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An empirical analysis of factors driving the swap spread
Asgharian, Hossein; Karlsson, Sonnie - 2008
In this paper, we perform a robust analysis of the determinants of US swap spreads using a wide range of theoretically motivated candidate factors. We conduct an analysis in the frequency domain to see how the impacts of the candidate factors on the swap spread differ between different horizons....
Persistent link: https://www.econbiz.de/10010126547
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Evaluating a nonlinear asset pricing model on international data
Asgharian, Hossein (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003283102
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Evaluating a non-linear asset pricing model on international data
Asgharian, Hossein; Karlsson, Sonnie - In: International review of financial analysis 17 (2008) 3, pp. 604-621
Persistent link: https://www.econbiz.de/10003764509
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An empirical analysis of factors driving the swap spread
Asgharian, Hossein; Karlsson, Sonnie - In: The journal of fixed income 18 (2008/09) 2, pp. 41-56
Persistent link: https://www.econbiz.de/10003777616
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En empirisk analyse af de bestemmende faktorer fpr swap spændet
Asgharian, Hossein (contributor);  … - 2008
In this paper, we perform a robust analysis of the determinants of US swap spreads using a wide range of theoretically motivated candidate factors. We conduct an analysis in the frequency domain to see how the impacts of the candidate factors on the swap spread differ between different horizons....
Persistent link: https://www.econbiz.de/10003721205
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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
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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
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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
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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
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Inter-industry differences in capital structures
Asgharian, Hossein - 1993
Persistent link: https://www.econbiz.de/10000873598