Chuliá Soler, HelenaGómez-Puig, MartaOlivé Palau, Pere2022-11-282022-11-282022https://hdl.handle.net/2445/191173Treballs 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 PuigIn 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.34 p.application/pdfengcc-by-nc-nd (c) Olivé Palau, 2022http://creativecommons.org/licenses/by-nc-nd/3.0/es/Anàlisi de variànciaRisc (Economia)Risc (Assegurances)Treballs de fi de màsterAnalysis of varianceRiskRisk (Insurance)Master's thesesinfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccess