most citedLinkages and systemic risk in the European insurance sector: Some new evidence based on dynamic spanning trees

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econ.GN2019★ 1 cited

Dependencies and systemic risk in the European insurance sector: Some new evidence based on copula-DCC-GARCH model and selected clustering methods

Anna Denkowska, Stanisław Wanat

The subject of the present article is the study of correlations between large insurance companies and their contribution to systemic risk in the insurance sector. Our main goal is…