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Do Financial Market Variables Show Indicator Properties Relative to Exchange Rate Returns?

Castrén, Olli - In: Review of world economics 142 (2006) 1, pp. 165-180

Persistent link: https://www.econbiz.de/10007423496

PUBLIC DEBT AND PUBLIC INVESTMENT IN AN ENDOGENOUS GROWTH MODEL WITH REAL WAGE RIGIDITIES

Castrén, Olli; Takalo, Tuomas; Wood, Geoffrey - In: Scottish journal of political economy : the journal of … 57 (2010) 1, pp. 68-85

Persistent link: https://www.econbiz.de/10008348720

'Irrational exuberance' and capital flows for the US New Economy: a simple global model

Miller, Marcus; Castrén, Olli; Zhang, Lei - In: International journal of finance & economics : IJFE 12 (2007) 1, pp. 89

Persistent link: https://www.econbiz.de/10007597220

Capital market development, corporate governance and the credibility of exchange rate pegs

Castrén, Olli - 2000

Persistent link: https://www.econbiz.de/10013434317

Growth expectations, capital flows and international risk sharing

Castrén, Olli - 2003

Persistent link: https://www.econbiz.de/10013434573

Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?

Castrén, Olli - 2004

Persistent link: https://www.econbiz.de/10013434709

Labour market reform and the sustainability of exchange rate pegs

Castrén, Olli - 2004

Persistent link: https://www.econbiz.de/10013434753

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

Castrén, Olli - 2004

Persistent link: https://www.econbiz.de/10013434756

Digital currencies in financial networks

Castrén, Olli; Kavonius, Ilja Kristian; Rancan, Michela - In: Journal of financial stability 60 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013455951

Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area

Kavonius, Ilja Kristian; Castrén, Olli - European Central Bank - 2009

The financial crisis has highlighted the need for models that can identify counterparty risk exposures and shock transmission processes at the systemic level. We use the euro area financial accounts (flow of funds) data to construct a sector-level network of bilateral balance sheet exposures and...

Persistent link: https://www.econbiz.de/10008458422