Essays about: "Lovisa Youssef"

Found 1 essay containing the words Lovisa Youssef.

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

    University essay from Linköpings universitet/Nationalekonomi

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

    Abstract : 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. READ MORE