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Risk premium, macroeconomics shocks, and information technology: An empirical analysis
Mannonen, Pekka; Oikarinen, Elias - Turun Kauppakorkeakoulu, Turun Yliopisto - 2013
This study identifies empirically the impact of various macroeconomic factors on the default risk premium. Using monthly data for the period 1970-2010 for the U.S., our estimations indicate that the monetary policy aggregates, risk-free interest rate, term structure of interest rates, inflation,...
Persistent link: https://www.econbiz.de/10011147733
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Risk premium, macroeconomic shocks, and information technology: an empirical analysis
Mannonen, Pekka; Oikarinen, Elias - In: International Review of Applied Economics 27 (2013) 5, pp. 695-705
This study empirically identifies the impact of various macroeconomic factors on the default risk premium. Using monthly data for the period 1970--2010 for the US, our estimations indicate that the monetary policy aggregates, risk-free interest rate, term structure of interest rates, inflation,...
Persistent link: https://www.econbiz.de/10010711014
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Risk premium, macroeconomic shocks, and information technology : an empirical analysis
Mannonen, Pekka; Oikarinen, Elias - In: International review of applied economics 27 (2013) 5, pp. 695-705
Persistent link: https://www.econbiz.de/10010206095
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Risk premium, macroeconomic shocks, and information technology: an empirical analysis
Mannonen, Pekka; Oikarinen, Elias - In: International review of applied economics 27 (2013) 5, pp. 695-705
Persistent link: https://www.econbiz.de/10010180989
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Monetary regime shifts and the stability of the demand for money function in Finland 1980 - 1995
Mannonen, Pekka - 1997
Persistent link: https://www.econbiz.de/10000983994
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Competiton in banking and the effiency of financial intermedtiation with a single currency
Mannonen, Pekka - 1998
Persistent link: https://www.econbiz.de/10000993556
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The strategic response of banks to an exogenous positive information shock in the credit markets
Mannonen, Pekka (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001707018
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Aspects of monetary and financial regime shifts
Mannonen, Pekka - In: Essays in monetary economics, (pp. 9-108). 2000
Persistent link: https://www.econbiz.de/10001488108
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Stability of the demand for money in Finland 1980 - 1998 : regime shifts and monetary policy implications
Mannonen, Pekka - In: Essays in monetary economics, (pp. 109-193). 2000
Persistent link: https://www.econbiz.de/10001488148
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Banks in a monetary system
Mannonen, Pekka - In: Essays in monetary economics, (pp. 195-226). 2000
Persistent link: https://www.econbiz.de/10001488155