Vilhelmsson Anders with Yana Petrova and Lars Nordén (2026) . Assessing Cross-Currency Predictability in Forex Markets: Insights from Limit Order Book Data, International Journal of Forecasting 42:3, 937-953, available as open access
Vilhelmsson, Anders et al. see the paper for all co-authors (2024). Non-Standard Errors. Journal of Finance, 79(3), 2339-2390, available as open access
Vilhelmsson Anders with Asgharian Hossein and Dominika Krygier (2022). Systemic Risk and Centrality: The Role of Interactions, European Financial Management, 28(5), 1199-1226, available as open access
Vilhelmsson Anders with Hilling Axel, Lundtofte Frederik, Sandell Niklas, Sonnerfeldt Amanda (2021). Tax avoidance and state ownership – The case of Sweden, Economics Letters, 208, available as open access
Vilhelmsson Anders with Jankensgård Håkan (2018). The Investor-Base Hypothesis of Stock Return Volatility: Empirical Evidence. Financial Management 47:1, 55-79 available as open access
Vilhelmsson, Anders with Lundqvist, Sara (2018). Enterprise Risk Management and Default Risk: Evidence from the Banking Industry. Journal of Risk and Insurance, 85:1, 127-159, available as open access
Vilhelmsson, Anders with Nossman, Marcus (2014). Non-Parametric Forward looking Value-at-Risk. Journal of Risk, 16:4, 103-123 2014
Vilhelmsson, Anders with Lundtofte, Frederik (2013). Risk Premia: Exact Solutions vs. Log-Linear Approximations. Journal of Banking & Finance, 4256-4264.
Vilhelmsson, Anders (2013). Density Forecasting with Time Varying Higher Moments – A Model Confidence Set Approach. Journal of Forecasting, 19-31.
Vilhelmsson, Anders with Perignon, Christophe, and Fresard, Laurent (2011). The Pernicious Effects of Contaminated Data in Risk Management. Journal of Banking & Finance. 2569-2583.
Vilhelmsson, Anders with Nyberg, Peter (2010). Volatility Risk Premium, Risk Aversion and the Cross-Section of Stock Returns. In The Financial Review. 1079-1100.
Vilhelmsson, Anders with Nossman, Marcus (2009). Is the VIX futures market able to predict the VIX index? A test of the expectation hypothesis. Journal of Alternative Investments, 54-67.
Vilhelmsson, Anders with Nyberg, Peter (2009). Measuring Event Risk. In Journal of Financial Econometrics. , 265-287.
Vilhelmsson, Anders (2009). Value at Risk with time-varying variance, skewness and kurtosis – The NIG-ACD model. In The Econometrics Journal. , 82-104.
Vilhelmsson, Anders (2006). GARCH forecasting under different distribution assumptions. In Journal of Forecasting. , 561-578.
Vilhelmsson, Anders with Elif Härkönen and Axel Hilling (2026) Reassessing Multiple Vote Share Structures in EU Capital Markets - Nordic Insights on Control Structures and Capital Market Development , European Business Law Review 37:5, 829-884.
Vilhelmsson, Anders with Hilling A., Sandell N., Sonnerfeldt A., (2023) The development of a multidimensional meaning of tax: from unfair tax to fair , Discourse and Communication, 17(1), 57-76.
Vilhelmsson, Anders with Hilling, A., Sandell, N, (2019) The Pricing of Financial Instruments in Tax Disputes. Derivatives & Financial Instruments 21:2, [Matlab code ] [data]
Vilhelmsson, Anders with Hilling, A., Sandell, N. (2018) Lagen är lika för alla, men är alla verkligen lika inför lagen?, Förvaltningsrättslig tidskrift, 269-286
Vilhelmsson, Anders with Hilling, A., Sandell, N. (2017) Tax Planning in Partner-owned Close Corporations. Nordic Tax Journal, 1(1),108-120.
Vilhelmsson, Anders with Hilling, Axel (2015). Equal taxation as a basis for classifying financial instruments as debt or equity – a Swedish case study. In eJournal of Tax Research, 13:3, 677-715.