Hossein Asgharian : Citation Profile

Lunds Universitet

8

H index

7

i10 index

477

Citations

RESEARCH PRODUCTION:

20

Articles

19

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 25
   Journals where Hossein Asgharian has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 14 (2.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pas128
   Updated: 2026-01-17    RAS profile: 2022-10-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Hossein Asgharian.

Is cited by:

GUPTA, RANGAN (28)

Salisu, Afees (9)

Conrad, Christian (9)

Demirer, Riza (8)

Cepni, Oguzhan (7)

Nguyen, Hoang (6)

Mishra, Anil (6)

Yin, Libo (5)

Lucas, Andre (5)

Papadamou, Stephanos (5)

Wang, Weining (5)

Cites to:

Pastor, Lubos (20)

Engle, Robert (20)

Fama, Eugene (17)

French, Kenneth (15)

Harvey, Campbell (14)

Jagannathan, Ravi (12)

Bollerslev, Tim (12)

Diebold, Francis (11)

Christiansen, Charlotte (10)

Andersen, Torben (9)

Colacito, Riccardo (8)

Main data

Where Hossein Asgharian has published?

Journals with more than one article published# docs
Journal of Banking & Finance2
Journal of Financial Econometrics2
The European Journal of Finance2
Journal of International Money and Finance2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
Working Papers / Lund University, Department of Economics8
Knut Wicksell Working Paper Series / Lund University, Knut Wicksell Centre for Financial Studies5

Recent works citing Hossein Asgharian (2025 and 2024)

YearTitle of citing document
2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi. In: Papers. RePEc:arx:papers:2404.01641.

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2025Policy intervention and stock market stability risks: Evidence from carbon emission trading policy on energy firms in China. (2025). Yao, Shujie ; Wang, Haonan ; Ye, Cheng ; Chen, Chuanglian. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000582.

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2025How geopolitical tensions affect China’s systemic financial risk contagion. (2025). Zhou, Yingxue ; Wang, DA ; Nie, Zhengyi. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000240.

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2024Effects of higher education subsidies on equity and efficiency across developmental stages. (2024). Getachew, Yoseph. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s026499932400110x.

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2024The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Gnagne, Pascal Xavier ; Manguzvane, Mathias Mandla. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002785.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530.

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2025Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness. (2025). Wang, Mei-Chih ; Chang, Tsangyao ; Jiang, Peiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002110.

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2025Spatial linkages of positive feedback trading among the stock index futures markets. (2025). Liu, Shuyi ; Tian, Shuxi ; Mu, Lijie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002407.

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2024Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050.

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2024Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951.

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2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies. (2025). GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000179.

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2025The role of macro-finance factors in predicting stock market volatility: A latent threshold dynamic model. (2025). Zamenjani, Azam Shamsi ; Maheu, John M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000428.

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2025Impact of policy uncertainty on stock market volatility in the China’s low-carbon economy. (2025). , Zheng ; Liu, Liping ; Yoon, Seong-Min. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007655.

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2025Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model. (2025). Dong, Xin ; Gong, Jinguo ; Wang, Qin. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000507.

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2025Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement. (2025). Wojewodzki, Michal ; Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000659.

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2024Predicting multi-frequency crude oil price dynamics: Based on MIDAS and STL methods. (2024). Zhao, Haoran ; Ding, Lili ; Zhang, Rui. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224037812.

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2025The impact of climate policy uncertainty on the correlations between green bond and green stock markets. (2025). Liu, Yinpeng ; Dai, Zhifeng ; Jiang, Qinnan ; Chen, Yaling. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001334.

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2025How does ESG affect systemic tail risk?. (2025). Liu, Xiaoxing ; Wu, Yizhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002790.

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2025Forecasting climate-sensitive industries volatility: A regime-switching GARCH-MIDAS approach with multiple climate risk indicators. (2025). Qin, Quande ; Ghani, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004995.

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2024Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Xiang, Yitian ; Zou, Yang ; Guo, Songlin ; Zhang, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

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2024Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model. (2024). Wang, Yuejing ; Jiang, Ying ; Liu, Xiaoquan ; Ye, Wuyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000267.

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2024Forecasting US Stock Market Volatility: Evidence from ESG and CPU indices. (2024). Ghani, Usman ; Qin, Quande ; Zhu, BO. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011832.

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2024Tail risk network of Chinese green-related stocks market. (2024). Ye, Wuyi ; Guo, Ranran ; Hu, Chenglong. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008328.

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2024Deep learning enhanced volatility modeling with covariates. (2024). Nguyen, Hoang ; Tran, Minh-Ngoc. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011747.

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2024A state-dependent international CAPM for partially integrated markets: Using local and US risk factors. (2024). Tajaddini, Reza ; Hematizadeh, Roksana. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000954.

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2024Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889.

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2024International crash risk premium. (2024). Chen, Steven Shu-Hsiu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000805.

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2024Airlines and climate policy uncertainty: Are the sectors stocks soaring or stalling?. (2024). Marobhe, Mutaju Isaack ; Kansheba, Jonathan Mukiza. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:115:y:2024:i:c:s0969699724000012.

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2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Coal price shock propagation through sectoral financial interconnectedness in Chinas stock market: Quantile coherency network modelling and shock decomposition analysis. (2024). Xu, Yushi ; Zhang, Yan ; Zhu, Xintong ; Huang, Jionghao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000114.

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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2024Does mixed frequency variables help to forecast value at risk in the crude oil market?. (2024). Wei, YU ; Lyu, Yongjian ; Ke, Rui ; Kong, Mengzhen ; Qin, Fanshu. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011376.

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2024Synthesization of macroeconomic policies and stock return synchronicity: Evidence from countries along the Belt and Road Initiative. (2024). Sha, Yezhou ; Li, Lingyi ; Xie, Haixia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001495.

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2024Asymmetric nexus between economic policy uncertainty and the Indian stock market: Evidence using NARDL approach. (2024). , Simran ; Sharma, Anil Kumar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:91-101.

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2025What drives the ‘synchrony’ and ‘asynchrony’ between Chinas stock and bond markets? An adaptive Lasso-DCC-MIDAS model. (2025). Deng, Yang ; Zhang, Yilin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003697.

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2024Measuring spatial impacts and tracking cross-border risk. (2024). Xiao, Yang ; Wang, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:50-84.

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2024Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Li, Yueshan ; Chen, Shoudong ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203.

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2024Exploring the nexus between ESG risk variations and investment preferences: Insights from sustainable ETFs during the COVID-19 era. (2024). Ricciardi, Irene ; Muto, Valerio ; Turriziani, Lorenzo ; Landi, Giovanni Catello. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002386.

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2024Research on the Risk Spillover among the Real Economy, Real Estate Market, and Financial System: Evidence from China. (2024). Dong, Zuoji ; Huangfu, Yubin ; Wang, Yingman ; Yu, Haibo. In: Land. RePEc:gam:jlands:v:13:y:2024:i:6:p:890-:d:1418157.

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2025Stock Returns’ Co-Movement: A Spatial Model with Convex Combination of Connectivity Matrices. (2025). Gallali, Mohamed Imen ; Dabbou, Halim ; ben Abdallah, Nadia ; Hathroubi, Salem. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:6:p:110-:d:1672718.

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2024Economic Policy Uncertainty and Emerging Stock Market Volatility. (2024). Ghani, Usman. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09410-1.

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2024The Impact of Directional Global Economic Policy Uncertainty on Indian Stock Market Volatility: New Evidence. (2024). Bagra, Yash ; Kar, Bibhu Prasad ; Mishra, Aswini Kumar ; Nakhate, Anand Theertha ; Singh, Abinash. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09421-y.

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2025Assessing the financial interconnectedness between China and Russia: A dynamic approach. (2025). Vukovic, D ; Rogova, E ; Fefelov, D. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:67:p:110-137.

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2024Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process*. (2024). Urquhart, Andrew ; Clements, Michael ; Chen, Jian. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:22:y:2024:i:3:p:743-772..

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2025Tail risk and Flight-to-Safety. (2025). Li, Xinyang. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:4:d:10.1057_s41260-025-00407-1.

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2025Analysing investor sentiment and stock market volatility of the JSE size-based indices: a GARCH-MIDAS approach. (2025). Isah, Kazeem ; Muzindutsi, Paul-Francois ; Moores-Pitt, Peter ; Naidoo, Thiasha. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:3:d:10.1057_s41283-025-00165-9.

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2024Heterogeneous macroeconomic factors’ effects on stocks across sizes, styles, and sectors in the South Korean market. (2024). Jang, Beakcheol ; Yang, Jinseok ; Cho, Chulyoung. In: PLOS ONE. RePEc:plo:pone00:0300393.

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2024Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis. (2024). GUPTA, RANGAN ; Gallo, Giampiero ; Cepni, Oguzhan ; Candila, Vincenzo. In: Working Papers. RePEc:pre:wpaper:202437.

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2025Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin. (2025). Chatrath, Arjun ; Hatamerad, Saman ; Raffiee, Kambiz ; Adrangi, Bahram. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:1:p:75-105.

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2025Latin American Equities, Volatility Regimes, and the US Economic Policy Uncertainty. (2025). Raffiee, Kambiz ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:15-44.

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2025Volatility in U.S. Natural Gas Prices: Exploring Market Dynamics and Economic Policy Uncertainties. (2025). Tichy, Tomas ; Adrangi, Bahram ; Kresta, Ales ; Raffiee, Kambiz. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:183-208.

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2025Uncertainty and Volatility: Sectoral Equity Responses to Economic and Policy Shocks in the U.S.. (2025). Kresta, Ales ; Hatamerad, Saman ; Adrangi, Bahram ; Tichy, Tomas. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:77-110.

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2024Global and domestic economic policy uncertainties and tourism stock market: Evidence from China. (2024). Yang, Peng ; Liu, Han ; Song, Haiyan ; Wu, Doris Chenguang. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:3:p:567-591.

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2024Forecasting commodity prices: empirical evidence using deep learning tools. (2024). Ftiti, Zied ; Louhichi, Wael ; Boubaker, Sahbi ; Tissaoui, Kais ; ben Ameur, Hachmi. In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:1:d:10.1007_s10479-022-05076-6.

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2024Modelling foreign exchange rate co-movement and its spatial dependence in emerging markets: a spatial econometrics approach. (2024). Eita, Joel ; Tchuinkam, Charles Raoul. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02482-y.

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2024Testing the correct specification of a system of spatial dependence models for stock returns. (2024). Wied, Dominik ; Kutzker, Tim. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02518-3.

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2024An innovative machine learning workflow to research China’s systemic financial crisis with SHAP value and Shapley regression. (2024). Zhou, Yingxue ; Wang, DA. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00574-3.

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2024It Is Not Your Risk but It Is Your Problem: A Spatial Analysis of Emerging Market Credit Default Swap Premia. (2024). Ozturk, Huseyin ; Korkmaz, Sumeyra ; Yilmaz, Muhammed Hasan ; Colak, Mehmet Selman. In: CBT Research Notes in Economics. RePEc:tcb:econot:2406.

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2025Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers. (2025). Lin, Yicong ; Lucas, Andrae ; Ye, Shiqi. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250042.

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2024Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets. (2024). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1581-1608.

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2024Heterogeneity and dynamics in network models. (2024). Lucas, Andre ; Zhang, Xingmin ; D'Innocenzo, Enzo ; Opschoor, Anne. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:150-173.

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2025Modelling Volatility Cycles: The MF2‐GARCH Model. (2025). Engle, Robert ; Conrad, Christian. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:4:p:438-454.

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2025Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1441-1466.

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2025Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2025). Hecq, Alain ; Ternes, Marie ; Wilms, Ines. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1946-1968.

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2025Geopolitical Risk and the Volatility of the International Grain Futures Market. (2025). Dai, Yunshi ; Zhou, Weixing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1757-1794.

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2025Role of Economic Policy Uncertainty in Forecasting Gold Futures Volatility: Evidence From India. (2025). Sharma, Anil Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:1006-1022.

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Works by Hossein Asgharian:

YearTitleTypeCited
2014Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification In: CREATES Research Papers.
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2014Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 34		paper
2016Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification.(2016) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2015Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper43
2015Effects of macroeconomic uncertainty on the stock and bond markets.(2015) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 43		article
2016Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing In: CREATES Research Papers.
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2017Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation In: CREATES Research Papers.
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2000Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 In: European Financial Management.
[Full Text][Citation analysis]		article7
2013Financial and Economic Integrations Impact on Asian Equity Markets’ Sensitivity to External Shocks In: The Financial Review.
[Full Text][Citation analysis]		article4
2005Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach In: Journal of Empirical Finance.
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2008Evaluating a non-linear asset pricing model on international data In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2006Evaluating a nonlinear asset pricing model on international data.(2006) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2003The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2006Home bias among European investors from a Bayesian perspective In: Journal of International Financial Markets, Institutions and Money.
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2011A conditional asset-pricing model with the optimal orthogonal portfolio In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2013A spatial analysis of international stock market linkages In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article91
2013A spatial analysis of international stock market linkages.(2013) In: Knut Wicksell Working Paper Series.
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2011Risk contagion among international stock markets In: Journal of International Money and Finance.
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2018Cross-border asset holdings and comovements in sovereign bond markets In: Journal of International Money and Finance.
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2015Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets.(2015) In: Working Papers.
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2002Cross Sectional Analysis of the Swedish Stock Market In: Working Papers.
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2004A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors In: Working Papers.
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2014Predicting Stock Price Volatility by Analyzing Semantic Content in Media In: Working Papers.
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2013Predicting Stock Price Volatility by Analyzing Semantic Content in Media.(2013) In: Knut Wicksell Working Paper Series.
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2014Institutional Quality, Trust and Stock-Market Participation: Learning to Forget In: Working Papers.
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2014Institutional Quality, Trust and Stock Market Participation: Learning to Forget.(2014) In: Knut Wicksell Working Paper Series.
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2019Systemic Risk and Centrality Revisited: The Role of Interactions In: Working Papers.
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2019Systemic Risk and Centrality Revisited:The Role of Interactions.(2019) In: Knut Wicksell Working Paper Series.
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2013Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach In: Knut Wicksell Working Paper Series.
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2001Equity Risk Factors for a Small Open Economy: A Risk Management Perspective In: Multinational Finance Journal.
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2006Jump Spillover in International Equity Markets In: Journal of Financial Econometrics.
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2016Credit Constraints, Growth and Inequality Dynamics In: Working Papers.
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2009An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach In: Applied Economics Letters.
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2005A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models In: Applied Financial Economics.
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2010Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? In: The European Journal of Finance.
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2003Are highly leveraged firms more sensitive to an economic downturn? In: The European Journal of Finance.
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2011An event study of price movements following realized jumps In: Quantitative Finance.
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2013The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach In: Journal of Forecasting.
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