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	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	0	0	250
The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series	0	0	1	43	0	0	2	110
Total Working Papers	0	0	1	219	0	0	2	971

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	1	37	1	2	6	160
Countercyclical and time-varying reward to risk and the equity premium	0	0	1	1	0	0	10	10
Expected and realized returns in conditional asset pricing models: A new testing approach	0	0	1	9	0	0	1	38
International asset pricing models and currency risk: Evidence from Finland 1970-2004	0	0	0	102	2	2	4	351
Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009	0	0	0	24	0	0	0	159
Stock market linkages and financial contagion: A cobreaking analysis	0	0	0	120	0	0	4	299
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	4	25	0	0	9	68
The power of bootstrap tests of cointegration rank	0	0	0	1	0	0	0	27
Total Journal Articles	0	0	7	770	3	4	34	2,140

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Statistics updated 2024-09-04