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dc.contributor.advisorChuliá Soler, Helena-
dc.contributor.advisorGómez-Puig, Martacat
dc.contributor.authorOlivé Palau, Pere-
dc.descriptionTreballs Finals del Màster de Ciències Actuarials i Financeres, Facultat d'Economia i Empresa, Universitat de Barcelona, Curs: 2021-2022, Tutor: Helena Chuliá Soler ; Marta Goméz Puigca
dc.description.abstractIn this paper it’s proposed an analytical study of the economical European environment, focusing into credit and insurance sectors. Measuring the volatility connectedness of a sample composed by insurance and credit firms, using the variance decomposition approach, it’s pretended to, in first term, analyse if the economic and political grade of integration in the European Union has been implemented into this sectors, and also study the evolution of these measures as a historical series, in aim to understand better how the economic cycle and different extraordinary or significant events affects to the connectedness
dc.format.extent34 p.-
dc.rightscc-by-nc-nd (c) Olivé Palau, 2022-
dc.sourceMàster Oficial - Ciències Actuarials i Financeres (CAF)-
dc.subject.classificationAnàlisi de variànciacat
dc.subject.classificationRisc (Economia)cat
dc.subject.classificationRisc (Assegurances)cat
dc.subject.classificationTreballs de fi de màstercat
dc.subject.otherAnalysis of varianceeng
dc.subject.otherRisk (Insurance)eng
dc.subject.otherMaster's theseseng
dc.titleEvolution of Connectedness Level of European Credit and Insurace Firmsca
Appears in Collections:Màster Oficial - Ciències Actuarials i Financeres (CAF)

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