Muteba Mwamba, John; Angaman, Ehounou Serge Eloge Florentin - In: International Journal of Financial Studies : open … 9 (2021) 2, pp. 1-17
insurance sector. We also employ the generalized autoregressive score model (GAS) to capture the dynamic asymmetric dependence … company in the South African insurance sector. Our findings defy common belief whereby only banks are systemically risky …