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B. Elijah III, J. M. Carson, E. Elyasiani, I. Mansur and W. L. Scott, “Interest Rate Risk and Equity Values of Life Insurance Companies: A Garch-M Model,” Journal of Risk and Insurance, Vol. 74, No. 2, 2007, pp. 401-423. doi:10.1111/j.1539-6975.2007.00218.x

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