IDEAS home Printed from https://ideas.repec.org/a/rsr/supplm/v64y2016i11p55-66.html
   My bibliography  Save this article

The evolution of the insurances market in Romania

Author

Listed:
  • Gabriela ANGHELACHE

    (Academia de Studii Economice din Bucuresti)

  • Alexandru MANOLE

    (Universitatea „Artifex” din Bucuresti)

  • Mugurel POPOVICI

    (Universitatea „Artifex” din Bucuresti)

Abstract

In this paper, the authors develop on the evolution of the insurance market in Romania. The analysis focuses on the key parameters’ evolution, such as the assets of the financial sector as part of the Gross Domestic Product, the insurances density, the penetration degree, the subscribed premiums, the structure on insurance types/segments, the situation of life and dwellings insurance, as particular types of insurance. The authors use tables and charts to present data, and the analysis is made based on these data.

Suggested Citation

  • Gabriela ANGHELACHE & Alexandru MANOLE & Mugurel POPOVICI, 2016. "The evolution of the insurances market in Romania," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(11), pages 55-66, November.
    • Handle: RePEc:rsr:supplm:v:64:y:2016:i:11:p:55-66
    as

    Download full text from publisher

    File URL: http://www.revistadestatistica.ro/supliment/wp-content/uploads/2016/12/rrss_11_2016_A03_en.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. √Íscar Jord√Ä & Moritz Schularick & Alan M. Taylor, 2013. "When Credit Bites Back," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 3-28, December.
    2. Bryan Kelly & Seth Pruitt, 2013. "Market Expectations in the Cross-Section of Present Values," Journal of Finance, American Finance Association, vol. 68(5), pages 1721-1756, October.
    3. Hanson, Samuel G. & Stein, Jeremy C., 2015. "Monetary policy and long-term real rates," Journal of Financial Economics, Elsevier, vol. 115(3), pages 429-448.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. repec:hal:spmain:info:hdl:2441/74362fq3f99s299n07e84dlcib is not listed on IDEAS
    2. Neuhierl, Andreas & Weber, Michael, 2019. "Monetary policy communication, policy slope, and the stock market," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 140-155.
    3. Ricardo J. Caballero & Alp Simsek, 2019. "Prudential Monetary Policy," NBER Working Papers 25977, National Bureau of Economic Research, Inc.
    4. Stefan Behrendt, 2017. "Low Long-Term Interest Rates - An alternative View," Jena Economics Research Papers 2017-001, Friedrich-Schiller-University Jena.
    5. Jeremy C. Stein, 2021. "Can Policy Tame the Credit Cycle?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(1), pages 5-22, March.
    6. Cieslak, Anna & Schrimpf, Andreas, 2019. "Non-monetary news in central bank communication," Journal of International Economics, Elsevier, vol. 118(C), pages 293-315.
    7. repec:spo:wpmain:info:hdl:2441/74362fq3f99s299n07e84dlcib is not listed on IDEAS
    8. David López-Salido & Jeremy C. Stein & Egon Zakrajšek, 2017. "Credit-Market Sentiment and the Business Cycle," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(3), pages 1373-1426.
    9. Jiménez, Gabriel & Kuvshinov, Dmitry & Peydro, Jose-Luis & Richter, Björn, 2022. "Monetary policy, inflation, and crises: New evidence from history and administrative data," CEPR Discussion Papers 17761, C.E.P.R. Discussion Papers.
    10. Valentin Haddad & Serhiy Kozak & Shrihari Santosh, 2017. "Predicting Relative Returns," NBER Working Papers 23886, National Bureau of Economic Research, Inc.
    11. Cieslak, Anna & Pang, Hao, 2020. "Common shocks in stocks and bonds," CEPR Discussion Papers 14708, C.E.P.R. Discussion Papers.
    12. Maximilian Grimm & Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2023. "Loose Monetary Policy and Financial Instability," Working Paper Series 2023-06, Federal Reserve Bank of San Francisco.
    13. Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022. "Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges," Staff Reports 1003, Federal Reserve Bank of New York.
    14. Blot, Christophe & Hubert, Paul & Labondance, Fabien, 2024. "The asymmetric effects of monetary policy on stock price bubbles," European Economic Review, Elsevier, vol. 168(C).
    15. David Aikman & Andreas Lehnert & J. Nellie Liang & Michele Modugno, 2016. "Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy," Finance and Economics Discussion Series 2016-055, Board of Governors of the Federal Reserve System (U.S.).
    16. Antonio Falato & David Scharfstein, 2016. "The Stock Market and Bank Risk-Taking," NBER Working Papers 22689, National Bureau of Economic Research, Inc.
    17. Cieslak, Anna & Pang, Hao, 2021. "Common shocks in stocks and bonds," Journal of Financial Economics, Elsevier, vol. 142(2), pages 880-904.
    18. Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," European Economic Review, Elsevier, vol. 119(C), pages 333-355.
    19. Mikel Bedayo & Gabriel Jiménez & José-Luis Peydró & Raquel Vegas, 2020. "Screening and Loan Origination Time: Lending Standards, Loan Defaults and Bank Failures," Working Papers 1215, Barcelona School of Economics.
    20. Gu, Chen & Kurov, Alexander & Wolfe, Marketa Halova, 2018. "Relief Rallies after FOMC Announcements as a Resolution of Uncertainty," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 1-18.
    21. Bauer, Michael D. & Neely, Christopher J., 2014. "International channels of the Fed's unconventional monetary policy," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 24-46.
    22. repec:zbw:bofrdp:2016_016 is not listed on IDEAS
    23. Couaillier, Cyril & Scalone, Valerio, 2024. "Risk-to buffer: setting cyclical and structural banks capital requirements through stress test," Working Paper Series 2966, European Central Bank.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rsr:supplm:v:64:y:2016:i:11:p:55-66. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Adrian Visoiu (email available below). General contact details of provider: https://edirc.repec.org/data/stagvro.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.