Iqbal Mansur

Widener University - School of Business Administration

3800 Vartan Way

PO Box 69381

Harrisburg, PA 17106-9381

United States

  • Widener University - School of Business Administration

SCHOLARLY PAPERS

12

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26

CROSSREF CITATIONS

106

Scholarly Papers (12)

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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
Elijah Brewer, James M. Carson, Elyas Elyasiani, Iqbal Mansur and William L. Scott
DePaul University - Department of Finance, University of Georgia, Temple University - Department of Finance, Widener University - School of Business Administration and Illinois State University
Downloads 557 (83,240)

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

2.

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 430 (113,708)
Citation 3

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

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 287 (177,202)
Citation 4

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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
Elyas Elyasiani, Iqbal Mansur and Babatunde Olatunji Odusami
Temple University - Department of Finance, Widener University - School of Business Administration and Widener University - School of Business Administration
Downloads 210 (240,366)
Citation 5

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

5.

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 136 (348,480)
Citation 8

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6.

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 106 (418,527)

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bank, Japanese, risk, accounting ratios

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 55 (609,813)
Citation 3

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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
Elyas Elyasiani, Iqbal Mansur and Michael S. Pagano
Temple University - Department of Finance, Widener University - School of Business Administration and Villanova University - Villanova School of Business
Downloads 54 (615,057)
Citation 5

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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 50 (636,466)

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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 49 (642,094)
Citation 1

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11.

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
Elyas Elyasiani, Iqbal Mansur and Babatunde Olatunji Odusami
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

12.

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