[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Risk Management by Insurers: An Analysis of the Process. (1997). Babbel, David ; Santomero, Anthony M..
In: Center for Financial Institutions Working Papers.
RePEc:wop:pennin:96-16.

Full description at Econpapers || Download paper

Cited: 54

Citations received by this document

Cites: 61

References cited by this document

Cocites: 59

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The Effects of Individual and Economic Risks and Stress Testing of Non-Life Sector Profitability: The Case of the NorthMacedonian Insurance Sector. (2022). Petkovski, Mihail ; Simeonovski, Kiril ; Kjosevski, Jordan.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2022:i:2:p:125-144.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. The costs and benefits of reinsurance. (2021). Dionne, Georges ; Cummins, David J ; Nouira, Abdelhakim ; Gagne, Robert.
    In: Working Papers.
    RePEc:ris:crcrmw:2008_001.

    Full description at Econpapers || Download paper

  4. The costs and benefits of reinsurance. (2021). Dionne, Georges ; Nouira, Abdelhakim ; Gagne, Robert ; Cummins, David J.
    In: The Geneva Papers on Risk and Insurance - Issues and Practice.
    RePEc:pal:gpprii:v:46:y:2021:i:2:d:10.1057_s41288-021-00216-8.

    Full description at Econpapers || Download paper

  5. Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers. (2021). Nguyen, Duc Khuong ; Vo, Dinh-Tri.
    In: Working Papers.
    RePEc:ipg:wpaper:2021-010.

    Full description at Econpapers || Download paper

  6. Enterprise risk management and solvency: The case of the listed EU insurers. (2020). Nguyen, Duc Khuong ; Vo, Dinh-Tri.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:113:y:2020:i:c:p:360-369.

    Full description at Econpapers || Download paper

  7. On-balance-sheet duration hedging and firm value. (2020). Guo, Liang ; Dai, YA ; Liu, YU ; Zhang, Hongxian.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301617.

    Full description at Econpapers || Download paper

  8. Interest rate derivatives and risk exposure: Evidence from the life insurance industry. (2020). Shiu, Yung-Ming ; Chang, Ariana ; Liu, Hui-Hsuan .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301566.

    Full description at Econpapers || Download paper

  9. Funding conditions and insurance stock returns: Do insurance stocks really benefit from rising interest rate regimes?. (2019). Johnson, Robert R ; Jensen, Tyler K ; McNamara, Michael J.
    In: Risk Management and Insurance Review.
    RePEc:bla:rmgtin:v:22:y:2019:i:4:p:367-391.

    Full description at Econpapers || Download paper

  10. Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

    Full description at Econpapers || Download paper

  11. INTERNAL MODEL FOR MEASURING PREMIUM RISK IN DETERMINING SOLVENCY OF NON-LIFE INSURERS. (2018). Koovi, Jelena ; Koprivica, Marija.
    In: Economic Annals.
    RePEc:beo:journl:v:63:y:2018:i:217:p:99-128.

    Full description at Econpapers || Download paper

  12. Measuring insurers’ investment risk taking with asymmetric tail dependencies. (2017). Chen, Dennis C ; Li, Haijun ; Lu, Erin P ; Lai, Gene C.
    In: Risk Management.
    RePEc:pal:risman:v:19:y:2017:i:1:d:10.1057_s41283-016-0010-8.

    Full description at Econpapers || Download paper

  13. SECURITIZATION AND CREDIT RISK IN THE BRAZILIAN ECONOMY. (2016). de Mendonça, Helder ; Barcelos, Vivian Iris ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira .
    In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting].
    RePEc:anp:en2014:115.

    Full description at Econpapers || Download paper

  14. MEASURING OPERATIONAL RISK EXPOSURES IN ISLAMIC BANKING: A PROPOSED MEASUREMENT APPROACH. (2015). Izhar, Hylmun .
    In: Working Papers.
    RePEc:ris:irtiwp:1432_003.

    Full description at Econpapers || Download paper

  15. Bulgarian General Insurance Companies from Solvency II Perspective. (2015). Chobanova, Ventsislava .
    In: Economic Alternatives.
    RePEc:nwe:eajour:y:2015:i:2:p:117-125.

    Full description at Econpapers || Download paper

  16. Securitization and credit risk: Empirical evidence from an emerging economy. (2015). de Mendonça, Helder ; deMendona, Helder Ferreira ; Barcelos, Vivian Iris ; de Mendona, Helder Ferreira.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:32:y:2015:i:c:p:12-28.

    Full description at Econpapers || Download paper

  17. Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK. (2014). Papadamou, Stephanos ; SIRIOPOULOS, COSTAS.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:71:y:2014:i:c:p:45-67.

    Full description at Econpapers || Download paper

  18. On the mortality/longevity risk hedging with mortality immunization. (2013). Tsai, Cary Chi-Liang ; Lin, Tzuling .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:3:p:580-596.

    Full description at Econpapers || Download paper

  19. Did federal funds target rate changes affect the market value of insurance companies?. (2012). Li, Jing ; De Ceuster M. J. K., ; Zhang H., ; Li J., .
    In: Working Papers.
    RePEc:ant:wpaper:2012027.

    Full description at Econpapers || Download paper

  20. Pricing of Loan Commitments for Facilitating Stochastic Liquidity Needs. (2011). Hau, Arthur .
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:39:y:2011:i:1:p:71-94.

    Full description at Econpapers || Download paper

  21. SURRENDER EFFECTS ON POLICY RESERVES: A SIMULATION ANALYSIS OF INVESTMENT GUARANTEE CONTRACTS. (2010). Jiang, Shi-Jie ; Chang, Matthew C..
    In: Global Journal of Business Research.
    RePEc:ibf:gjbres:v:4:y:2010:i:4:p:11-21.

    Full description at Econpapers || Download paper

  22. The U.S. Property and Liability Insurance Industry: Firm Growth, Size, and Age. (2010). Choi, Byeongyong Paul .
    In: Risk Management and Insurance Review.
    RePEc:bla:rmgtin:v:13:y:2010:i:2:p:207-224.

    Full description at Econpapers || Download paper

  23. Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany. (2010). Czaja, Marca Gregor ; Wilkens, Marco ; Scholz, Hendrik.
    In: European Financial Management.
    RePEc:bla:eufman:v:16:y:2010:i:1:p:124-154.

    Full description at Econpapers || Download paper

  24. Efficiency of insurance firms with endogenous risk management and financial intermediation activities. (2009). Dionne, Georges ; Cummins, John ; Gagne, Robert ; Nouira, A..
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:32:y:2009:i:2:p:145-159.

    Full description at Econpapers || Download paper

  25. Performance Management in Insurance Firms by Using Transfer Pricing. (2009). Bilderbeek, Jan ; Bruggink, Bert ; Doff, Rene ; Emmen, Pieter .
    In: Risk Management and Insurance Review.
    RePEc:bla:rmgtin:v:12:y:2009:i:2:p:213-226.

    Full description at Econpapers || Download paper

  26. Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk-Transfer Solutions. (2009). Weiss, Mary ; Cummins, John.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:76:y:2009:i:3:p:493-545.

    Full description at Econpapers || Download paper

  27. The Term Structure of Reserve Durations and the Duration of Aggregate Reserves. (2009). Tsai, Chenghsien .
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:76:y:2009:i:2:p:419-441.

    Full description at Econpapers || Download paper

  28. Adverse Selection and the Opaqueness of Insurers. (2009). Cox, Larry A. ; Zhang, Tao ; Van Ness, Robert A..
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:76:y:2009:i:2:p:295-321.

    Full description at Econpapers || Download paper

  29. Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement. (2008). Gatzert, Nadine.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:42:y:2008:i:2:p:839-849.

    Full description at Econpapers || Download paper

  30. A Dynamic Solvency Approach for Life Insurance. (2007). Di Lorenzo, Emilia ; Cocozza, Rosa.
    In: MPRA Paper.
    RePEc:pra:mprapa:28015.

    Full description at Econpapers || Download paper

  31. Risk, Return, and Performance Measurement: A Case of Unrealistic Expectations?. (2007). Goebel, Joseph M..
    In: Risk Management and Insurance Review.
    RePEc:bla:rmgtin:v:10:y:2007:i:1:p:51-68.

    Full description at Econpapers || Download paper

  32. Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities. (2006). Gagné, Robert ; Dionne, Georges ; Cummins, John ; Nouira, Abdelhakim.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0616.

    Full description at Econpapers || Download paper

  33. Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities. (2006). Dionne, Georges ; Cummins, John ; Nouira, Abdelhakim ; Gagne, Robert .
    In: Cahiers de recherche.
    RePEc:iea:carech:0606.

    Full description at Econpapers || Download paper

  34. The market value impact of operational loss events for US banks and insurers. (2006). Cummins, John ; Lewis, Christopher M. ; Wei, Ran.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:10:p:2605-2634.

    Full description at Econpapers || Download paper

  35. Insurance Companies in Emerging Markets. (2005). Singh, Manmohan ; Kong, Janet.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2005/088.

    Full description at Econpapers || Download paper

  36. Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk. (2005). Yu, Min-Teh ; Duan, Jin-Chuan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:10:p:2435-2454.

    Full description at Econpapers || Download paper

  37. Disturbing extremal behavior of spot rate dynamics. (2003). Neftci, Salih N. ; Bali, Turan G..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:4:p:455-477.

    Full description at Econpapers || Download paper

  38. Disturbing Extremal Behavior of Spot Rate Dynamics. (2002). Neftci, Salih N. ; Bali, Turan G..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-03.

    Full description at Econpapers || Download paper

  39. The relations among asset risk, product risk, and capital in the life insurance industry. (2002). Baranoff, Etti G. ; Sager, Thomas W..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:6:p:1181-1197.

    Full description at Econpapers || Download paper

  40. Early surrender and the distribution of policy reserves. (2002). Tsai, Chenghsien ; Kuo, Weiyu ; Chen, Wei-Kuang .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:31:y:2002:i:3:p:429-445.

    Full description at Econpapers || Download paper

  41. International investment in financial services. (2001). Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:2:p:317-337.

    Full description at Econpapers || Download paper

  42. The Design of Private Reinsurance Contracts. (2000). Santomero, Anthony M. ; Jean-Baptiste, Eslyn L..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:9:y:2000:i:3:p:274-297.

    Full description at Econpapers || Download paper

  43. Consistent fitting of one-factor models to interest rate data. (2000). Rogers, Leonard ; Stummer, Wolfgang .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:27:y:2000:i:1:p:45-63.

    Full description at Econpapers || Download paper

  44. Sensitivity analysis of Values at Risk. (2000). Scaillet, Olivier ; gourieroux, christian ; Laurent, J. P..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:7:y:2000:i:3-4:p:225-245.

    Full description at Econpapers || Download paper

  45. Sensitivity Analysis of Values at Risk. (2000). Scaillet, Olivier ; gourieroux, christian ; Laurent, J. P..
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0162.

    Full description at Econpapers || Download paper

  46. The Design of Private Reinsurance Contracts. (1998). Santomero, Anthony M. ; Baptiste, Eslyn Jean.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:98-32.

    Full description at Econpapers || Download paper

  47. Derivatives and Corporate Risk Management: Participation and Volume Decisions in the Insurance Industry. (1998). Phillips, Richard ; Cummins, John ; Smith, Stephen D..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:98-19.

    Full description at Econpapers || Download paper

  48. How Relevant is Volatility Forecasting for Financial Risk Management?. (1998). Diebold, Francis ; Christoffersen, Peter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6844.

    Full description at Econpapers || Download paper

  49. How Relevant is Volatility Forecasting for Financial Risk Management?. (1997). Diebold, Francis ; Christoffersen, Peter.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:97-45.

    Full description at Econpapers || Download paper

  50. The Place of Risk Management in Financial Institutions. (1997). Santomero, Anthony M. ; Oldfield, George S..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:95-05.

    Full description at Econpapers || Download paper

  51. Commercial Bank Risk Management: An Analysis of the Process. (1997). Santomero, Anthony.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:12:y:1997:i:2:p:83-115.

    Full description at Econpapers || Download paper

  52. Derivatives and corporate risk management: participation and volume decisions in the insurance industry. (1997). Phillips, Richard ; Cummins, John ; Smith, Stephen D..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:97-12.

    Full description at Econpapers || Download paper

  53. The theory of financial intermediation. (1997). Allen, Franklin ; Santomero, Anthony M..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:11-12:p:1461-1485.

    Full description at Econpapers || Download paper

  54. The Theory of Financial Intermediation. (1996). Allen, Franklin ; Santomero, Anthony M..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:96-32.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alexander, J. N., P. J. Bouyoucos, M. H. Siegel, and A. Gola, The Goldman Sachs Insurer CIO Survey, Industry Resource Group, May 1994.
    Paper not yet in RePEc: Add citation now
  2. Altman, E. I. and I. T. Vanderhoof, editors, Fair Value of Insurance Liabilities, Irwin Press, forthcoming 1996.
    Paper not yet in RePEc: Add citation now
  3. Babbel, D. F. and D. R. Klock, Insurance Pedagogy: Executive Opinions and Priorities Journal of Risk and Insurance, December 1988.
    Paper not yet in RePEc: Add citation now
  4. Babbel, D. F. and D. R. Klock, Measuring the Interest Rate Sensitivity of Property/ Casualty Insurer Liabilities Insurance, Risk Management, and Public Policy, S. G. Gustavson and S. E. Harrington, editors, Kluwer Press, 1993.
    Paper not yet in RePEc: Add citation now
  5. Babbel, D. F. and J. Lamm-Tennant, Trends in Asset/Liability Management for Life Insurers Insurance Perspectives, Goldman Sachs, November 1987.
    Paper not yet in RePEc: Add citation now
  6. Babbel, D. F., A Perspective on Model Investment Laws for Insurers C.L.U. Journal, September 1994.
    Paper not yet in RePEc: Add citation now
  7. Babbel, D. F., Asset-Liability Matching in the Life Insurance Industry The Financial Dynamics of the Insurance Industry, E. Altman and I. T. Vanderhoof, editors, Irwin Press, 1994.
    Paper not yet in RePEc: Add citation now

  8. Babbel, D. F., C. B. Merrill, and W. Panning, Default Risk and the Effective Duration of Bonds Financial Analysts Journal, forthcoming 1996.

  9. Babbel, D. F., Financial Valuation of Insurance Liabilities, Fair Value of Insurance Liabilities, E. Altman and I. T. Vanderhoof, editors, Irwin Press, forthcoming 1996.
    Paper not yet in RePEc: Add citation now
  10. Babbel, D. F., R. Stricker, and I. T. Vanderhoof, A Modern Approach to Performance Measurement for Insurers Operations Research Models in Quantitative Finance, R. L. DEcclesia and S. A. Zenios, editors, Physica-Verlag, 1994.
    Paper not yet in RePEc: Add citation now
  11. Barton, E., G. Bodnar, and A. Kaul, Exchange Rate Variability and the Riskiness of U.S. Multinational Firms: Evidence from the Breakdown of the Bretton Woods System, Working Paper 94-6, Wharton Weiss Center, 1994.
    Paper not yet in RePEc: Add citation now
  12. Beard, R. E., T. Pentikäinen, and E. Pesonen, Risk Theory, 3rd ed., Chapman and Hall, New York, 1984.
    Paper not yet in RePEc: Add citation now
  13. Beaver, W. H. and G. Parker, Risk Management, Problems and Solutions, McGraw Hill, New York, 1995.
    Paper not yet in RePEc: Add citation now
  14. Black, K. Jr. and H. D. Skipper, Jr., Life Insurance, 12th ed., Prentice Hall, Englewood Cliffs, N.J., 1994.
    Paper not yet in RePEc: Add citation now
  15. Bouyoucos, P. J. and M. H. Siegel, The Goldman Sachs Insurer CIO Survey, Industry Resource Group, October 1992.
    Paper not yet in RePEc: Add citation now

  16. Brander, J., and T. Lewis, Oligopoly and Financial Structure: The Limited Liability Effect, American Economic Review, December 1986.

  17. Breeden, D., and S. Viswanathan, Why Do Firms Hedge'DONE' An Asymmetric Information Model, Working Paper, Duke University, 1990.
    Paper not yet in RePEc: Add citation now
  18. Campbell, T., and W. Kracaw, Financial Risk Management: Fixed Income and Foreign Exchange, Harper Collins, New York, 1993.
    Paper not yet in RePEc: Add citation now

  19. Campbell, T., and W. Kracaw, Information Production, Market Signaling and the Theory of Financial Intermediation, Journal of Finance, 1980.

  20. Choi, J. H., Estimating Market Value of Loss Payments of Property/Liability Insurance Companies Using Modern Valuation Technology, Working Paper, Wharton School, 1992.
    Paper not yet in RePEc: Add citation now

  21. Cummins, J. D. and G. Grace, Tax Management and Investment Strategies of PropertyLiability Insurers, Journal of Banking and Finance, 1994.

  22. Cummins, J. D. and R. A. Derrig, Financial Models of Insurance Solvency, Kluwer Academic Publishers, Boston, 1989.
    Paper not yet in RePEc: Add citation now
  23. DeMarzo, P., and D. Duffie, Corporate Incentives for Hedging and Hedge Accounting, Working Paper, Northwestern University, 1992.
    Paper not yet in RePEc: Add citation now
  24. Doherty, N. A., Corporate Risk Management: A Financial Exposition, McGraw Hill, 1985.
    Paper not yet in RePEc: Add citation now

  25. Fazzari, S. M., R. G. Hubbard, and B. C. Petersen, Financial Constraints and Corporate Investment, Brookings Papers on Economic Activity, 1988.

  26. Fite, D., and P. Pfleiderer, Should Firms Use Derivatives to Manage Risk'DONE' in Risk Management Problems and Solutions, (Beaver and Parker, eds.) McGraw Hill, New York, 1995.
    Paper not yet in RePEc: Add citation now

  27. Froot, K., D. Scharfstein, and J. Stein, A Framework for Risk Management, Harvard Business Review, November 1994.

  28. Froot, K., D. Scharfstein, and J. Stein, Risk Management: Coordinating Investment and Financing Policies, Journal of Finance, December 1993.

  29. Geezy, D., B. Minton, and C. Schrand, Why Firms Hedge: Distinguishing Among Existing Theories, Working Paper, 1995.
    Paper not yet in RePEc: Add citation now

  30. Gennotte, G. and D. Pyle, Capital Controls and Bank Risk, Journal of Banking and Finance, September 1991.

  31. Gerber, H. U., An Introduction to Mathematical Risk Theory, Richard D. Irwin, Inc., Homewood, Illinois, 1979.
    Paper not yet in RePEc: Add citation now
  32. Greenawalt, M. and J. Sinkey, Bank Loan Loss Provisions and the Income Smoothing Hypothesis: An Empirical Analysis, Journal of Financial Services Research, December 1988.
    Paper not yet in RePEc: Add citation now

  33. Helfat, C. and D. Teece, Vertical Integration and Risk Reduction, Journal of Law, Economics and Organization, Spring 1987.

  34. Hoshi, T., A. Kashyap, and D. Scharfstein, Corporate Structure, Liquidity, and Investment: Evidence from Japanese Industrial Groups, Quarterly Journal of Economics, 1991.

  35. Huber, P. W., Liability: The Legal Revolution and Its Consequences, Basic Books, 1988.
    Paper not yet in RePEc: Add citation now
  36. Jorion, P., The Pricing of Exchange Rate Risk in the U.S. Equity Markets, Journal of Financial and Quantitative Analysis, July 1991.
    Paper not yet in RePEc: Add citation now
  37. Lamm-Tennant, J. and D. Gattis, Survey and Commentary on Investment Policies and Practices of the U.S. Insurance Industry, SS&C, Bloomfield, Connecticut, 1996.
    Paper not yet in RePEc: Add citation now
  38. Lamm-Tennant, J. and T. Rollins, Incentives for Discretionary Accounting Practices: Ownership Structure, Earnings and Taxation, Journal of Risk and Insurance, September 1994.
    Paper not yet in RePEc: Add citation now
  39. Lamm-Tennant, J., Asset/Liability Management for the Life Insurer: Situation Analysis and Strategy Formulation, Journal of Risk and Insurance, September 1989.
    Paper not yet in RePEc: Add citation now
  40. Lamm-Tennant, J., Survey and Commentary on Investment Policies and Practices of the U.S. Insurance Industry, Chalke Incorporated, Chantilly, Virginia, 1994.
    Paper not yet in RePEc: Add citation now
  41. Litterman, R. and K. Winkelmann, Managing Market Exposure, Risk Management Series, Goldman, Sachs & Co., New York, January 1996.
    Paper not yet in RePEc: Add citation now
  42. Maksimovic, V., Capital Structure in Reported Oligopolies, Rand Journal of Economics, Augumn 1988.
    Paper not yet in RePEc: Add citation now
  43. Marcus, A., Deregulation and Bank Financial Policy, Journal of Banking and Finance, December 1984.
    Paper not yet in RePEc: Add citation now

  44. Merton, R. C., Financial Innovation and the Management and Regulation of Financial Institutions, Journal of Banking and Finance, June 1995.

  45. Merton, R. C., On the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance, Geneva Papers on Risk and Insurance, July 1989.
    Paper not yet in RePEc: Add citation now
  46. Millette, M. J., A. J. Levinson and J. A. Oleinick, The Goldman Sachs Insurer CIO Survey, Industry Resource Group, June 1996.
    Paper not yet in RePEc: Add citation now
  47. Moodys Investor Services, Moodys Credit Ratings and Research, Moodys 1995.
    Paper not yet in RePEc: Add citation now
  48. Myers, S. C., Determinants of Corporate Borrowing, Journal of Financial Economics, 1990.
    Paper not yet in RePEc: Add citation now

  49. Nance, D. R., C. W. Smith, and C. W. Smithson, On the Determinants of Corporate Hedging, Journal of Finance, 1993.

  50. Oldfield, G. and A. Santomero, The Place of Risk Management in Financial Institutions, Working Paper, Wharton Financial Institutions Center, 1995.
    Paper not yet in RePEc: Add citation now
  51. Ross, S., The Determination of Financial Structure: The Incentive Signaling Approach, Bell Journal of Economics, Spring 1977.
    Paper not yet in RePEc: Add citation now

  52. Ross, S., The Economic Theory of Agency: The Principals Problem, American Economic Review, May 1973.

  53. Santomero, A., Commercial Bank Risk Management: An Analysis of the Process, Working Paper, Wharton Financial Institutions Center, 1995.
    Paper not yet in RePEc: Add citation now
  54. Santomero, A., Financial Risk Management: The Whys and Hows, Financial Markets, Institutions, and Investments, December 1995.
    Paper not yet in RePEc: Add citation now
  55. Siegel, M. H., M. J. Millette and D. Pouraghabagher, The Goldman Sachs Insurer CIO Survey, Industry Resource Group, April 1995.
    Paper not yet in RePEc: Add citation now

  56. Smith, C. W. and R. Stulz, The Determinants of Firms Hedging Policies, Journal of Financial and Quantitative Analysis, 1985.

  57. Smith, C. W., C. Smithson, and D. Wilford, Strategic Risk Management, Harper and Row, New York, 1990.

  58. Smith, M. L., The Life Insurance Policy as an Options Package, Journal of Risk and Insurance, September 1982.
    Paper not yet in RePEc: Add citation now
  59. Staking, K. B. and D. F. Babbel, The Relation between Capital Structure, Interest Rate Sensitivity, and Market Value in the Property-Liability Insurance Industry, Journal of Risk and Insurance, December 1995.
    Paper not yet in RePEc: Add citation now

  60. Stulz, R., Optimal Hedging Policies, Journal of Financial and Quantitative Analysis, 1984.

  61. Warner, J., Bankruptcy Costs: Some Evidence, Journal of Finance, May 1977.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Competition and Bank Risk the Role of Securitization and Bank Capital. (2019). Marques-Ibanez, David ; Zhao, Tianshu ; van Leuvensteijn, Michiel ; Marquesibanez, David ; Altunbas, Yener.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/140.

    Full description at Econpapers || Download paper

  2. Liquidity measures throughout the lifetime of the U.S. Treasury bond. (2017). Diaz, Antonio ; Escribano, Ana .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:33:y:2017:i:c:p:42-74.

    Full description at Econpapers || Download paper

  3. Capital Structure Under Collusion. (2016). Povel, Paul ; Sertsios, Giorgo ; Ormazabal, Gaizka ; Ferres, Daniel.
    In: Documentos de Trabajo/Working Papers.
    RePEc:mnt:wpaper:1608.

    Full description at Econpapers || Download paper

  4. Product market effects of real estate collateral. (2016). Alimov, Azizjon.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:36:y:2016:i:c:p:75-92.

    Full description at Econpapers || Download paper

  5. Financial leverage and export quality: Evidence from France. (2015). Guillou, Sarah ; bernini, michele ; Bellone, Flora.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:280-296.

    Full description at Econpapers || Download paper

  6. Real option analysis of aircraft acquisition: A case study. (2015). Hu, Qiwei ; Zhang, Anming.
    In: Journal of Air Transport Management.
    RePEc:eee:jaitra:v:46:y:2015:i:c:p:19-29.

    Full description at Econpapers || Download paper

  7. The Relationship between Capital Structure and Profita-bility of the Limited Liability Companies. (2015). Stekla, Jana ; Gryova, Marta .
    In: Acta Universitatis Bohemiae Meridionales.
    RePEc:boh:actaub:v:18:y:2015:i:2:p:29-39.

    Full description at Econpapers || Download paper

  8. The Commitment Role of Equity Financing. (2014). Wamser, Georg ; Merlo, Valeria ; Fahn, Matthias.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4841.

    Full description at Econpapers || Download paper

  9. Firms, Shareholders, and Financial Markets.. (2013). Santugini, Marc ; mirman, leonard.
    In: Cahiers de recherche.
    RePEc:iea:carech:0805.

    Full description at Econpapers || Download paper

  10. On the strategic use of debt and capacity in rapidly expanding markets. (2013). Leach, Chris J. ; Moyen, Nathalie ; Yang, Jing.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:23:y:2013:i:c:p:332-344.

    Full description at Econpapers || Download paper

  11. Dimensions of the research on capital structure and firm performance. (2012). Tudose, Mihaela.
    In: Anale. Seria Stiinte Economice. Timisoara.
    RePEc:tdt:annals:v:xviii:y:2012:p:879-886.

    Full description at Econpapers || Download paper

  12. The relationship between capital structure and product markets: evidence from New Zealand. (2012). Anderson, Hamish ; Chen, Jianguo ; Smith, David.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:38:y:2012:i:1:p:1-24.

    Full description at Econpapers || Download paper

  13. Product markets and corporate investment: Theory and evidence. (2012). Akdoau, Evrim ; MacKay, Peter .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:2:p:439-453.

    Full description at Econpapers || Download paper

  14. Corporate financing and macroeconomic volatility in the European union. (2011). Sensarma, Rudra ; Murinde, Victor ; Mullineux, Andy.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:8:y:2011:i:1:p:79-92.

    Full description at Econpapers || Download paper

  15. CFOs versus CEOs: Equity incentives and crashes. (2011). Zhang, Liandong ; Kim, Jeong-Bon ; Li, Yinghua.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:3:p:713-730.

    Full description at Econpapers || Download paper

  16. Exclusion Through Speculation. (2010). Willems, Bert ; Argenton, Cédric.
    In: Discussion Paper.
    RePEc:tiu:tiucen:af38cac2-1854-41b2-924e-5e5e2eeeacc9.

    Full description at Econpapers || Download paper

  17. Mergers and Partial Ownership. (2010). Kind, Hans Jarle ; Foros, Øystein ; Shaffer, Greg.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2912.

    Full description at Econpapers || Download paper

  18. Early-stage financing and firm growth in new industries. (2009). Inderst, Roman ; Mueller, Holger M..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:93:y:2009:i:2:p:276-291.

    Full description at Econpapers || Download paper

  19. Debt, investment, and product market competition: A note on the limited liability effect. (2009). Clayton, Matthew J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:4:p:694-700.

    Full description at Econpapers || Download paper

  20. Export production, hedging exchange rate risk: the duopoly case. (2008). Wessel, Christoph ; Broll, Udo ; Wahl, Jack E..
    In: Dresden Discussion Paper Series in Economics.
    RePEc:zbw:tuddps:0608.

    Full description at Econpapers || Download paper

  21. Cash Breeds Success : The Role of Financing Constraints in Patent Races. (2008). Szalay, Dezsoe ; Schroth, Enrique.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:873.

    Full description at Econpapers || Download paper

  22. The strategic use of debt reconsidered. (2008). Haan, Marco ; Toolsema, Linda A..
    In: International Journal of Industrial Organization.
    RePEc:eee:indorg:v:26:y:2008:i:2:p:616-624.

    Full description at Econpapers || Download paper

  23. Bankruptcy risk and the performance of tradable permit markets. (2008). Zhang, Wei.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:17:y:2008:i:9:p:1-9.

    Full description at Econpapers || Download paper

  24. Incomplete Contracts, Bankruptcy and the Firm’s Capital Structure. (2007). Appelbaum, Elie.
    In: Working Papers.
    RePEc:yca:wpaper:2007_06.

    Full description at Econpapers || Download paper

  25. Contracting costs and the window of opportunity for straight debt issues. (2007). Yaman, Devrim ; Krishnaswami, Sudha.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:3:p:869-888.

    Full description at Econpapers || Download paper

  26. Bond durations: Corporates vs. Treasuries. (2007). Munk, Claus ; Kraft, Holger.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:12:p:3720-3741.

    Full description at Econpapers || Download paper

  27. Investment timing and predatory behavior in a duopoly with endogenous exit. (2007). Bayer, Christian.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:9:p:3069-3109.

    Full description at Econpapers || Download paper

  28. Estimating product market competition: Methodology and application. (2006). Kedia, Simi .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:3:p:875-894.

    Full description at Econpapers || Download paper

  29. The non-neutrality of debt in investment timing: a new NPV rule. (2005). Sabarwal, Tarun.
    In: Annals of Finance.
    RePEc:kap:annfin:v:1:y:2005:i:4:p:433-445.

    Full description at Econpapers || Download paper

  30. Financing and the Protection of Innovators. (2005). Suarez, Javier ; Llobet, Gerard.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4944.

    Full description at Econpapers || Download paper

  31. Future Industrial Organization and Stock Returns versus the Decision to Issue IPOs. (2005). Hoberg, Gerard .
    In: Working Papers.
    RePEc:bro:econwp:2005-06.

    Full description at Econpapers || Download paper

  32. Monopoly Power and the Firm€ٳ Valuation:. (2004). Pavlova, Anna ; Basak, Suleyman.
    In: Working papers.
    RePEc:mit:sloanp:5421.

    Full description at Econpapers || Download paper

  33. Strategic debt in vertical relationships: theory and evidence. (2004). Piga, Claudio ; De Fraja, Gianni.
    In: Research in Economics.
    RePEc:eee:reecon:v:58:y:2004:i:2:p:103-123.

    Full description at Econpapers || Download paper

  34. Effective duration of callable corporate bonds: Theory and evidence. (2004). Hong, Gwangheon ; Sarkar, Sudipto.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:3:p:499-521.

    Full description at Econpapers || Download paper

  35. The limited liability effect in experimental duopoly markets. (2004). Oechssler, Jörg ; Schuhmacher, Frank .
    In: International Journal of Industrial Organization.
    RePEc:eee:indorg:v:22:y:2004:i:2:p:163-184.

    Full description at Econpapers || Download paper

  36. MONOPOLY POWER AND THE FIRMS VALUATION: A DYNAMIC ANALYSIS OF SHORT VERSUS LONG-TERM POLICIES. (2003). Pavlova, Anna ; Basak, Suleyman.
    In: Working papers.
    RePEc:mit:sloanp:1808.

    Full description at Econpapers || Download paper

  37. Interest risk and default risk: A conditional volatility study. (2003). Sotos, Francisco .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:9:y:2003:i:1:p:56-63:10.1007/bf02295301.

    Full description at Econpapers || Download paper

  38. Default- and call-adjusted duration for corporate bonds. (2003). Jacoby, Gady ; Roberts, Gordon S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:12:p:2297-2321.

    Full description at Econpapers || Download paper

  39. A strategic approach to hedging and contracting. (2003). Nosal, Ed ; Downie, David .
    In: International Journal of Industrial Organization.
    RePEc:eee:indorg:v:21:y:2003:i:3:p:399-417.

    Full description at Econpapers || Download paper

  40. What do we know about the financial behaviour of the Spanish SME?: an empirical analysis. (2003). CARDONE RIPORTELLA, CLARA ; Casasola, Maria J..
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb033708.

    Full description at Econpapers || Download paper

  41. International Trade and Bank Groups: Welfare Enhancing or Welfare Reducing?. (2002). Fung, K.C..
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:16:y:2002:i:2:p:212-226.

    Full description at Econpapers || Download paper

  42. Debt, investment and endowment accumulation: the case of not-for-profit hospitals. (2002). Gentry, William.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:21:y:2002:i:5:p:845-872.

    Full description at Econpapers || Download paper

  43. The Effect of Transaction Size on Off-the-Run Treasury Prices. (2001). Babbel, David ; Merrill, Craig B. ; de Villiers, Meiring ; Meyer, Mark F..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:01-03.

    Full description at Econpapers || Download paper

  44. The financing behavior of Dutch firms. (2001). Chen, Linda H ; Jiang, George J.
    In: Research Report.
    RePEc:gro:rugsom:01e54.

    Full description at Econpapers || Download paper

  45. Does Product Market Competition Reduce Agency Costs?. (2000). Jagannathan, Ravi ; Srinivasan, Shaker B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7480.

    Full description at Econpapers || Download paper

  46. The role of debt and bankruptcy statutes in facilitating tacit collusion. (1999). Hunsaker, Julie.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:20:y:1999:i:1:p:9-24.

    Full description at Econpapers || Download paper

  47. Factor market effects upon product market equilibrium. (1999). Pippenger, Michael ; Pace, Kelley ; Goering, greg.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:20:y:1999:i:1:p:37-43.

    Full description at Econpapers || Download paper

  48. The determinants of capital structure: evidence from Dutch panel data. (1999). Sterken, Elmer ; Chen, Linda H ; Lensink, Robert.
    In: Research Report.
    RePEc:gro:rugsom:99e14.

    Full description at Econpapers || Download paper

  49. Debt, Investment, and Product Market Competition. (1999). Clayton, Matthew J..
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-056.

    Full description at Econpapers || Download paper

  50. Finanzierungsstrukturen im Vergleich - Eine Analyse europäischer Unternehmen -. (1998). Ramb, Fred .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:5190.

    Full description at Econpapers || Download paper

  51. Debt as a (Credible) Collusive Device, or: Everybody Happy but the Consumer. (1998). Spagnolo, Giancarlo.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0243.

    Full description at Econpapers || Download paper

  52. Corporate governance and board effectiveness1. (1998). John, Kose ; Senbet, Lemma W..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:22:y:1998:i:4:p:371-403.

    Full description at Econpapers || Download paper

  53. Incorporating New Fixed Income Approaches into Commercial Loan Valuation. (1997). aguais, scott ; Santomero, Anthony M..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:98-06.

    Full description at Econpapers || Download paper

  54. Risk Management by Insurers: An Analysis of the Process. (1997). Babbel, David ; Santomero, Anthony M..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:96-16.

    Full description at Econpapers || Download paper

  55. Environmental risks and bank liability. (1997). Laffont, Jean-Jacques ; Boyer, Marcel.
    In: European Economic Review.
    RePEc:eee:eecrev:v:41:y:1997:i:8:p:1427-1459.

    Full description at Econpapers || Download paper

  56. On the strategic role of high leverage in entry deterrence. (1996). nagarajan, sabitha ; Fulghieri, P..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:20:y:1996:i:1:p:1-23.

    Full description at Econpapers || Download paper

  57. Strategische Verpflichtungen in einem mehrstufigen Oligopolmodell: Die (zeitliche) strategische Interdependenz oligopolischer Preis- und Werbeentscheidungen. (1991). Walz, Uwe ; Wellisch, Dietmar .
    In: Tübinger Diskussionsbeiträge.
    RePEc:zbw:tuedps:14.

    Full description at Econpapers || Download paper

  58. Strategic managerial incentives and cross ownership structure: A note. (1991). Verdier, Thierry ; Macho-Stadler, Ines.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:53:y:1991:i:3:p:285-297.

    Full description at Econpapers || Download paper

  59. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-29 00:25:20 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.