Interconnectedness of Global Systemically-Important Banks and Insurers

Interconnectedness of Global Systemically-Important Banks and Insurers
Interconnectedness among global systemically important banks (GSIBs) and global systemically important insurers (GSIIs) has important financial stability implications. This paper examines connectedness among United States, European and Asian GSIBs and GSIIs, using publicly-available daily equity returns and intra-day volatility data from October... READ MORE...

Publication date: September 2017
ISBN 9781484320716
$18.00

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