Browsing All of EconStor by Author Castrén, Olli


Showing results 1 to 18 of 18
Year of PublicationTitleAuthor(s)
1998Monetary policy delegation, labour market structure and fiscal-monetary policy coordinationCastrén, Olli
1998Fiscal-monetary policy coordination and central bank independenceCastrén, Olli
1999Accountability of the ECB and a government's incentives to rebel against the common monetary policy in EMUCastrén, Olli
2000Capital market development, corporate governance and the credibility of exchange rate pegsCastrén, Olli; Takalo, Tuomas
2003Growth expectations, capital flows and international risk sharingCastrén, Olli; Miller, Marcus; Stiegert, Roger
2004Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?Castrén, Olli
2004Labour market reform and the sustainability of exchange rate pegsCastrén, Olli; Takalo, Tuomas; Wood, Geoffrey
2004Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?Castrén, Olli
2004Labour market reform and the sustainability of exchange rate pegsCastrén, Olli; Takalo, Tuomas; Wood, Geoffrey
2005Foreign exchange option and returns based correlation forecasts: evaluation and two applicationsCastrén, Olli; Mazzotta, Stefano
2005Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member statesCastrén, Olli
2005Capital flows and the US ‘New Economy’: consumption smoothing and risk exposureMiller, Marcus; Castrén, Olli; Zhang, Lei
2006What drives EU banks’ stock returns? Bank-level evidence using the dynamic dividend-discount modelCastrén, Olli; Fitzpatrick, Trevor; Sydow, Matthias
2006What drives investors’ behaviour in different FX market segments? A VAR-based return decomposition analysisCastrén, Olli; Osbat, Chiara; Sydow, Matthias
2008Global macro-financial shocks and expected default frequencies in the euro areaCastrén, Olli; Dées, Stéphane; Zaher, Fadi
2009Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro AreaKavonius, Ilja Kristian; Castrén, Olli
2009Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocksCastrén, Olli; Fitzpatrick, Trevor; Sydow, Matthias
2013Macro-networks: an application to the euro area financial accountsCastrén, Olli; Rancan, Michela