Shadow Insurance
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- Ralph S. J. Koijen & Motohiro Yogo, 2016. "Shadow Insurance," Econometrica, Econometric Society, vol. 84, pages 1265-1287, May.
- Ralph S. J. Koijen & Motohiro Yogo, 2014. "Shadow Insurance," Swiss Finance Institute Research Paper Series 14-64, Swiss Finance Institute, revised May 2016.
- Ralph S.J. Koijen & Motohiro Yogo, 2013. "Shadow Insurance," NBER Working Papers 19568, National Bureau of Economic Research, Inc.
References listed on IDEAS
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Citations
Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Taking the **Sock** out of FSOC
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-10-29 12:24:21 - A Primer on Securities Lending
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-11-07 19:49:47 - Too Big to Fail: MetLife v. FSOC
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-04-04 17:34:30
Citations
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Cited by:
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"The Limits of Model‐Based Regulation,"
Journal of Finance, American Finance Association, vol. 77(3), pages 1635-1684, June.
- Behn, Markus Wilhelm & Haselmann, Rainer & Vig, Vikrant, 2014. "The limits of model-based regulation," IMFS Working Paper Series 82, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2016. "The limits of model-based regulation," Working Paper Series 1928, European Central Bank.
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2021. "The Limits of Model-Based Regulation," LawFin Working Paper Series 20, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2014. "The limits of model-based regulation," SAFE Working Paper Series 75, Leibniz Institute for Financial Research SAFE.
- Mark Egan & Stefan Lewellen & Adi Sunderam, 2017. "The Cross Section of Bank Value," NBER Working Papers 23291, National Bureau of Economic Research, Inc.
- Puriya Abbassi & Falk Bräuning, 2018.
"The pricing of FX forward contracts: micro evidence from banks’ dollar hedging,"
Working Papers
18-6, Federal Reserve Bank of Boston.
- Abbassi, Puriya & Bräuning, Falk, 2018. "The pricing of FX forward contracts: Micro evidence from banks' dollar hedging," Discussion Papers 42/2018, Deutsche Bundesbank.
- Matteo Benetton, 2017. "Lenders' Competition and Macro-prudential Regulation: A Model of the UK Mortgage Supermarket," 2017 Meeting Papers 1001, Society for Economic Dynamics.
- Stefan Lewellen & Adi Sunderam & Mark Egan, 2017. "The Cross Section of Bank Value," 2017 Meeting Papers 1283, Society for Economic Dynamics.
- Braun, Alexander & Ben Ammar, Semir & Eling, Martin, 2019.
"Asset pricing and extreme event risk: Common factors in ILS fund returns,"
Journal of Banking & Finance, Elsevier, vol. 102(C), pages 59-78.
- Ben Ammar, Semir & Braun, Alexander & Eling, Martin, 2016. "Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns," Working Papers on Finance 1621, University of St. Gallen, School of Finance.
- Shi Chen & Jyh-Horng Lin & Wenyu Yao & Fu-Wei Huang, 2019. "CEO Overconfidence and Shadow-Banking Life Insurer Performance Under Government Purchases of Distressed Assets," Risks, MDPI, vol. 7(1), pages 1-25, March.
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More about this item
Keywords
Special purpose vehicles; Life insurance industry; Capital regulation; Reinsurance; Regulatory arbitrage;All these keywords.
JEL classification:
- L11 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Production, Pricing, and Market Structure; Size Distribution of Firms
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- L51 - Industrial Organization - - Regulation and Industrial Policy - - - Economics of Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IAS-2015-01-03 (Insurance Economics)
- NEP-RMG-2015-01-03 (Risk Management)
Lists
This item is featured on the following reading lists, Wikipedia, or ReplicationWiki pages:- Shadow Insurance (ECTA 2016) in ReplicationWiki
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