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A Cointegration Analysis of the Relationship between Underwriting Margins and Interest Rates: 1930-1989
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A Cointegration Analysis of the Relationship between Underwriting Margins and Interest Rates: 1930-1989 (1993)A Cointegration Analysis of the Relations…Impulse response analysis of cointegrated systems (1992)Impulse response analysis of …The Liability Insurance Market (1991)The Liability Insurance MarketStatistical and Financial Models of Insurance Pricing and the Insurance Firm (1991)Statistical and Financial Mod…Cointegration: how short is the long run? (1991)Cointegration: how short is t…The Liability Crisis and the Dynamics of Competitive Insurance Markets (1988)The Liability Crisis and the …Risk‐Based Premiums for Insurance Guaranty Funds (1988)Risk‐Based Premiums for Insur…Investment Income and Profit Margins in Property-Liability Insurance: Theory and Empirical Results (1987)Investment Income and Profit …Fair Rate of Return in Property-Liability Insurance (1987)Fair Rate of Return in Proper…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The theory and practice of econometrics (1986)The theory and practice of ec…Price Regulation in Property‐Liability Insurance: A Contingent‐Claims Approach (1986)Price Regulation in Property‐…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Ratemaking Methods and Profit Cycles in Property and Liability Insurance (1985)Ratemaking Methods and Profit…Profit Regulation in Property-Liability Insurance (1979)Profit Regulation in Property…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Studies in the Theory of Capital Markets. (1973)Risk-adjusted discount rates and capital budgeting under uncertainty (1977)The Impact of Rate Regulation on Prices and Underwriting Results in the Property-Liability Insurance Industry: A Survey (1984)Property-Liability Insurance Rate Regulation: Estimation of Underwriting Betas Using Quarterly Profit Data (1985)Pricing and capital allocation in catastrophe insurance (2002)From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’ (2017)Time Series Analysis: Forecasting and Control (1977)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Generalised Impulse Response Analysis in Linear Multivariate Models (1997)An Empirical Analysis of Analysts' Target Prices: Short‐term Informativeness and Long‐term Dynamics (2003)The structure of interdependence in international stock markets (2003)Optimum consumption and portfolio rules in a continuous-time model (1971)Option pricing when underlying stock returns are discontinuous (1976)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Capital and risk in property-liability insurance markets (1996)The Impact of Firm Risk on Property-Liability Insurance Prices (1996)Capital Allocation for Insurance Companies (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Pricing of Options and Corporate Liabilities (1973)Rational Insurance Purchasing: Consideration of Contract Nonperformance (1990)Long memory processes and fractional integration in econometrics (1996)An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)CO2 emissions and financial development in an emerging economy: An augmented VAR approach (2015)Asset pricing and the bid-ask spread (1986)The Effect of National Culture on the Choice of Entry Mode (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1986The theory and practice of econometrics4,342 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1991Cointegration: how short is the long run?564 cited
  • 1992Impulse response analysis of cointegrated systems433 cited
  • 1988Risk‐Based Premiums for Insurance Guaranty Funds284 cited
  • 1986Price Regulation in Property‐Liability Insurance: A Contingent‐Claims Approach234 cited
  • 1987Investment Income and Profit Margins in Property-Liability Insurance: Theory and Empirical Results199 cited
  • 1979Profit Regulation in Property-Liability Insurance162 cited
  • 1985Ratemaking Methods and Profit Cycles in Property and Liability Insurance154 cited
  • 1991Statistical and Financial Models of Insurance Pricing and the Insurance Firm150 cited
  • 1987Fair Rate of Return in Property-Liability Insurance103 cited
  • 1988The Liability Crisis and the Dynamics of Competitive Insurance Markets

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102 cited
  • 1991The Liability Insurance Market102 cited
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