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Product market competition and stock return dependence

Asgharian, Hossein; Liu, Lu - In: Finance research letters 50 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10014233977

Cross-border asset holdings and comovements in sovereign bond markets

Asgharian, Hossein; Liu, Lu; Larsson, Marcus - In: Journal of international money and finance 86 (2018), pp. 189-206

Persistent link: https://www.econbiz.de/10012000493

Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Journal of financial econometrics : official journal of … 14 (2016) 3, pp. 617-642

Persistent link: https://www.econbiz.de/10011623696

Effects of macroeconomic uncertainty on the stock and bond markets

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Finance research letters 13 (2015), pp. 10-16

Persistent link: https://www.econbiz.de/10011552317

Long- and short-run components of factor betas : implications for stock pricing

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun; … - In: Journal of international financial markets, … 74 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012803274

The effect of uncertainty on stock market volatility and correlation

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Journal of banking & finance 154 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014486544

The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010

Hagströmer, Björn; Hansson, Björn; Nilsson, Birger - In: Journal of Banking & Finance 37 (2013) 11, pp. 4476-4487

This paper implements a conditional version of the liquidity adjusted CAPM (LCAPM). The conditional LCAPM allows for a time-varying decomposition of the total illiquidity premium into a level component and three risk components. The estimated average annual total illiquidity premium for US...

Persistent link: https://www.econbiz.de/10011065749

Keynes's Notion of Equilibrium in the "General Theory"

Hansson, Björn - In: Journal of Post Keynesian Economics 7 (1985) 3, pp. 332-341

Persistent link: https://www.econbiz.de/10010660559

Systemic risk and centrality : The role of interactions

Asgharian, Hossein; Krygier, Dominika; Vilhelmsson, Anders - In: European Financial Management 28 (2021) 5, pp. 1199-1226

Persistent link: https://www.econbiz.de/10012809544

Home bias among European investors from a Bayesian perspective

Asgharian, Hossein; Hansson, Bjorn - In: Journal of International Financial Markets, … 16 (2006) 5, pp. 397-410

Persistent link: https://www.econbiz.de/10005403445