Global macro-financial shocks and expected default frequencies in the euro area von Castrén, Olli

What drives EU banks' stock returns? bank-level evidence using the dynamic dividend-discount model von Castrén, Olli

What drives investors' behaviour in different FX market segments? a VAR-based return decomposition analysis von Castrén, Olli

Capital flows and the US "new economy" consumption smoothing and risk exposure von Miller, Marcus 1941-, Castrén, Olli

Urinary excretion of noradrenaline and adrenaline in late normal and toxemic pregnancy effect of rest, work and reserpine treatment von Castrén, Olli

Foreign exchange option and returns based correlation forecasts evaluation and two applications von Castrén, Olli

Labour market reform and the sustainability of exchange rate pegs von Castrén, Olli

Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY USD exchange rate? von Castrén, Olli

Estimating and analysing currency options implied risk neutral density functions for the largest new EU member states von Castrén, Olli

Inhaltsverzeichnis

Do financial market variabels show (symmetric) indicator properties relative to exchange rate returns? von Castrén, Olli

Growth expectations, capital flows and international risk sharing von Castrén, Olli, Miller, Marcus 1941-, Stiegert, Roger

Inhaltsverzeichnis

Capital market development, corporate governance and the credibility of exchange rate pegs von Castrén, Olli, Takalo, Tuomas

Fiscal-monetary policy coordination and Central Bank independence von Castrén, Olli