The importance of the macroeconomic variables in forecasting stock return variance: A GARCH‐MIDAS approach H Asgharian, AJ Hou, F Javed Journal of Forecasting 32 (7), 600-612, 2013 | 291 | 2013 |
A spatial analysis of international stock market linkages H Asgharian, W Hess, L Liu Journal of Banking & Finance 37 (12), 4738-4754, 2013 | 219 | 2013 |
Risk contagion among international stock markets H Asgharian, M Nossman Journal of International Money and Finance 30 (1), 22-38, 2011 | 139 | 2011 |
Macro-finance determinants of the long-run stock–bond correlation: The DCC-MIDAS specification H Asgharian, C Christiansen, AJ Hou Journal of Financial Econometrics 14 (3), 617-642, 2016 | 125 | 2016 |
Effects of macroeconomic uncertainty on the stock and bond markets H Asgharian, C Christiansen, AJ Hou Finance Research Letters 13, 10-16, 2015 | 105 | 2015 |
Jump spillover in international equity markets H Asgharian, C Bengtsson Journal of Financial Econometrics 4 (2), 167-203, 2006 | 88 | 2006 |
Are highly leveraged firms more sensitive to an economic downturn? H Asgharian The European Journal of Finance 9 (3), 219-241, 2003 | 49 | 2003 |
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 H Asgharian, B Hansson European Financial Management 6 (2), 213-233, 2000 | 42 | 2000 |
Räntebärande instrument: värdering och riskhantering H Asgharian Studentlitteratur AB, 2007 | 36 | 2007 |
Essays on capital structure. H Asgharian | 29 | 1998 |
Economic policy uncertainty and long-run stock market volatility and correlation H Asgharian, C Christiansen, AJ Hou | 26 | 2018 |
An event study of price movements following realized jumps H Asgharian, M Holmfeldt, M Larson Quantitative Finance 11 (6), 933-946, 2011 | 20 | 2011 |
Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks H Asgharian, M Nossman Financial Review 48 (2), 343-363, 2013 | 17 | 2013 |
Empirical Finance–Lecture Notes H Asgharian Lund University, 2016 | 14 | 2016 |
A conditional asset-pricing model with the optimal orthogonal portfolio H Asgharian Journal of Banking & Finance 35 (5), 1027-1040, 2011 | 14 | 2011 |
Home bias among European investors from a Bayesian perspective H Asgharian, B Hansson Journal of International Financial Markets, Institutions and Money 16 (5 …, 2006 | 14 | 2006 |
A comparative analysis of ability of mimicking portfolios in representing the background factors H Asgharian Available at SSRN 493703, 2004 | 14 | 2004 |
Cross Sectional Analysis of the Swedish Stock Market H Asgharian, B Hansson | 14 | 2002 |
Independent measures of insulin secretion and insulin sensitivity during the same test: the glucagon–insulin tolerance test M Dorkhan, D Tripathy, G Malm, H Asgharian, T Tuomi, L Groop Journal of internal medicine 264 (1), 62-71, 2008 | 13 | 2008 |
Evaluating a non-linear asset pricing model on international data H Asgharian, S Karlsson International Review of Financial Analysis 17 (3), 604-621, 2008 | 12 | 2008 |