Systemic risk and real economic activity: a south african insurance stress index of systemic risk

HIGHLIGHTS

  • who: Publication date and collaborators from the Asian Academy of School of Economics, University of Johannesburg, Auckland Park-2006, South Africa have published the article: SYSTEMIC RISK AND REAL ECONOMIC ACTIVITY: A SOUTH AFRICAN INSURANCE STRESS INDEX OF SYSTEMIC RISK, in the Journal: (JOURNAL) of 13/Nov/2007
  • what: This study investigates the link between systemic risk in the South African insurance sector real economic activity in South Africa. The authors present how the authors construct the six systemic risk measures used in the analysis . The authors investigate the directionality of the relationship between the . . .

     

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