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Interest Rate Risk and Equity Values of Life Insurance Companies: A GARCH-M Model
Elijah Brewer III, James M. Carson, Elyas Elyasiani, Iqbal Mansur and William L. ScottVolume:
74
Langue:
english
Journal:
The Journal of Risk and Insurance
DOI:
10.2307/4138442
Date:
June, 2007
Fichier:
PDF, 2.69 MB
english, 2007