Details about Jan Wilhelm Antell

Access statistics for papers by Jan Wilhelm Antell.

Last updated 2009-06-11. Update your information in the RePEc Author Service.

Short-id: pan150

Working Papers

2008

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

2006

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

Journal Articles

2008

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

2007

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

2002

3. Testing for Cointegration between International Stock Prices
   Applied Financial Economics, 2002, 12, (12), 851-61 View citations