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Reinsurance and Systemic Risk: The Impact of Reinsurer Downgrading on Property–Casualty Insurers
16 references·2 citing·45 second hopsampled
Reinsurance and Systemic Risk: The Impact of Reinsurer Downgrading on Property–Casualty Insurers (2014)Reinsurance and Systemic Risk: The Impact…Systemic Risk and The U.S. Insurance Sector (2014)Systemic Risk and The U.S. In…Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis (2013)Systemic Risk and the Interco…Information effect of entry into credit ratings market: The case of insurers' ratings (2012)Information effect of entry i…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…Econometric Measures of Systemic Risk in the Finance and Insurance Sectors (2010)Econometric Measures of Syste…The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation (2009)The Financial Crisis, Systemi…Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Standard Errors for Pa…Mergers and acquisitions in the US property-liability insurance industry: Productivity and efficiency effects (2007)Mergers and acquisitions in t…The market value impact of operational loss events for US banks and insurers (2006)The market value impact of op…A Reexamination of the Corporate Demand for Reinsurance (2006)A Reexamination of the Corpor…Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Consistent Covariance Matrix …Event Studies in Economics and Finance (1997)Event Studies in Economics an…Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance (1995)Insolvency experience, risk-b…Nonparametric event study tests (1992)Nonparametric event study tes…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…Measuring security price performance (1980)Measuring security price perf…Tail Risk Networks of Insurers Around the Globe: An Empirical Examination of Systemic Risk for G‐SIIs vs Non‐G‐SIIs (2019)Tail Risk Networks of Insurer…RATINGS: IT'S ACCRUAL WORLD (2016)RATINGS: IT'S ACCRUAL WORLDUsing daily stock returns (1985)The journal of financial economics (1993)Shredded Reputation: The Cost of Audit Failure (2002)Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Testing Asymmetric-Information Asset Pricing Models (2012)The theory and practice of econometrics (1986)A panel project on purchasing power parity: Mean reversion within and between countries (1996)The overvaluation of purchasing power parity (1998)Testing for Cross-Sectional Dependence in Panel-Data Models (2006)Effect of foreign direct investments, economic development and energy consumption on greenhouse gas emissions in developing countries (2018)The Event Study Methodology Since 1969 (1998)The Adjustment of Stock Prices to New Information (2003)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong (2009)Mapping the UK Interbank System (2013)Understanding systemic risk induced by climate change (2021)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)Introductory Econometrics for Finance (2008)A NEW MEASURE OF RANK CORRELATION (1938)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Macroprudential capital requirements and systemic risk (2012)Systemic risk in European sovereign debt markets: A CoVaR-copula approach (2014)Syndication, interconnectedness, and systemic risk (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Impacts of urbanization and industrialization on energy consumption/CO2 emissions: Does the level of development matter? (2015)Dynamic relationship among environmental regulation, innovation, CO2 emissions, population, and economic growth in OECD countries: A panel investigation (2019)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)The Determinants of Operational Risk in U.S. Financial Institutions (2011)Home-region orientation in international expansion strategies (2013)The impact of corporate reputation and reputation damaging events on financial performance: Empirical evidence from the literature (2015)Asset pricing and the bid-ask spread (1986)Liquidity Risk and Expected Stock Returns (2003)CoVaR (2016)Measuring Systemic Risk (2016)SRISK: A conditional capital shortfall measure of systemic risk (2017)
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References

  • 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data6,815 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 2007Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence3,354 cited
  • 1980Measuring security price performance3,330 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 1991Event-study methodology under conditions of event-induced variance1,777 cited
  • 1992Nonparametric event study tests669 cited
  • 2009The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation303 cited
  • 2010Econometric Measures of Systemic Risk in the Finance and Insurance Sectors274 cited
  • 2006The market value impact of operational loss events for US banks and insurers247 cited
  • 2007Mergers and acquisitions in the US property-liability insurance industry: Productivity and efficiency effects223 cited
  • 2014Systemic Risk and The U.S. Insurance Sector213 cited
  • 2013Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis182 cited
  • 2006A Reexamination of the Corporate Demand for Reinsurance163 cited
  • 2012Information effect of entry into credit ratings market: The case of insurers' ratings

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152 cited
  • 1995Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance149 cited
  • Cited by

    • 2019Tail Risk Networks of Insurers Around the Globe: An Empirical Examination of Systemic Risk for G‐SIIs vs Non‐G‐SIIs23 cited
    • 2016RATINGS: IT'S ACCRUAL WORLD18 cited