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	3	3	410
Cobreaking of Stock Prices and Contagion	0	0	0	37	0	1	1	205
Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009	0	1	1	75	1	4	5	259
The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series	0	0	0	43	1	1	1	111
Total Working Papers	0	1	1	220	4	9	10	985

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	1	2	2	166
Countercyclical and time-varying reward to risk and the equity premium	0	0	0	1	1	1	3	15
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	1	2	3	360
Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009	0	0	0	24	1	2	3	165
Stock market linkages and financial contagion: A cobreaking analysis	0	0	0	121	2	3	8	309
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	0	26	0	0	0	69
The power of bootstrap tests of cointegration rank	0	0	0	1	0	0	2	29
Total Journal Articles	0	0	0	773	6	10	21	2,179

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Statistics updated 2025-12-06