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Details about Jan Wilhelm Antell

Postal address:HANKEN Swedish School of Economics and Business Administration Department of Finance and Statistics P.O. Box 479 FIN-00101 HELSINGFORS FINLAND
Workplace:Hanken Svenska Handelshögskolan (Hanken School of Economics), (more information at EDIRC)

Access statistics for papers by Jan Wilhelm Antell.

Last updated 2014-05-16. Update your information in the RePEc Author Service.

Short-id: pan150


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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 Downloads
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2012)

2009

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

2008

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

2006

  1. 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

2013

  1. The power of bootstrap tests of cointegration rank
    Computational Statistics, 2013, 28, (6), 2719-2748 Downloads View citations (1)

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 Downloads View citations (7)
    See also Working Paper (2011)

2010

  1. Stock market linkages and financial contagion: A cobreaking analysis
    The Quarterly Review of Economics and Finance, 2010, 50, (2), 157-166 Downloads View citations (22)

2008

  1. Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
    Computational Statistics & Data Analysis, 2008, 52, (10), 4754-4767 Downloads View citations (7)
    See also Working Paper (2006)

2007

  1. International asset pricing models and currency risk: Evidence from Finland 1970-2004
    Journal of Banking & Finance, 2007, 31, (9), 2571-2590 Downloads View citations (11)

2002

  1. Testing for cointegration between international stock prices
    Applied Financial Economics, 2002, 12, (12), 851-861 Downloads View citations (17)
 
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