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  • Photo du rédacteurHélène Dufour

The Rising Interconnectedness of the Insurance Sector

"We develop a measure of connectedness using a multifactor model of weekly equity returns. The empirical analysis is conducted from 1973 to 2018, for 16 developed countries, at both the sectoral and institution levels. The results indicate that, unlike other sectors, the connectedness level of the insurance industry has strengthened over time. "

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