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Cross-border asset holdings and comovements in sovereign bond markets

Asgharian, Hossein; Liu, Lu; Larsson, Marcus - In: Journal of international money and finance 86 (2018), pp. 189-206

Persistent link: https://www.econbiz.de/10012000493

Effects of macroeconomic uncertainty on the stock and bond markets

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Finance research letters 13 (2015), pp. 10-16

Persistent link: https://www.econbiz.de/10011552317

The importance of the macroeconomic variables in forecasting stock return variance : a GARCH-MIDAS approach

Asgharian, Hossein; Hou, Ai Jun; Javed, Farrukh - In: Journal of forecasting 32 (2013) 7, pp. 600-612

Persistent link: https://www.econbiz.de/10010202170

A spatial analysis of international stock market linkages

Asgharian, Hossein; Hess, Wolfgang; Liu, Lu - In: Journal of banking & finance 37 (2013) 12, pp. 4738-4754

Persistent link: https://www.econbiz.de/10010342237

Jump spillover in international equity markets

Asgharian, Hossein; Bengtsson, Christoffer - In: Journal of financial econometrics : official journal of … 4 (2006) 2, pp. 167-203

Persistent link: https://www.econbiz.de/10003318429

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

Structural Multivariate Spatial Econometrics : Application to Cross-Country Interdependence of Stock and Bond Markets

Asgharian, Hossein - 2020

We develop a structural multivariate spatial regression model allowing us to incorporate both inter- and intralocation effects among different variables. The existing multivariate spatial regression approaches are not able to simultaneously account for these effects. The currently available...

Persistent link: https://www.econbiz.de/10012842861

Long- and short-run components of factor betas : implications for stock pricing

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun; … - In: Journal of international financial markets, … 74 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012803274