Details about Jan Wilhelm Antell

Access statistics for papers by Jan Wilhelm Antell.

Last updated 2012-08-27. Update your information in the RePEc Author Service.

Short-id: pan150

Working Papers

2011

1. Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009
   Discussion Papers, Aboa Centre for Economics

2009

2. The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series
   Working Papers, Hanken School of Economics

2008

3. Cobreaking of Stock Prices and Contagion
   Working Papers, Hanken School of Economics

2006

4. Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series
   Working Papers, Hanken School of Economics View citations (6)
   See also Journal Article in Computational Statistics & Data Analysis (2008)

Journal Articles

2012

1. Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009
   Journal of International Financial Markets, Institutions and Money, 2012, 22, (1), 120-136 View citations (1)

2010

2. Stock market linkages and financial contagion: A cobreaking analysis
   The Quarterly Review of Economics and Finance, 2010, 50, (2), 157-166 View citations (4)

2008

3. Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
   Computational Statistics & Data Analysis, 2008, 52, (10), 4754-4767 View citations (3)
   See also Working Paper (2006)

2007

4. International asset pricing models and currency risk: Evidence from Finland 1970-2004
   Journal of Banking & Finance, 2007, 31, (9), 2571-2590 View citations (3)

2002

5. Testing for cointegration between international stock prices
   Applied Financial Economics, 2002, 12, (12), 851-861 View citations (14)