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2024
Mark The Interplay of US and International Term Premiums: The Role of Uncertainty and Economic Conditions
Asgharian, Hossein ^LU ; Christiansen, Charlotte ^LU ; HOU, Ai Jun ^LU and Xu, Caihong (2024) International Risk Management Conference 2024,
- Contribution to conference › Paper, not in proceeding
2023
Mark The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein ^LU ; Christiansen, Charlotte ^LU and HOU, Ai Jun ^LU (2023) In Journal of Banking and Finance 154.
- Contribution to journal › Article
2021
Mark Long- and short-run components of factor betas : Implications for stock pricing
Asgharian, Hossein ^LU ; Christiansen, Charlotte ^LU ; Hou, Ai Jun ^LU and Wang, Weining (2021) In Journal of International Financial Markets, Institutions and Money 74.
- Contribution to journal › Article
2018
Mark Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation
Asgharian, Hossein ^LU ; Christiansen, Charlotte and Hou, Ai Jun (2018)
- Other contribution › Miscellaneous
2016
Mark Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
Asgharian, Hossein ^LU ; Christiansen, Charlotte and Hou, Ai Jun (2016) In Journal of Financial Econometrics 14(3). p.617-642
- Contribution to journal › Article
Mark Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
Asgharian, Hossein ^LU ; Christiansen, Charlotte and Hou, Ai Jun (2016) In CREATES Research Papers 2016(29).
- Working paper/Preprint › Working paper
2015
Mark Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein ^LU ; Christiansen, Charlotte and Hou, Ai Jun (2015) In Finance Research Letters 13. p.10-16
- Contribution to journal › Article
2014
Mark Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
Asgharian, Hossein ^LU ; Christiansen, Charlotte and HOU, Ai Jun ^LU (2014) In Working Paper / Department of Economics, School of Economics and Management, Lund University
- Working paper/Preprint › Working paper
2013
Mark The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach
Asgharian, Hossein ^LU ; Hou, Ai Jun and Javed, Farrukh ^LU (2013) In Journal of Forecasting 32(7). p.600-612
- Contribution to journal › Article
Mark Importance of macroeconomic variables for variance prediction: a GARCH-MIDAS approach
Asgharian, Hossein ^LU ; HOU, Ai Jun ^LU and Javed, Farrukh ^LU (2013) In Journal of Forecasting 32(7). p.600-612
- Contribution to specialist publication or newspaper › Specialist publication article

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