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2019
Mark Systemic Risk and Centrality Revisited: The Role of Interactions
Asgharian, Hossein ^LU ; Krygier, Dominika ^LU and Wilhelmsson, Anders ^LU (2019) In Working Papers
- Working paper/Preprint › Working paper
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
Mark Structural Multivariate Spatial Econometrics: Application to Cross-Country Interdependence of Stock and Bond markets
Asgharian, Hossein ^LU ; Podgórski, Krzysztof ^LU ; Shariati Fokalaei, Nima ^LU and Liu, Lu ^LU (2018)
- Contribution to conference › Other
Mark Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets
Asgharian, Hossein ^LU ; Liu, Lu ^LU and Larsson, Marcus ^LU (2018) In Journal of International Money and Finance 86. p.189-206
- Contribution to journal › Article
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
Mark A multivariate spatial econometrics model with an intra-location feedback effect
Shariati Fokalaei, Nima ^LU and Asgharian, Hossein ^LU (2016) International Conference on Computational and Financial Econometrics
- Contribution to conference › Other
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
Mark Non-linearity in the impact of bankruptcy risk on leverage
Alfranseder, Emanuel ^LU and Asgharian, Hossein ^LU (2015) In Lund Economic Studies p.119-137
- Chapter in Book/Report/Conference proceeding › Book chapter
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

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