2 citations · 5 across the 5 of their papers we have counts for
Showing q-fin.STShow all
3 papers · 1 filter
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…
q-fin.ST2019★ 2 cited
Linkages and systemic risk in the European insurance sector: Some new evidence based on dynamic spanning trees
Anna Denkowska, Stanisław Wanat
This paper is part of the research on the interlinkages between insurers and their contribution to systemic risk on the insurance market. Its main purpose is to present the results…