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	2	7	8	415
Cobreaking of Stock Prices and Contagion	0	0	0	37	4	5	6	210
Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009	0	0	1	75	3	6	10	264
The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series	0	0	0	43	3	5	5	115
Total Working Papers	0	0	1	220	12	23	29	1,004

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	0	38	3	7	8	172
Countercyclical and time-varying reward to risk and the equity premium	0	0	0	1	1	6	8	20
Expected and realized returns in conditional asset pricing models: A new testing approach	0	0	0	9	4	4	4	42
International asset pricing models and currency risk: Evidence from Finland 1970-2004	0	0	0	102	3	5	6	364
Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009	0	0	0	24	1	3	4	167
Stock market linkages and financial contagion: A cobreaking analysis	0	0	0	121	0	3	6	310
Testing for cointegration between international stock prices	0	0	0	451	4	7	7	1,035
Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation	0	0	0	26	4	6	6	75
The power of bootstrap tests of cointegration rank	0	0	0	1	0	1	2	30
Total Journal Articles	0	0	0	773	20	42	51	2,215

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Statistics updated 2026-02-12