10 févr. 2022Climate Change and Financial Systemic Risk: Evidence from Us Banks and Insurers"... we investigate how financial system stability, assessed through market-based systemic risk measures (SRMs), relates to...
9 févr. 2022The Rising Interconnectedness of the Insurance Sector"We develop a measure of connectedness using a multifactor model of weekly equity returns. The empirical analysis is conducted from 1973...