William L. Scott

Illinois State University

Professor

Normal, IL 61761

United States

SCHOLARLY PAPERS

2

DOWNLOADS

543

CITATIONS

1

Scholarly Papers (2)

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 518 (52,280)

Abstract:

Loading...

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

2.

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 (487,117)
Citation 14
  • Add to Cart

Abstract:

Loading...