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

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q-fin.GN2019★ 1 cited

A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector

Anna Denkowska, Stanisław Wanat

This work is an answer to the EIOPA 2017 report. It follows from the latter that in order to assess the potential systemic risk we should take into account the build-up of risk and…