Interest Rate Risk and Equity Values of International Life Insurance Companies: A MGARCH Model
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 100 === This research is to explore if a life insurance company’s stock returns is affected by market risk and interest rate risk. Furthermore, it’s also to compare the domestic life insurance companies’related to those in Britain and the States. Here adopted the l...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/00851417212464023856 |