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Wealth Effects of Banks' Rights to Market and Originate Annuities

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Author Info
Arnold R. Cowan (Iowa State University)
Jann C. Howell (Iowa State University)
Mark L. Power (Iowa State University)

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Abstract

We examine wealth effects, for banks and insurers, of bank rights to sell and underwrite annuities. The stock-price reactions to four court and regulatory decisions are consistent with expectations of bank gains at insurers' expense. Cross-sectionally, smaller, riskier insurers with higher distribution costs and substantial annuity business sustain larger wealth losses. Larger, riskier bank holding companies with fee- based and consumer business gain most, consistent with the extension of federal safety-net guarantees as a source of gains. Banking stock-price reactions to the Supreme Court's decision are opposite other findings, possibly reflecting unfulfilled expectations of a broader mandate for expanded bank rights.

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File URL: http://129.3.20.41/eps/fin/papers/0203/0203002.pdf
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Publisher Info
Paper provided by EconWPA in its series Finance with number 0203002.

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Date of creation: 06 Mar 2002
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Handle: RePEc:wpa:wuwpfi:0203002

Note: Type of Document - Acrobat 5.0 PDF; prepared on Windows 2000;
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Web page: http://129.3.20.41

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Related research
Keywords: Annuities; VALIC; financial modernization; deregulation; deposit insurance; Blackfeet National Bank; event studies;

Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies
G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
L51 - Industrial Organization - - Regulation and Industrial Policy - - - Economics of Regulation

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. John J. Binder, 1985. "Measuring the Effects of Regulation with Stock Price Data," RAND Journal of Economics, The RAND Corporation, vol. 16(2), pages 167-183, Summer. [Downloadable!] (restricted)
  2. John, Kose & John, Teresa A. & Senbet, Lemma W., 1991. "Risk-shifting incentives of depository institutions: A new perspective on federal deposit insurance reform," Journal of Banking & Finance, Elsevier, vol. 15(4-5), pages 895-915, September. [Downloadable!] (restricted)
  3. Marcia Cornett & Hamid Mehran & Hassan Tehranian, 1998. "The Impact of Risk-Based Premiums on FDIC-Insured Institutions," Journal of Financial Services Research, Springer, vol. 13(2), pages 153-169, April. [Downloadable!] (restricted)
  4. Keeley, Michael C, 1990. "Deposit Insurance, Risk, and Market Power in Banking," American Economic Review, American Economic Association, vol. 80(5), pages 1183-1200, December. [Downloadable!] (restricted)
  5. Fred Furlong & Simon Kwan, 1999. "Financial modernization and regulation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Dec 31. [Downloadable!]
  6. Fred Furlong & Simon Kwan, 1999. "Financial Modernization and Regulation," Journal of Financial Services Research, Springer, vol. 16(2), pages 95-100, December. [Downloadable!] (restricted)
  7. Karafiath, Imre, 1988. "Using Dummy Variables in the Event Methodology," The Financial Review, Eastern Finance Association, vol. 23(3), pages 351-57, August.
  8. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May. [Downloadable!] (restricted)
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Cited by:
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  1. Kenneth A. Carow & Edward J. Kane, 2001. "Event-Study Evidence of the Value of Relaxing Longstanding Regulatory Restraints on Banks, 1970-2000," NBER Working Papers 8594, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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