FINANCIAL INTERMEDIARIES’ ASSET–LIABILITY DEPENDENCY AND LOW-INTEREST-RATE ENVIRONMENT: EVIDENCE FROM EU LIFE INSURERS

FINANCIAL INTERMEDIARIES’ ASSET–LIABILITY DEPENDENCY AND LOW-INTEREST-RATE ENVIRONMENT: EVIDENCE FROM EU LIFE INSURERS

This research studies the relationships between the two sides of life insurers’ balance sheet and investigates whether and how they changed during recent past years, when European Central Bank monetary policy drove market rates to unprecedented low levels. By using a canonical correlation analysis,...

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Bibliographic Details
Main Authors: DOMENICO CURCIO, NICOLA BORRI, ROSARIA CERRONE, ROSA COCOZZA
Format: Article
Language:English
Published: World Scientific Publishing 2019-06-01
Series:Journal of Financial Management, Markets and Institutions
Subjects:
insurance companies
asset–liability dependency
balance sheet
interest rates
canonical correlation
Online Access:http://www.worldscientific.com/doi/epdf/10.1142/S2282717X19400036

Internet

http://www.worldscientific.com/doi/epdf/10.1142/S2282717X19400036

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