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 2 10 417
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 0 3 14 269
The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series 0 0 0 43 0 2 9 119
Total Working Papers 0 0 1 220 1 8 40 1,016


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 5 14 178
Countercyclical and time-varying reward to risk and the equity premium 0 0 0 1 0 5 13 25
Expected and realized returns in conditional asset pricing models: A new testing approach 0 0 0 9 0 2 7 45
International asset pricing models and currency risk: Evidence from Finland 1970-2004 0 0 0 102 2 2 8 366
Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009 0 0 0 24 0 2 7 170
Stock market linkages and financial contagion: A cobreaking analysis 0 0 0 121 0 3 9 314
Testing for cointegration between international stock prices 0 0 0 451 1 2 10 1,038
Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation 1 1 1 27 1 4 13 82
The power of bootstrap tests of cointegration rank 0 0 0 1 0 4 6 34
Total Journal Articles 1 1 1 774 5 29 87 2,252


Statistics updated 2026-06-04