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Jan Wilhelm Antell

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This is information that was supplied by Jan Antell in registering through RePEc. If you are Jan Wilhelm Antell , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jan
Middle Name: Wilhelm
Last Name: Antell
Suffix:

RePEc Short-ID: pan150

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address: HANKEN Swedish School of Economics and Business Administration Department of Finance and Statistics P.O. Box 479 FIN-00101 HELSINGFORS FINLAND
Phone:

Affiliation

Hanken Svenska Handelshögskolan
Location: Helsinki, Finland
Homepage: http://www.hanken.fi/
Email:
Phone: +358-9-431 331
Fax: +358-9-431 33 333
Postal: PL 479, 00101 Helsinki
Handle: RePEc:edi:shhhhfi (more details at EDIRC)

Works

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Working papers

  1. Jan Antell & Mika Vaihekoski, 2011. "Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009," Discussion Papers 63, Aboa Centre for Economics.
  2. Ahlgren, Niklas & Antell, Jan, 2009. "The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers 541, Hanken School of Economics.
  3. Ahlgren, Niklas & Antell, Jan, 2008. "Cobreaking of Stock Prices and Contagion," Working Papers 537, Hanken School of Economics.
  4. Ahlgren, Niklas & Antell, Jan, 2006. "Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers 519, Hanken School of Economics.

Articles

  1. Niklas Ahlgren & Jan Antell, 2013. "The power of bootstrap tests of cointegration rank," Computational Statistics, Springer, vol. 28(6), pages 2719-2748, December.
  2. Antell, Jan & Vaihekoski, Mika, 2012. "Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 120-136.
  3. Ahlgren, Niklas & Antell, Jan, 2010. "Stock market linkages and financial contagion: A cobreaking analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(2), pages 157-166, May.
  4. Ahlgren, N. & Antell, J., 2008. "Bootstrap and fast double bootstrap tests of cointegration rank with financial time series," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4754-4767, June.
  5. Antell, Jan & Vaihekoski, Mika, 2007. "International asset pricing models and currency risk: Evidence from Finland 1970-2004," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2571-2590, September.
  6. Niklas Ahlgren & Jan Antell, 2002. "Testing for cointegration between international stock prices," Applied Financial Economics, Taylor & Francis Journals, vol. 12(12), pages 851-861.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2006-09-23. Author is listed
  2. NEP-ECM: Econometrics (2) 2006-09-23 2009-07-03. Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2006-09-23 2009-07-03. Author is listed
  4. NEP-FMK: Financial Markets (2) 2006-09-23 2011-01-23. Author is listed
  5. NEP-IFN: International Finance (1) 2011-01-23. Author is listed

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