Hossein Asgharian
Economics and Econometrics · 2013–2016
A researcher in the Science corpus: 2 papers; trusts 18 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 47 citations into it
- Finance — 41 citations into it
Whom Hossein Asgharian trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Y. Amihud
- Sébastien Wälti
- Robert R. Johnson
- Lieven Baele
- Geert Bekaert
- Robert A. Connolly
- Philipp Hartmann
- Ramazan Gencay
- D. Hillier
Who trusts Hossein Asgharian overall
Papers from Hossein Asgharian's perspective
Ordered by how strongly the researchers Hossein Asgharian trusts endorse each paper. Same corpus, a different order for every researcher.
- The Determinants of Stock and Bond Return Comovements
- Dynamic Conditional Correlation
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Generalized autoregressive conditional heteroskedasticity
- Asset Market Linkages in Crisis Periods (Review of Economics and Statistics)
- Stock Market Uncertainty and the Stock-Bond Return Relation
- Introduction to Spatial Econometrics
- EMU and European Stock Market Integration
- Volatility Spillover Effects in European Equity Markets (Journal of Financial and Quantitative Analysis)
Their papers
- A spatial analysis of international stock market linkages (2013) — 163 citations
- Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification (2016) — 114 citations