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 1 1 11 418
Cobreaking of Stock Prices and Contagion 0 0 0 37 0 1 8 212
Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009 0 0 1 75 1 1 15 270
The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series 0 0 0 43 0 0 9 119
Total Working Papers 0 0 1 220 2 3 43 1,019


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 0 0 14 178
Countercyclical and time-varying reward to risk and the equity premium 0 0 0 1 0 0 11 25
Expected and realized returns in conditional asset pricing models: A new testing approach 1 1 1 10 1 2 9 47
International asset pricing models and currency risk: Evidence from Finland 1970-2004 0 0 0 102 0 1 9 367
Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009 0 0 0 24 0 0 7 170
Stock market linkages and financial contagion: A cobreaking analysis 0 0 0 121 0 0 8 314
Testing for cointegration between international stock prices 0 0 0 451 0 0 10 1,038
Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation 0 1 2 28 0 2 15 84
The power of bootstrap tests of cointegration rank 0 0 0 1 0 2 7 36
Total Journal Articles 1 2 3 776 1 7 90 2,259


Statistics updated 2026-09-10