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

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

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

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

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

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

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

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

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

Indexes

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

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

Indexes

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

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