Determinants of Derivative Usage in the Life and General Insurance Industry: The Australian Evidence
Author
Abstract
Suggested Citation
DOI: 10.1142/S0219091503001146
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Bodnar, Gordon M. & Gebhardt, Günther, 1998.
"Derivatives usage in risk management by U.S. and German non-financial firms: A comparative survey,"
CFS Working Paper Series
1998/17, Center for Financial Studies (CFS).
- Bodnar, G.M. & Gebhart, G., 1998. "Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey," Weiss Center Working Papers 98-03, Wharton School - Weiss Center for International Financial Research.
- Gordon M. Bodnar & Gunther Gebhardt, 1998. "Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey," NBER Working Papers 6705, National Bureau of Economic Research, Inc.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Sinha, Pankaj & Sharma, Sakshi, 2016. "Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model," MPRA Paper 72251, University Library of Munich, Germany.
- Hong Zou & Min-Ming Wen & Charles Yang & Mulong Wang, 2012. "Underwriting and investment risks in the property-liability insurance industry: evidence prior to the 9–11 event," Review of Quantitative Finance and Accounting, Springer, vol. 38(1), pages 25-46, January.
- Chuang-Chang Chang & Keng-Yu Ho & Yu-Jen Hsiao, 2018. "Derivatives usage for banking industry: evidence from the European markets," Review of Quantitative Finance and Accounting, Springer, vol. 51(4), pages 921-941, November.
- Liu, Hui-Hsuan & Chang, Ariana & Shiu, Yung-Ming, 2020. "Interest rate derivatives and risk exposure: Evidence from the life insurance industry," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- I Wayan Nuka Lantara, 2012. "The Use of Derivatives as a Risk Management Instrument: Evidence from Indonesian Non-Financial Firms," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 11(1), pages 45-62, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Viviana Alejandra Alfonso Corredor, 2018. "El uso de forwards peso dólar en las empresas colombianas del sector real," Borradores de Economia 1058, Banco de la Republica de Colombia.
- Paweł Ożga, 2012. "Instrumenty pochodne w spółkach notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 127-151.
- Kapitsinas, Spyridon, 2008. "Derivatives Usage in Risk Management by Non-Financial Firms: Evidence from Greece," MPRA Paper 10945, University Library of Munich, Germany.
- Gatopoulos, Georgios & Loubergé, Henri, 2013. "Combined use of foreign debt and currency derivatives under the threat of currency crises: The case of Latin American firms," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 54-75.
- Ingo Fender, 2000. "The impact of corporate risk management on monetary policy transmission: some empirical evidence," BIS Working Papers 95, Bank for International Settlements.
- Michael G. Papaioannou, 2006.
"Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms,"
South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 4(2), pages 129-146.
- Mr. Michael G. Papaioannou, 2006. "Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms," IMF Working Papers 2006/255, International Monetary Fund.
- Moguillansky, Graciela, 2003. "Corporate risk management and exchange rate volatility in Latin America," Series Históricas 7800, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Bartram, Söhnke M., 2004. "The Use of Options in Corporate Risk Management," MPRA Paper 6663, University Library of Munich, Germany.
- Chaudhry, Dr. Naveed Iqbal & Mehmood, Mian Saqib & Mehmood, Asif, 2014. "Determinants of corporate hedging policies and derivatives usage in risk management practices of non-financial firms," MPRA Paper 57562, University Library of Munich, Germany, revised 26 Jul 2014.
- Flavio Bazzana & Monica Potrich, 2002. "Il risk management nelle medie imprese del Nord Est: risultati di un'indagine," Alea Tech Reports 016, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
- Katalin Bodnár, 2009. "Exchange rate exposure of Hungarian enterprises – results of a survey," MNB Occasional Papers 2009/80, Magyar Nemzeti Bank (Central Bank of Hungary).
- Lantara I Wayan Nuka & Takao Atsushi, 2013. "The Determinants of the Use of Derivatives in the Japanese Insurance Companies," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 8(1), pages 57-81, July.
- Adam, Tim R. & Fernando, Chitru S., 2006. "Hedging, speculation, and shareholder value," Journal of Financial Economics, Elsevier, vol. 81(2), pages 283-309, August.
- Hjalmar Böhm & Michael Funke, 2001.
"Does the Nominal Exchange Rate Regime Matter for Investment?,"
CESifo Working Paper Series
578, CESifo.
- Hjalmar Böhm & Michael Funke, 2001. "Does the Nominal Exchange Rate Regime Matter for Investment?," Quantitative Macroeconomics Working Papers 20105, Hamburg University, Department of Economics.
- Graciela Moguillansky, 2002. "Non-Financial Corporate Risk Management and Exchange Rate Volatility in Latin America," WIDER Working Paper Series DP2002-30, World Institute for Development Economic Research (UNU-WIDER).
- Fatemi, Ali & Luft, Carl, 2002. "Corporate risk management: Costs and benefits," Global Finance Journal, Elsevier, vol. 13(1), pages 29-38.
- Chansog Kim & Christos Pantzalis & Jung Chul Park, 2014. "Do Family Owners Use Firm Hedging Policy to Hedge Personal Undiversified Wealth Risk?," Financial Management, Financial Management Association International, vol. 43(2), pages 415-444, June.
- Ales S. Berk & Jozko Peterlin & Mitja Cok, 2009. "Corporate Risk Management in Slovenian Firms," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 7(3), pages 281-306.
- Argenton, Cédric & Willems, Bert, 2015.
"Exclusion through speculation,"
International Journal of Industrial Organization, Elsevier, vol. 39(C), pages 1-9.
- Argenton, C. & Willems, Bert, 2010. "Exclusion Through Speculation," Other publications TiSEM af38cac2-1854-41b2-924e-5, Tilburg University, School of Economics and Management.
- Cédric Argenton & Bert Willems, 2011. "Exclusion through speculation," RSCAS Working Papers 2011/63, European University Institute.
- Argenton, C. & Willems, Bert, 2010. "Exclusion Through Speculation," Discussion Paper 2010-83, Tilburg University, Center for Economic Research.
- Gianluca Bison & Loriana Pellizzon & Domenico Sartore, 2002. "La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati," Moneta e Credito, Economia civile, vol. 55(217), pages 55-75.
More about this item
Keywords
Risk management; derivative usage; hedging; insurance companies;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
- G3 - Financial Economics - - Corporate Finance and Governance
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:rpbfmp:v:06:y:2003:i:04:n:s0219091503001146. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscinet.com/rpbfmp/rpbfmp.shtml .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.