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http://hdl.handle.net/2445/191173
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DC Field | Value | Language |
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dc.contributor.advisor | Chuliá Soler, Helena | - |
dc.contributor.advisor | Gómez-Puig, Marta | cat |
dc.contributor.author | Olivé Palau, Pere | - |
dc.date.accessioned | 2022-11-28T11:43:56Z | - |
dc.date.available | 2022-11-28T11:43:56Z | - |
dc.date.issued | 2022 | - |
dc.identifier.uri | http://hdl.handle.net/2445/191173 | - |
dc.description | Treballs 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 Puig | ca |
dc.description.abstract | In 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 levels. | ca |
dc.format.extent | 34 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | ca |
dc.rights | cc-by-nc-nd (c) Olivé Palau, 2022 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.source | Màster Oficial - Ciències Actuarials i Financeres (CAF) | - |
dc.subject.classification | Anàlisi de variància | cat |
dc.subject.classification | Risc (Economia) | cat |
dc.subject.classification | Risc (Assegurances) | cat |
dc.subject.classification | Treballs de fi de màster | cat |
dc.subject.other | Analysis of variance | eng |
dc.subject.other | Risk | eng |
dc.subject.other | Risk (Insurance) | eng |
dc.subject.other | Master's theses | eng |
dc.title | Evolution of Connectedness Level of European Credit and Insurace Firms | ca |
dc.type | info:eu-repo/semantics/masterThesis | ca |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
Appears in Collections: | Màster Oficial - Ciències Actuarials i Financeres (CAF) |
Files in This Item:
File | Description | Size | Format | |
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TFM-CAF_OlivePalau.pdf | 2.55 MB | Adobe PDF | View/Open |
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