Risk Affection and Transmission of News of Conditional Volatility from the Non-Life to Life Insurance Sector
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More about this item
Keywords
Insurance risks; Volatility; Non- Life Insurance; Life Insurance; GJR GARCH;All these keywords.
JEL classification:
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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