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Evaluating a non-linear asset...
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Book-to-market and size effects : compensations for risks or outcomes of market inefficiencies?
Asgharian, Hossein
;
Hansson, Björn A.
- In:
The European journal of finance
16
(
2010
)
1/2
,
pp. 119-136
Persistent link: https://www.econbiz.de/10003954436
Saved in:
7
Home bias among European investors from a Bayesian perspective
Asgharian, Hossein
;
Hansson, Björn A.
- In:
Journal of international financial markets, …
16
(
2006
)
5
,
pp. 397-410
Persistent link: https://www.econbiz.de/10003392552
Saved in:
8
Financial and economic integration's impact on Asian equity market's sensivity to external shocks
Asgharian, Hossein
;
Nossman, Marcus
- In:
The financial review : the official publication of the …
48
(
2013
)
2
,
pp. 343-363
Persistent link: https://www.econbiz.de/10009746454
Saved in:
9
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
Saved in:
10
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
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