SYRTO Working Paper Series: Coupling direction of the European banking and insurance sectors using inter-system recurrence networks

A new SYRTO Working Paper by Peter Martey Addo is out.

In this study the author explores a “two–way” risk connection between the European banking and insurance
sector based on geometrical closeness of observations. Specifically, the study looks at the inter-system recurrence networks in tracing dynamical transitions and detecting coupling direction between these sectors.