Iqbal Mansur
Temple University - Department of Finance and Widener University - School of Business Administration
Downloads 206 (145,174)

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Bank stocks, GARCH, Interest rate risk

4.

Oil Price Shocks and Industry Stock Returns

Energy Economics 33 (2011) 966–974, Fox School of Business Research Paper
Number of pages: 9 Posted: 16 Jun 2014
Temple University - Department of Finance, Widener University - School of Business Administration and Widener University - School of Business Administration
Downloads 162 (180,173)

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Oil price, Industry excess returns, Industry return volatility, GARCH

5.

The Association between Market and Exchange Rate Risks and Accounting Variables: A GARCH Model of the Japanese Banking Institutions

Review of Quantitative Finance and Accounting, 25: 183–206, 2005, Fox School of Business Research Paper
Number of pages: 24 Posted: 17 Jun 2014
Elyas Elyasiani and Iqbal Mansur
Temple University - Department of Finance and Widener University - School of Business Administration
Downloads 84 (291,396)

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bank, Japanese, risk, accounting ratios

6.

Bank Stock Return Sensitivities to the Long-Term and Short-Term Interest Rates: A Multivariate GARCH Approach

Managerial Finance; 2004; 30, 9; p.32-55, Fox School of Business Research Paper
Number of pages: 24 Posted: 17 Jun 2014
Elyas Elyasiani and Iqbal Mansur
Temple University - Department of Finance and Widener University - School of Business Administration
Downloads 72 (321,288)

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7.

International Spillover of Risk and Return Among Major Banking Institutions: A Bivariate GARCH Model

Journal of Accounting, Auditing and Finance (2003) 18:303, Fox School of Business Research Paper
Number of pages: 29 Posted: 17 Jun 2014
Elyas Elyasiani and Iqbal Mansur
Temple University - Department of Finance and Widener University - School of Business Administration
Downloads 35 (437,226)

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8.

Convergence and Risk-Return Linkages Across Financial Service Firms

Journal of Banking & Finance 31 (2007) 1167–1190, Fox School of Business Research Paper
Number of pages: 24 Posted: 17 Jun 2014
Temple University - Department of Finance, Widener University - School of Business Administration and Villanova University - Villanova School of Business
Downloads 33 (445,601)

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Banks, Investment banks, Insurance companies, Convergence, Spillover, GARCH

9.

Information Transmission and Spillover in Currency Markets: A Generalized Variance Decomposition Analysis

The Quarterly Review of Economics and Finance 47 (2007) 312–330, Fox School of Business Research Paper
Number of pages: 19 Posted: 16 Jun 2014
Elyas Elyasiani, Ahmet Kocagil and Iqbal Mansur
Temple University - Department of Finance, Fitch Ratings Inc. and Widener University - School of Business Administration
Downloads 31 (454,543)

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Intraday, Currency futures, Generalized variance decomposition

10.

Sensitivity of Bank Equity Returns to the Level and Volatility of Interest Rates

Managerial Finance; 1995; 21, 7; p. 57-77, Fox School of Business Research Paper
Number of pages: 21 Posted: 17 Jun 2014
Iqbal Mansur and Elyas Elyasiani
Widener University - School of Business Administration and Temple University - Department of Finance
Downloads 25 (484,538)

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11.

Interest Rate Risk and Equity Values of Life Insurance Companies: A GARCH-M Model

Journal of Risk & Insurance, Vol. 74, No. 2, pp. 401-423, June 2007
Number of pages: 23 Posted: 24 May 2007
DePaul University - Department of Finance, University of Georgia, Temple University - Department of Finance, Widener University - School of Business Administration and Illinois State University
Downloads 25 (484,538)
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12.

Sectoral Stock Return Sensitivity to Oil Price Changes: A Double-Threshold FIGARCH Model

Quantitative Finance, 2013, Vol. 13, No. 4, 593–612, Fox School of Business Research Paper
Posted: 18 Jun 2014
Temple University - Department of Finance, Widener University - School of Business Administration and Widener University - School of Business Administration

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Oil price, Sector returns, Threshold, FIGARCH

13.

Real-Estate Risk Effects on Financial Institutions' Stock Return Distribution: A Bivariate GARCH Analysis

Journal of Real Estate Finance and Economics, Vol. 40, No. 1, 2010
Posted: 11 Oct 2009
Elyas Elyasiani, Iqbal Mansur and Jill Wetmore
Temple University - Department of Finance, Widener University - School of Business Administration and Saginaw Valley State University - Finance

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financial institutions, real-estate, REITs, bivariate GARCH