Auflistung nach Autor "Sottocornola, Matteo"

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    • Insurance Activities and Systemic Risk 

      Berdin, Elia; Sottocornola, Matteo (2015-12-01)
      This paper investigates systemic risk in the insurance industry. We first analyze the systemic contribution of the insurance industry vis-à-vis other industries by applying 3 measures, namely the linear Granger causality ...

    • The Impact of Monetary Policy Interventions on the Insurance Industry 

      Pelizzon, Loriana; Sottocornola, Matteo (2018-03-01)
      This paper investigates the effect of the conventional and unconventional (e.g. Quantitative Easing - QE) monetary policy intervention on the insurance industry. We first analyze the impact on the stock performances of 166 ...