• Volatility connectedness across USA and European insurance companies 

    Arroyo Juarez, Adrià (Universitat Politècnica de Catalunya / Universitat de Barcelona, 2017-01)
    Projecte Final de Màster Oficial
    Accés restringit per decisió de l'autor
    In this master thesis, we investigate the directional connectedness between insurance companies from USA and Europe over the period 2000 to 2015. We perform a static and dynamic analysis to measure volatility connectedness ...