Interest rate risk and equity values of life insurance companies: a GARCH-M model.(generalized autoregressive conditionally heteroskedastic in the mean): An article from: Journal of Risk and Insurance

This digital document is an article from Journal of Risk and Insurance, published by Thomson Gale on June 1, 2007. The length of the article is 12678 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: Interest rate risk and equity values of life insurance companies: a GARCH-M model.(generalized autoregressive conditionally heteroskedastic in the mean)
Author: Elijah, III Brewer
Publication:Journal of Risk and Insurance (Magazine/Journal)
Date: June 1, 2007
Publisher: Thomson Gale
Volume: 74 Issue: 2 Page: 401(23)

Distributed by Thomson Gale