Interest rate risk of life insurers: Evidence from accounting data
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References listed on IDEAS
- Ralph S. J. Koijen & Motohiro Yogo, 2015.
"The Cost of Financial Frictions for Life Insurers,"
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More about this item
Keywordslife insurance; interest rate risk; asset liability management; duration gap;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-06-04 (All new papers)
- NEP-DCM-2017-06-04 (Discrete Choice Models)
- NEP-IAS-2017-06-04 (Insurance Economics)
- NEP-MAC-2017-06-04 (Macroeconomics)
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