Browsing All of EconStor by Author Castrén, Olli

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Showing results 1 to 14 of 14
Year of PublicationTitleAuthor(s)
2000 Capital market development, corporate governance and the credibility of exchange rate pegsCastrén, Olli; Takalo, Tuomas
2003 Growth expectations, capital flows and international risk sharingCastrén, Olli; Miller, Marcus; Stiegert, Roger
2004 Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?Castrén, Olli
2004 Labour market reform and the sustainability of exchange rate pegsCastrén, Olli; Takalo, Tuomas; Wood, Geoffrey
2004 Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?Castrén, Olli
2005 Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member statesCastrén, Olli
2005 Foreign exchange option and returns based correlation forecasts: evaluation and two applicationsCastrén, Olli; Mazzotta, Stefano
2005 Capital flows and the US ‘New Economy’: consumption smoothing and risk exposureMiller, Marcus; Castrén, Olli; Zhang, Lei
2006 What drives investors’ behaviour in different FX market segments? A VAR-based return decomposition analysisCastrén, Olli; Osbat, Chiara; Sydow, Matthias
2006 What drives EU banks’ stock returns? Bank-level evidence using the dynamic dividend-discount modelCastrén, Olli; Fitzpatrick, Trevor; Sydow, Matthias
2008 Global macro-financial shocks and expected default frequencies in the euro areaCastrén, Olli; Dées, Stéphane; Zaher, Fadi
2009 Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro AreaKavonius, Ilja Kristian; Castrén, Olli
2009 Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocksCastrén, Olli; Fitzpatrick, Trevor; Sydow, Matthias
2013 Macro-networks: an application to the euro area financial accountsCastrén, Olli; Rancan, Michela