Dynamic minimum spanning trees built from copula-DCC-GARCH correlations show that European insurers' networks shrink during financial crises and are reported to be scale-free throughout 2005-2019.
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Linkages and systemic risk in the European insurance sector: Some new evidence based on dynamic spanning trees
Dynamic minimum spanning trees built from copula-DCC-GARCH correlations show that European insurers' networks shrink during financial crises and are reported to be scale-free throughout 2005-2019.