معرفی
Hossein Asgharian is a Professor at the Department of Economics, Lund University School of Economics and Management. His research focuses on empirical finance, with particular emphasis on asset pricing, financial risk decomposition, ESG criteria impacts, and network economics. He teaches the master's course Empirical Finance and actively supervises PhD students.
Research Interests
Asgharian's work investigates ESG adoption in corporate networks, mixed data sampling (MIDAS) approaches to financial risk, and systemic risk dynamics in credit and equity markets. His studies often integrate macroeconomic variables with market behavior, focusing on volatility, correlation, and term premium interactions.
Scientific Contributions
His publications span topics like product market competition, cross-border bond market comovements, and uncertainty effects on financial stability. Key methodologies include spatial econometrics, GARCH-MIDAS modeling, and network analysis. Collaborations include Mistra BIOPATH and projects on equity risk factors, CDS spreads, and sustainability-performance links.
Grants and Projects
- Mistra BIOPATH (2022-2026): Interdisciplinary sustainability research
- Essays on financial economics (since 2014): PhD supervision
- Doing well by doing good? (2019-2022): ESG and performance
