Spillover and risk transmission between the term structure of the US interest rates and Islamic equities

Z Umar, I Yousaf, M Gubareva, XV Vo - Pacific-Basin Finance Journal, 2022 - Elsevier
This study examines the spillover between the US yield curve components and return and
volatility spillovers of ten Islamic equity sectoral indices. Our static analysis shows that level …

Study of the leading European construction companies using risk factor models

A Escribano, F Jareño, JÁ Cano - International Journal of …, 2023 - Wiley Online Library
This paper aims to study the potential effects of changes in international risk factors on
leading European construction companies' returns. The study is conducted on a sample …

COVID-19 and Insurance market returns in emerging and developed markets: A comparative study based on Wavelet methods

Z Fareed, N Iqbal - 2020 - researchsquare.com
This study investigates the co-movement nexus between COVID-19 and insurance industry
returns for emerging and developed markets using a wavelet-based framework. Analysis on …

Exploring the market risk profiles of US and European stock insurers

N Grochola, MJ Browne, H Gründl… - Risk management and …, 2023 - Wiley Online Library
Market risks account for an integral part of insurers' risk profiles. We explore market risk
sensitivities of insurers in the United States and Europe. Based on panel regression models …

Asset–Liability Management of Life Insurers in the Negative Interest Rate Environment

Y Lin, S Liu, KS Tan, X Zhang - North American Actuarial Journal, 2024 - Taylor & Francis
This study investigates the asset–liability management (ALM) of life insurers in markets with
negative interest rates. Using a sample of Japanese life insurers between 2000 and 2020 …

COVID‐19 and insurance industry: Initial impact of the pandemic based on time‐frequency methods

Z Fareed, N Iqbal, S Zhang, L Madureira - International Journal of … - Wiley Online Library
This study uses a wavelet‐based framework to investigate the co‐movement nexus between
COVID‐19 and insurance industry returns in emerging and developed markets. Analysis of …

[PDF][PDF] DETERMINANTS OF OPERATIONAL EFFICIENCY ON THE FINANCIAL HEALTH OF NON-LIFE INSuRANCE COMPANIES IN SOuTH AFRICA

O Ige-Gbadeyan, MJ Swanepoel - 2023 - businessperspectives.org
This study aimed to determine the effect of operational efficiency on financial health of non-
life insurance companies in South Africa. Operational efficiency refers to an insurer's ability …

Determinants of Demand for Homeowners Insurance Policy in the Ho Municipality in Ghana

FK Adzraku - 2022 - ir.ucc.edu.gh
The most regrettable feeling by homeowners is to lose their shelter together with its contents
to perils such as fire, flood and burglary. Despite this uncertainty, home insurance …

[引用][C] ICIR Working Paper Series No. 39/2021

N Grochola, MJ Browne, H Gründl, S Schlütter