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Are highly leveraged firms more sensitive to an economic downturn?

Asgharian, Hossein - In: The European journal of finance 9 (2003) 3, pp. 219-241

Persistent link: https://www.econbiz.de/10001780708

A comparative analysis of ability of mimicking portfolios in representing the background factors

Asgharian, Hossein (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001959544

A conditional asset-pricing model with the optimal orthogonal portfolio

Asgharian, Hossein - In: Journal of banking & finance 35 (2011) 5, pp. 1027-1040

Persistent link: https://www.econbiz.de/10009245258

Cross-sectional analysis of Swedish stock returns with time-varying beta : the Swedish stock market, 1983 - 96

Asgharian, Hossein; Hansson, Björn A. - In: European financial management : the journal of the … 6 (2000) 2, pp. 213-233

Persistent link: https://www.econbiz.de/10001474532

Inter-industry differences in capital structures

Asgharian, Hossein - 1993

Persistent link: https://www.econbiz.de/10000873598

Equity risk factors for a small open economy : a risk management perspective

Asgharian, Hossein; Hansson, Björn A. - In: Multinational finance journal : MF ; quarterly … 5 (2001) 4, pp. 225-257

Persistent link: https://www.econbiz.de/10001765741

Cross sectional analysis of the Swedish stock market

Asgharian, Hossein (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001704670

The explanatory role of factor portfolios for industries exposed to foreign competition : evidence from the Swedish stock market

Asgharian, Hossein; Hansson, Björn A. - In: Journal of international financial markets, … 13 (2003) 4, pp. 325-353

Persistent link: https://www.econbiz.de/10001792903

A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models

Asgharian, Hossein; Hansson, Björn A. - In: Applied financial economics 15 (2005) 12, pp. 835-848

Persistent link: https://www.econbiz.de/10003070660

Systemic Risk and Centrality Revisited : The Role of Interactions

Asgharian, Hossein - 2019

We suggest that banks contribute extensively to systemic risk only if they are both “risky” and centrally placed in the financial network. To calculate systemic risk we apply the ∆CoVaR measure of Adrian and Brunnermeier (2016) and measure centrality using detailed US loan syndication...

Persistent link: https://www.econbiz.de/10012901962