Hossein Asgharian

Professor, PhD
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  1. 2019
  2. Systemic Risk and Centrality Revisited: The Role of Interactions

    Hossein Asgharian, Krygier, D. & Anders Wilhelmsson, 2019 Mar 3

    Research output: Other contributionMiscellaneous

  3. Systemic Risk and Centrality Revisited: The Role of Interactions

    Hossein Asgharian, Krygier, D. & Anders Wilhelmsson, 2019, 38 p. (Working Papers; no. 2019:4).

    Research output: Working paper

  4. 2018
  5. Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets

    Hossein Asgharian, Liu, L. & Larsson, M., 2018 Sep, In : Journal of International Money and Finance. 86, p. 189-206 18 p.

    Research output: Contribution to journalArticle

  6. Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation

    Hossein Asgharian, Christiansen, C. & Hou, A. J., 2018, (Unpublished)

    Research output: Other contributionMiscellaneous

  7. Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing

    Hossein Asgharian, Christiansen, C., Hou, A. J. & Wang, W., 2018, (Submitted)

    Research output: Other contributionMiscellaneous

  8. Stock market dependence and product market linkages

    Hossein Asgharian & Liu, L., 2018, (Submitted)

    Research output: Other contributionMiscellaneous

  9. 2016
  10. A multivariate spatial econometrics model with an intra-location feedback effect

    Shariati Fokalaei, N. & Hossein Asgharian, 2016.

    Research output: Contribution to conferenceOther

  11. Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation

    Hossein Asgharian, Christiansen, C. & Hou, A. J., 2016, Department of Economics and Business Economics, Aarhus University, 13 p. (CREATES Research Papers; vol. 2016, no. 29).

    Research output: Working paper

  12. 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

  13. 2015
  14. Effects of macroeconomic uncertainty on the stock and bond markets

    Hossein Asgharian, Christiansen, C. & Hou, A. J., 2015, In : Finance Research Letters. 13, p. 10-16

    Research output: Contribution to journalArticle

  15. Non-linearity in the impact of bankruptcy risk on leverage

    Alfranseder, E. & Hossein Asgharian, 2015, Essays on Financial Risks and the Subprime Crisis. Alfranseder, E. (ed.). Lund: Lund University, p. 119-137 19 p. (Lund Economic Studies; no. 188).

    Research output: Chapter in Book/Report/Conference proceedingBook chapter

  16. 2014
  17. Institutional Quality, Trust and Stock-Market Participation: Learning to Forget

    Hossein Asgharian, Liu, L. & Frederik Lundtofte, 2014, Department of Economics, Lund Universtiy, 48 p. (Working Paper / Department of Economics, School of Economics and Management, Lund University; no. 39).

    Research output: Working paper

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

    Hossein Asgharian, Christiansen, C. & HOU, A. J., 2014, Department of Economics, Lund Universtiy, 39 p. (Working Paper / Department of Economics, School of Economics and Management, Lund University; no. 37).

    Research output: Working paper

  19. Predicting Stock Price Volatility by Analyzing Semantic Content in Media.

    Hossein Asgharian & Sverker Sikström, 2014, Department of Economics, Lund Universtiy, 43 p. (Working Paper / Department of Economics, School of Economics and Management, Lund University; no. 38).

    Research output: Working paper

  20. 2013
  21. A spatial analysis of international stock market linkages

    Hossein Asgharian, Hess, W. & Liu, L., 2013, In : Journal of Banking & Finance. 37, 12, p. 4738-4754

    Research output: Contribution to journalArticle

  22. Financial and economic integration’s impact on Asian equity markets' sensitivity to external shocks

    Hossein Asgharian & Nossman, M., 2013, In : Financial Review. 48, 2, p. 343-363

    Research output: Contribution to journalArticle

  23. Importance of macroeconomic variables for variance prediction: a GARCH-MIDAS approach

    Hossein Asgharian, HOU, A. J. & Javed, F., 2013, (Accepted/In press) Journal of Forecasting, 32, 7, p. 600-612.

    Research output: Contribution to specialist publication or newspaperSpecialist publication article

  24. The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach

    Hossein Asgharian, Hou, A. J. & Javed, F., 2013, In : Journal of Forecasting. 32, 7, p. 600-612

    Research output: Contribution to journalArticle

  25. 2011
  26. A Conditional Asset Pricing Model with the Optimal Orthogonal Portfolio

    Hossein Asgharian, 2011, In : Journal of Banking & Finance. 35, 5, p. 1027-1040

    Research output: Contribution to journalArticle

  27. An event study of price movements following realized jumps

    Hossein Asgharian, Holmfeldt, M. & Larsson, M., 2011, In : Quantitative Finance. 11, 6, p. 933-946

    Research output: Contribution to journalArticle

  28. Risk Contagion among International Stock Markets

    Hossein Asgharian & Nossman, M., 2011, In : Journal of International Money and Finance. 30, 1, p. 22-38

    Research output: Contribution to journalArticle

  29. 2010
  30. Book-to-Market and Size Effect: Compensations for risks or outcomes of market inefficiencies

    Hossein Asgharian & Hansson, B., 2010, In : European Journal of Finance. 16, 2, p. 119-136

    Research output: Contribution to journalArticle

  31. 2009
  32. An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach

    Hossein Asgharian & Hansson, B., 2009, In : Applied Economics Letters. 16, 6, p. 625-628

    Research output: Contribution to journalArticle

  33. 2008
  34. An Empirical Analysis of Factors Driving the Swap Spread

    Hossein Asgharian & Carlsson, S., 2008, In : Journal of Fixed Income. 18, p. 41-56

    Research output: Contribution to journalArticle

  35. Evaluating a nonlinear asset pricing model on international data

    Hossein Asgharian & Carlsson, S., 2008, In : International Review of Financial Analysis. p. 604-621

    Research output: Contribution to journalArticle

  36. 2007
  37. Räntebärande instrument: värdering och riskhantering

    Hossein Asgharian, 2007, Studentlitteratur AB.

    Research output: Book/ReportBook

  38. 2006
  39. Evaluating a nonlinear asset pricing model on international data

    Hossein Asgharian & Carlsson, S., 2006, Department of Economics, Lund Universtiy, (Working Papers, Department of Economics, Lund University; no. 5).

    Research output: Working paper

  40. Home Bias in European Countries within a Bayesian Framework

    Hossein Asgharian & Hansson, B., 2006, In : Journal of International Financial Markets, Institutions, and Money. 16, 5, p. 397-410

    Research output: Contribution to journalArticle

  41. 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

  42. 2005
  43. A Critical Investigation of the Explanatory Role of Factor Mimicking Portfolios

    Hossein Asgharian & Hansson, B., 2005, In : Applied Financial Economics. 15, 12, p. 835-47

    Research output: Contribution to journalArticle

  44. Estimation of Common Components of European Equity Indices: A Latent Factor Approach

    Hossein Asgharian & Hansson, B., 2005, In : Finance Letters. 3, 1

    Research output: Contribution to journalArticle

  45. Evaluating the Importance of Missing Risk Factors Using the Optimal Orthogonal Portfolio Approach

    Hossein Asgharian & Hansson, B., 2005, In : Journal of Empirical Finance. 12, 4, p. 556-575

    Research output: Contribution to journalArticle

  46. 2004
  47. A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors

    Hossein Asgharian, 2004, Department of Economics, Lund Universtiy, (Working Papers. Department of Economics, Lund University; no. 10).

    Research output: Working paper

  48. 2003
  49. Are Highly Leveraged Firms More Sensitive to an Economic Downturn?

    Hossein Asgharian, 2003, In : European Journal of Finance. 9, 3, p. 219-241

    Research output: Contribution to journalArticle

  50. 2002
  51. Cross Sectional Analysis of the Swedish Stock Market

    Hossein Asgharian & Hansson, B., 2002, Department of Economics, Lund Universtiy, (Working Papers. Department of Economics, Lund University; no. 19).

    Research output: Working paper

  52. 2001
  53. Equity Risk Factors for a Small Open Economy: A Risk Management Perspective

    Hossein Asgharian & Hansson, B., 2001, In : Multinational Finance Journal. 5, 4, p. 225-57

    Research output: Contribution to journalArticle

  54. 2000
  55. Cross Sectional Analysis of Stock Returns with Time-varying Beta

    Hossein Asgharian & Hansson, B., 2000, In : European Financial Management. 6, 2, p. 213-33

    Research output: Contribution to journalArticle

  56. 1997
  57. Essays on Capital Structure

    Hossein Asgharian, 1997, Department of Economics, Lund Universtiy. 157 p.

    Research output: ThesisDoctoral Thesis (compilation)