Hossein Asgharian

Hossein Asgharian

Lund University - Lund / Sweden
Economics & Econometrics / Economics
AD Scientific Index ID: 1400338
Lunds Universitet
person_outline Hossein Asgharian's MOST POPULAR ARTICLES
1-) The importance of the macroeconomic variables in forecasting stock return variance: A GARCH‐MIDAS approach Journal of Forecasting 32 (7), 600-612, 2013
2-) A spatial analysis of international stock market linkages Journal of Banking & Finance 37 (12), 4738-4754, 2013
3-) Risk contagion among international stock markets Journal of International Money and Finance 30 (1), 22-38, 2011
4-) Macro-finance determinants of the long-run stock–bond correlation: The DCC-MIDAS specification Journal of Financial Econometrics 14 (3), 617-642, 2016
5-) Effects of macroeconomic uncertainty on the stock and bond markets Finance Research Letters 13, 10-16, 2015