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 1 9 416
Cobreaking of Stock Prices and Contagion 0 0 0 37 0 1 7 211
Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009 0 0 1 75 3 5 14 269
The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series 0 0 0 43 2 4 9 119
Total Working Papers 0 0 1 220 5 11 39 1,015


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 4 5 13 177
Countercyclical and time-varying reward to risk and the equity premium 0 0 0 1 5 5 13 25
Expected and realized returns in conditional asset pricing models: A new testing approach 0 0 0 9 0 3 7 45
International asset pricing models and currency risk: Evidence from Finland 1970-2004 0 0 0 102 0 0 6 364
Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009 0 0 0 24 1 3 7 170
Stock market linkages and financial contagion: A cobreaking analysis 0 0 0 121 2 4 9 314
Testing for cointegration between international stock prices 0 0 0 451 1 2 9 1,037
Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation 0 0 0 26 3 6 12 81
The power of bootstrap tests of cointegration rank 0 0 0 1 4 4 6 34
Total Journal Articles 0 0 0 773 20 32 82 2,247


Statistics updated 2026-05-06