Are insurers SIFIs? A MGARCH model to measure interconnectedness

Author: Podlich N.   Wedow M.  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.20, Iss.7, 2013-05, pp. : 677-681

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract