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 0 0 407
Cobreaking of Stock Prices and Contagion 0 0 0 37 0 0 0 204
Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009 0 0 0 74 0 1 4 254
The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series 0 0 0 43 0 0 0 110
Total Working Papers 0 0 0 219 0 1 4 975


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 1 38 0 0 6 164
Countercyclical and time-varying reward to risk and the equity premium 0 0 1 1 0 1 4 12
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 0 4 11 358
Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009 0 0 0 24 1 2 4 163
Stock market linkages and financial contagion: A cobreaking analysis 0 1 1 121 2 5 5 304
Testing for cointegration between international stock prices 0 0 0 451 0 0 0 1,028
Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation 0 0 3 26 0 0 4 69
The power of bootstrap tests of cointegration rank 0 0 0 1 1 1 1 28
Total Journal Articles 0 1 6 773 4 13 35 2,164


Statistics updated 2025-02-05