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q-fin.ST2020
Development and similarity of insurance markets of European Union countries after the enlargement in 2004
Anna Denkowska, Stanisław Wanat
The enlargement of the European Union to new countries in 2004 launched mechanisms supporting the development of various social and economic areas, as well as levelling the differe…
q-fin.ST2020★ 1 cited
A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector
Anna Denkowska, Stanisław Wanat
In the present work we analyse the dynamics of indirect connections between insurance companies that result from market price channels. In our analysis we assume that the stock quo…