Vilhelmsson Anders with Yana Petrova and Lars Nordén (conditional accept). Assessing Cross-Currency Predictability in Forex Markets: Insights from Limit Order Book Data, International Journal of Forecasting
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 (forthcoming) Reassessing Multiple Vote Share Structures in EU Capital Markets, European Business Law Review
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.