Access Statistics for Jan Wilhelm Antell

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 0 5 8 415
Cobreaking of Stock Prices and Contagion 0 0 0 37 0 5 6 210
Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009 0 0 1 75 2 7 11 266
The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series 0 0 0 43 2 6 7 117
Total Working Papers 0 0 1 220 4 23 32 1,008


Journal Article File Downloads Abstract Views
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 1 7 9 173
Countercyclical and time-varying reward to risk and the equity premium 0 0 0 1 0 5 8 20
Expected and realized returns in conditional asset pricing models: A new testing approach 0 0 0 9 1 5 5 43
International asset pricing models and currency risk: Evidence from Finland 1970-2004 0 0 0 102 0 4 6 364
Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009 0 0 0 24 1 3 5 168
Stock market linkages and financial contagion: A cobreaking analysis 0 0 0 121 1 2 6 311
Testing for cointegration between international stock prices 0 0 0 451 1 8 8 1,036
Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation 0 0 0 26 3 9 9 78
The power of bootstrap tests of cointegration rank 0 0 0 1 0 1 2 30
Total Journal Articles 0 0 0 773 8 44 58 2,223


Statistics updated 2026-03-04