Essays about: "Katja Rasic"

Found 3 essays containing the words Katja Rasic.

1. 1. The search for safe haven assets in the time of a global pandemic

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Katja Rasic; [2022]
   Keywords : Volatility spillover; diagonal BEKK-GARCH; global pandemic; safe haven; Business and Economics;

   Abstract : The global pandemic has initially negatively influenced the financial markets all over the world. As a consequence, the volatility in the stock markets increased and investors have experienced great monetary losses. READ MORE

3. 2. Bitcoin is not the New Gold: Evidence from the Covid-19 Pandemic

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Katja Rasic; [2021]
   Keywords : Bitcoin; Safe haven; Gold; ARCH; Covid-19; Business and Economics;

   Abstract : The recent market turmoil, caused by the Covid-19 pandemic, has negatively influenced the financial markets all over the world. Therefore, the search for safe haven assets by investors is of great importance. In this area of research, gold has for a long time been considered to be the traditional safe haven asset. READ MORE

4. 3. Investigating the performance of fundamentally-weighted portfolios

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Katja Rasic; [2019]
   Keywords : Fundamental indexation; equally weighted portfolio; performance measures; Atkinson index; Business and Economics;

   Abstract : Market indices based on market capitalization have been argued to be the most mean-variance efficient for a long time. In recent years, this argument has been questioned and other methods of weighting portfolios have been suggested. One of these is the weighting by fundamental indexation. READ MORE