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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
2014
Mark A Random Coefficient Approach to the Predictability of Stock Returns in Panels
Westerlund, Joakim ^LU and Narayan, Paresh (2014) In Journal of Financial Econometrics
- Contribution to journal › Article
Mark Testing for Predictability in Conditionally Heteroskedastic Stock Returns
Westerlund, Joakim ^LU and Narayan, Paresh (2014) In Journal of Financial Econometrics
- Contribution to journal › Article
2009
Mark Measuring Event Risk
Vilhelmsson, Anders ^LU and Nyberg, Peter (2009) In Journal of Financial Econometrics 7(3). p.265-287
- Contribution to journal › Article
2007
Mark Estimating cointegrated panels with common factors and the forward rate unbiasedness hypothesis
Westerlund, Joakim ^LU (2007) In Journal of Financial Econometrics 5(3). p.491-522
- Contribution to journal › Article
2006
Mark Jump Spillover in International Equity Markets
Asgharian, Hossein ^LU and Bengtsson, Christoffer ^LU (2006) In Journal of Financial Econometrics 4(2). p.167-203
- Contribution to journal › Article