Details about Stanisław Wanat
Access statistics for papers by Stanisław Wanat.
Last updated 2021-03-07. Update your information in the RePEc Author Service.
Short-id: pwa678
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Working Papers
2020
- A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector
Papers, arXiv.org  View citations (2)
See also Journal Article A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector, Risks, MDPI (2020) View citations (2) (2020)
- Development and similarity of insurance markets of European Union countries after the enlargement in 2004
Papers, arXiv.org
2019
- A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector
Papers, arXiv.org View citations (2)
- Dependencies and systemic risk in the European insurance sector: Some new evidence based on copula-DCC-GARCH model and selected clustering methods
Papers, arXiv.org View citations (2)
- Linkages and systemic risk in the European insurance sector: Some new evidence based on dynamic spanning trees
Papers, arXiv.org View citations (4)
2016
- Insurance Market Development and Economic Growth in Transition Countries: Some new evidence based on bootstrap panel Granger causality test
MPRA Paper, University Library of Munich, Germany View citations (3)
2014
- Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula
MPRA Paper, University Library of Munich, Germany
- The conditional dependence structure between precious metals: a copula-GARCH approach
MPRA Paper, University Library of Munich, Germany View citations (1)
Journal Articles
2020
- A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector
Risks, 2020, 8, (2), 1-22 View citations (2)
See also Working Paper A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector, Papers (2020) View citations (2) (2020)
2016
- IN SEARCH OF HEDGES AND SAFE HAVENS IN GLOBAL FINANCIAL MARKETS
Statistics in Transition New Series, 2016, 17, (3), 557-574
Also in Statistics in Transition new series, 2016, 17, (3), 557-574 (2016) View citations (1)
Chapters
2018
- Modelling Quantile Premium for Dependent LOBs in Property/Casualty Insurance
Springer
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