Journal of Financial Econometrics, 1479-8409

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  1. 2016
  2. Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification

    Hossein Asgharian, Christiansen, C. & Hou, A. J., 2016, (Accepted/In press) In : Journal of Financial Econometrics.

    Research output: Contribution to journalArticle

  3. 2014
  4. 2009
  5. Measuring Event Risk

    Anders Vilhelmsson & Nyberg, P., 2009, In : Journal of Financial Econometrics. 7, 3, p. 265-287

    Research output: Contribution to journalArticle

  6. 2007
  7. 2006
  8. Jump Spillover in International Equity Markets

    Hossein Asgharian & Bengtsson, C., 2006, In : Journal of Financial Econometrics. 4, 2, p. 167-203

    Research output: Contribution to journalArticle