Access Statistics for Jan Wilhelm Antell

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series	0	0	0	65	3	5	6	413
Cobreaking of Stock Prices and Contagion	0	0	0	37	1	2	2	206
Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009	0	1	1	75	2	6	7	261
The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series	0	0	0	43	1	2	2	112
Total Working Papers	0	1	1	220	7	15	17	992

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bootstrap and fast double bootstrap tests of cointegration rank with financial time series	0	0	0	38	3	5	5	169
Countercyclical and time-varying reward to risk and the equity premium	0	0	0	1	4	5	7	19
Expected and realized returns in conditional asset pricing models: A new testing approach	0	0	0	9	0	0	0	38
International asset pricing models and currency risk: Evidence from Finland 1970-2004	0	0	0	102	1	3	3	361
Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009	0	0	0	24	1	3	4	166
Stock market linkages and financial contagion: A cobreaking analysis	0	0	0	121	1	4	8	310
Testing for cointegration between international stock prices	0	0	0	451	3	3	3	1,031
Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation	0	0	0	26	2	2	2	71
The power of bootstrap tests of cointegration rank	0	0	0	1	1	1	3	30
Total Journal Articles	0	0	0	773	16	26	35	2,195

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Statistics updated 2026-01-09