Avino, D. ; Cotter, J. Sovereign and bank CDS spreads: two sides of the same coin?. 2014 J. Int. Financ. Markets Inst. Money. 32 72-85
- Bank of England and Procyclicality Working Group, Procyclicality and Structural Trends in Investment Allocation by Insurance Companies and Pension Funds. 2014 :
Paper not yet in RePEc: Add citation now
Battistini, N. ; Pagano, M. ; Simonelli, S. Systemic risk, sovereign yields and bank exposures in the euro crisis. 2014 Econ. Policy. 29 203-251
Becker, B. ; Ivashina, V. Reaching for yield in the bond market. 2015 J. Finance. 70 1863-1902
- Becker, B. ; Opp, M. Regulatory Reform and Risk-Taking: Replacing Ratings. 2014 :
Paper not yet in RePEc: Add citation now
Bernanke, B. ; Gertler, M. ; Gilchrist, S. The financial accelerator and the flight to quality. 1996 Rev. Econ. Stat.. 78 1-15
Billio, M. ; Getmansky, M. ; Lo, A.W. ; Pelizzon, L. Econometric measures of connectedness and systemic risk in the finance and insurance sectors. 2012 J. Financ. Econ.. 104 535-559
Broner, F.A. ; Gelos, R.G. ; Reinhart, C.M. When in peril, retrench: testing the portfolio channel of contagion. 2006 J. Int. Econ.. 69 203-230
Butler, A.W. Distance still matters: evidence from municipal bond underwriting. 2008 Rev. Financ. Stud.. 21 763-784
Cetorelli, N. ; Goldberg, L.S. Global banks and international shock transmission: evidence from the crisis. 2011 IMF Econ. Rev.. 59 41-76
Chan, K. ; Covrig, V. ; Ng, L. What determines the domestic bias and foreign bias? Evidence from mutual fund equity allocations worldwide. 2005 J. Finance. 60 1495-1534
Cummins, J.D. ; Weiss, M.A. Systemic risk and the U.S. insurance sector. 2014 J. Risk Insur.. 81 489-528
Curcuru, S.E. ; Thomas, C.P. ; Warnock, F.E. ; Wongswan, J. US international equity investment and past and prospective returns. 2011 Am. Econ. Rev.. 101 3440-3455
Davis, E.P. Prudent person rules or quantitative restrictions? The regulation of long-term institutional investors’ portfolios. 2002 J. Pensions Econ. Finance. 1 157-191
De Bruyckere, V. ; Gerhardt, M. ; Schepens, G. ; Vander Vennet, R. Bank/sovereign risk spillovers in the European debt crisis. 2013 J. Bank. Finance. 37 4793-4809
De Haan, L. ; Kakes, J. Are non-risk based capital requirements for insurance companies binding?. 2010 J. Bank. Finance. 34 1618-1627
De Haan, L. ; Kakes, J. Momentum or contrarian investment strategies: evidence from Dutch institutional investors. 2011 J. Bank. Finance. 35 2245-2251
De Haas, R. ; Van Horen, N. Running for the exit? International bank lending during a financial crisis. 2013 Rev. Financ. Stud.. 26 244-285
Del Guercio, D. The distorting effect of the prudent-man laws on institutional equity investments. 1996 J. Financ. Econ.. 40 31-62
- DNB, Assets Permitted as Cover for Technical Provisions. 2007 :
Paper not yet in RePEc: Add citation now
Eling, M. ; Pankoke, D. Systemic Risk in the Insurance Sector: Review and Directions for Future Research. 2014 :
Ellul, A. ; Jotikasthira, C. ; Lundblad, C.T. Regulatory pressure and fire sales in the corporate bond market. 2011 J. Financ. Econ.. 101 596-620
Ellul, A. ; Jotikasthira, C. ; Lundblad, C.T. ; Wang, Y. Is historical cost accounting a panacea? Market stress, incentive distortions, and gains trading. 2015 J. Finance. 70 2489-2538
Engle, R. ; Jondeau, E. ; Rockinger, M. Systemic risk in Europe. 2015 Rev. Finance. 19 145-190
Ferreira, M.A. ; Matos, P. The colors of investors’ money: the role of institutional investors around the world. 2008 J. Financ. Econ.. 88 499-533
- Financial Stability Board, 2014 Update of List of Global Systemically Important Insurers (G-SIIs). 2014 :
Paper not yet in RePEc: Add citation now
- Giannetti, M. ; Kahraman, B. Who Trades Against Mispricing?. 2014 :
Paper not yet in RePEc: Add citation now
Giannetti, M. ; Laeven, L. The flight home effect: Evidence from the syndicated loan market during financial crises. 2012 J. Financ. Econ.. 104 23-43
Grammatikos, T. ; Vermeulen, R. Transmission of the financial and sovereign debt crises to the EMU: stock prices, CDS spreads and exchange rates. 2012 J. Int. Money Finance. 31 517-533
Grinblatt, M. ; Keloharju, M. The investment behavior and performance of various investor types: a study of Finland's unique data set. 2000 J. Financ. Econ.. 55 43-67
Grinblatt, M. ; Titman, S. ; Wermers, R. Momentum investment strategies, portfolio performance, and herding: a study of mutual fund behavior. 1995 Am. Econ. Rev.. 85 1088-1105
- Hanley, K.W. ; Nikolova, S. The Removal of Credit Ratings from Capital Regulation: Implications for Systemic Risk. 2014 :
Paper not yet in RePEc: Add citation now
- Hildebrand, T. ; Rocholl, J. ; Schulz, A. Flight to Where? Evidence from Bank Investments During the Financial Crisis. 2012 :
Paper not yet in RePEc: Add citation now
- IAIS, Global Systemically Important Insurers: Updated Assessment Methodology. 2016, June :
Paper not yet in RePEc: Add citation now
- IMF, Long-term Investors and Their Asset Allocation: Where Are They Now?. 2011, October :
Paper not yet in RePEc: Add citation now
Jotikasthira, C. ; Lundblad, C. ; Ramadorai, T. Asset fire sales and purchases and the international transmission of funding shocks. 2012 J. Finance. 67 2015-2050
Koijen, R. ; Yogo, M. The cost of financial frictions for life insurers. 2015 Am. Econ. Rev.. 105 445-475
Lane, P. ; Milesi-Feretti, G.-M. The external wealth of nations mark II: revised and extended estimates of foreign assets and liabilities, 1970–2004. 2007 J. Int. Econ.. 73 223-250
- Mühlnickel, J. ; Weiß, G.N.F. Consolidation and systemic risk in the international insurance industry. 2015 J. Financ. Stab.. 18 187-202
Paper not yet in RePEc: Add citation now
Manconi, A. ; Massa, M. ; Yasuda, A. The role of institutional investors in propagating the crisis of 2007–2008. 2012 J. Financ. Econ.. 104 491-518
Merrill, C.B. ; Nadauld, T. ; Stulz, R.M. ; Sherlund, S.M. Were There Fire Sales in the RMBS Market?. 2014 :
Portes, R. ; Rey, H. The determinants of cross-border equity flows. 2005 J. Int. Econ.. 65 269-296
Raddatz, C. ; Schmukler, S. On the international transmission of shocks: micro-evidence from mutual fund portfolios. 2012 J. Int. Econ.. 88 357-374
- Van Binsbergen, J. ; Brandt, M.W. Optimal asset allocation in asset liability management. 2016 En : Veronesi, P. Handbook of Fixed Income Securities. Wiley:
Paper not yet in RePEc: Add citation now
Vermeulen, R. International diversification during the financial crisis: a blessing for equity investors?. 2013 J. Int. Money Finance. 35 104-123