Sökning: "time-frequency dynamics"

Hittade 1 uppsats innehållade orden time-frequency dynamics.

  1. 1. Information Diffusion and Safe Havens : Multi-scale Network Dynamics in the Biotech Markets

    Master-uppsats, Linköpings universitet/Nationalekonomi

    Författare :Lovisa Youssef; Tijana Zelic; [2019]
    Nyckelord :biotech; time-frequency dynamics; connectedness; spillover; systematic risk; safe haven;

    Sammanfattning : This paper analyzes the return connectedness between the biotechnology sector and other financial assets for 1 January 2000 to 31 December 2018, using an empirical approach from both time- and frequency-domain. The results reveal that the connectedness between the biotechnology sector and other financial assets are decreasing with time, entailing high diversification opportunities in the long-run. LÄS MER