articleSSRN Electronic JournalJan 1, 2011GREEN OA

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

MBMonica BillioAWAndrew W. LoMGMila Getmansky ShermanLPLoriana Pelizzon

Ca' Foscari University of Venice · Venice International University · +3 more institutions

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Topics & keywords

Topics
Keywords
  • Systemic risk
  • Social connectedness
  • Actuarial science
  • Econometric model
  • Economics
  • Business
  • Econometrics
  • Macroeconomics
UN Sustainable Development Goals
  • Decent work and economic growth
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