Anders Vilhelmsson
Associate professor
Publications
Displaying of publications. Sorted by year, then title.
Non-Standard Errors
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, et al.
(2024) Journal of Finance, 79 p.2339-2390
Journal articleThe development of a multidimensional meaning of tax: From unfair tax to fair
Axel Hilling, Niklas Sandell, Amanda Sonnerfeldt, Anders Wilhelmsson
(2023) Discourse & Communication, 17 p.57-76
Journal articleCorporate Taxation and Sustainability
(2022)
ReportEtt globalt perspektiv på företagsskatter är en förutsättning för en hållbar värld
Axel Hilling, Niklas Sandell, Amanda Sonnerfeldt, Anders Wilhelmsson
(2022) Aktuell Hållbarhet
Journal articleLand-för-landrapportering av skatter – en ur hållbarhetsvinkel missad möjlighet
Axel Hilling, Niklas Sandell, Amanda Sonnerfeldt, Anders Wilhelmsson
(2022) Balans Fördjupning, 2022
Journal articleSystemic Risk and Centrality Revisited: The Role of Interactions
Hossein Asgharian, Dominika Krygier, Anders Wilhelmsson
(2022) European Financial Management, 28 p.1199-1226
Journal articleTax avoidance and state ownership : The case of Sweden
Axel Hilling, Frederik Lundtofte, Niklas Sandell, Amanda Sonnerfeldt, Anders Wilhelmsson
(2021) Economics Letters, 208
Journal articleNon-Standard Errors
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, et al.
(2021) Working Papers
Working paperThe Pricing of Financial Instruments in Tax Disputes
Axel Hilling, Niklas Sandell, Anders Wilhelmsson
(2019) Derivatives & Financial Instruments, 21
Journal article reviewSystemic Risk and Centrality Revisited: The Role of Interactions
Hossein Asgharian, Dominika Krygier, Anders Wilhelmsson
(2019) Working Papers
Working paperThe Shareholder Base Hypothesis of Stock Return Volatility : Empirical Evidence
Håkan Jankensgård, Anders Wilhelmsson
(2018) Financial Management, 47 p.55-79
Journal articleEnterprise Risk Management and Default Risk : Evidence from the Banking Industry
Sara Lundqvist, Anders Wilhelmsson
(2018) Journal of Risk and Insurance, 85 p.127-157
Journal articleLagen är lika för alla, men är alla verkligen lika inför lagen? : En studie av Skatteverkets processföring i PwC-målet
Axel Hilling, Niklas Sandell, Anders Vilhelmsson
(2018) Förvaltningsrättslig tidskrift , p.269-286
Journal articleTax Planning in Partner-owned Close Corporations
Axel Hilling, Niklas Sandell, Anders Wilhelmsson
(2017) Nordic Tax Journal, 1 p.108-120
Journal articleEqual taxation as a basis for classifying financial instruments as debt or equity - a Swedish case study
Axel Hilling, Anders Vilhelmsson
(2015) eJournal of Tax Research, 13 p.677-715
Journal articleNonparametric forward-looking value-at-risk
Marcus Nossman, Anders Vilhelmsson
(2014) Journal of Risk, 16 p.103-123
Journal articleDensity Forecasting with Time Varying Higher Moments – A Model Confidence Set Approach
Anders Vilhelmsson
(2013) Journal of Forecasting, 32 p.19-31
Journal articleRisk Premia: Exact Solutions vs. Log-Linear Approximations
Anders Vilhelmsson, Frederik Lundtofte
(2013) Journal of Banking & Finance, 37 p.4256-4264
Journal articleThe Pernicious Effects of Contaminated Data in Risk Management
Anders Vilhelmsson, Christophe Perignon, Laurent Fresard
(2011) Journal of Banking & Finance, 35 p.2569-2583
Journal articleIn-sample Properties of the Berkowitz Density Forecast Test
Erik Lindström, Anders Vilhelmsson
(2010) Symposium i anvendt Statistik 2010 , p.293-302
Conference paperVolatility Risk Premium, Risk Aversion and the Cross-Section of Stock Returns
Anders Vilhelmsson, Peter Nyberg
(2010) Financial Review , p.1079-1100
Journal articleIs the VIX futures market able to predict the VIX index? A test of the expectation hypothesis
Anders Vilhelmsson, Marcus Nossman
(2009) The Journal of Alternative Investments, 12 p.54-67
Journal articleMeasuring Event Risk
Anders Vilhelmsson, Peter Nyberg
(2009) Journal of Financial Econometrics, 7 p.265-287
Journal articleValue at Risk with time varying variance, skewness and kurtosis-the NIG-ACD model
Anders Vilhelmsson
(2009) Econometrics Journal, 12 p.82-104
Journal articleGARCH forecasting under different distribution assumptions
Anders Vilhelmsson
(2006) Journal of Forecasting, 25 p.561-578
Journal article