Blar i Brage INN på emneord "Wavelets"
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Systematic risk in the biopharmaceutical sector: a multiscale approach
(Peer reviewed; Journal article, 2021)It is well documented that the biopharmaceutical sector has exhibited weak financial returns,contributing to underinvestment. Innovations in the industry carry high risks; however, ananalysis of systematic risk and return ... -
Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience
(Peer reviewed; Journal article, 2021)The Australian financial sector (AFS) is highly concentrated and interconnected. Besides, Australian banks' lending portfolios are dominated by residential mortgage loans, and 70% of insurance companies' revenues arise ...