Suomen Pankki: xmlui.ArtifactBrowser.ConfigurableBrowse.title.metadata.jelaafi=Suomen Pankki|sv=Finlands Bank|en=Bank of Finland|"G12"

A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions

Marzo, Massimiliano; Romagnoli, Silvia; Zagaglia, Paolo
Suomen Pankki
Bank of Finland Research Discussion Papers : 25/2008
(01.09.2008)

A Descriptive analysis of the finnish treasury bond market 1991-1999

Keloharju, Matti; Malkamäki, Markku; Nyborg, Kjell G.; Rydqvist, Kristian
Suomen Pankki
Bank of Finland Research Discussion Papers : 16/2002
(09.07.2002)

A global house price pubble? : evaluation based on a new rent-price approach

Taipalus, Katja
Suomen Pankki
Bank of Finland Research Discussion Papers : 29/2006
(05.10.2006)

Adaptive learning in an expectational difference equation with several lags : selecting among learnable REE

Bask, Mikael
Suomen Pankki
Bank of Finland Research Discussion Papers : 7/2006
(01.03.2006)

Announcement effects on exchange rate movements : continuity as a selection criterion among the REE

Bask, Mikael
Suomen Pankki
Bank of Finland Research Discussion Papers : 6/2006
(08.02.2006)

Asymmetric information and the distribution of trading volume

Lof, Matthijs; Bommel, Jos van
Bank of Finland
Bank of Finland Research Discussion Papers : 1/2018
(22.01.2018)

Bond convenience curves and funding costs

Nissinen, Juuso; Sihvonen, Markus
Bank of Finland
Bank of Finland Research Discussion Papers : 11/2022
(28.09.2022)

Bond Convenience Curves and Funding Costs

Nissinen, Juuso; Sihvonen, Markus
Journal of International Economics : September; 2024
(19.07.2024)

Detecting asset price bubbles with time-series methods

Taipalus, Katja
Suomen Pankki
Bank of Finland. Scientific monographs. E : 47
(15.11.2012)

Disaster risk and preference shifts in a New Keynesian model

Isoré, Marlène; Szczerbowicz, Urszula
Journal of Economic Dynamics and Control : 1 June
(14.04.2017)

Does it pay to get connected? An examination of bank alliance network and bond spread

Hasan, Iftekhar; Meslier, Céline; Tarazi, Amine; Zhou, Mingming
Journal of Economics and Business : January-February
(08.01.2018)

Evidence about the transmission of monetary policy

Laine, Olli-Matti
Bank of Finland
Bank of Finland. Scientific monographs. E : 53
(03.06.2022)

Expected returns and idiosyncratic risk: Industry-level evidence from Russia

Kinnunen, Jyri; Martikainen, Minna
Bank of Finland
BOFIT Discussion Papers : 30/2015
(30.10.2015)

Forecasting market crashes : further international evidence

Jokipii, Terhi
Suomen Pankki
Bank of Finland Research Discussion Papers : 22/2006
(01.08.2006)

Forecasting stock market returns by summing the frequency-decomposed parts

Faria, Gonçalo; Verona, Fabio
Journal of Empirical Finance : January 2018
(15.01.2018)

Forecasting stock market returns by summing the frequency-decomposed parts

Osakemarkkinatuottojen ennustaminen taajuuskomponenttien summien avulla

Faria, Gonçalo; Verona, Fabio
Bank of Finland
Bank of Finland Research Discussion Papers : 29/2016
(28.11.2016)

Forecasting the equity risk premium with frequency-decomposed predictors

Osakemarkkinoiden riskipreemion ennustaminen ennustemuuttujien taajuushajotelmien avulla

Faria, Gonçalo; Verona, Fabio
Bank of Finland
Bank of Finland Research Discussion Papers : 1/2017
(03.01.2017)

Global and local sources of risk in Eastern European emerging stock markets

Fedorova, Elena; Vaihekoski, Mika
Bank of Finland
BOFIT Discussion Papers : 27/2008
(27.12.2008)

In search of concepts : The effects of speculative demand on returns and volume

Gwilym, Owain Ap; Wang, Qvigwei; Hasan, Iftekhar; Xie, Ru
Bank of Finland
Bank of Finland Research Discussion Papers : 10/2013
(27.05.2013)

Information and credit cycles : Causes and consequences of financial instability

Silvo, Aino
Bank of Finland
Bank of Finland. Scientific monographs. E : 52
(31.05.2018)

Selaus JEL-luokituksen mukaan Suomen Pankki

A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions ﻿

A Descriptive analysis of the finnish treasury bond market 1991-1999 ﻿

A global house price pubble? : evaluation based on a new rent-price approach ﻿

Adaptive learning in an expectational difference equation with several lags : selecting among learnable REE ﻿

Announcement effects on exchange rate movements : continuity as a selection criterion among the REE ﻿

Asymmetric information and the distribution of trading volume ﻿

Bond convenience curves and funding costs ﻿

Bond Convenience Curves and Funding Costs ﻿

Detecting asset price bubbles with time-series methods ﻿

Disaster risk and preference shifts in a New Keynesian model ﻿

Does it pay to get connected? An examination of bank alliance network and bond spread ﻿

Evidence about the transmission of monetary policy ﻿

Expected returns and idiosyncratic risk: Industry-level evidence from Russia ﻿

Forecasting market crashes : further international evidence ﻿

Forecasting stock market returns by summing the frequency-decomposed parts ﻿

Forecasting stock market returns by summing the frequency-decomposed parts ﻿

Forecasting the equity risk premium with frequency-decomposed predictors ﻿

Global and local sources of risk in Eastern European emerging stock markets ﻿

In search of concepts : The effects of speculative demand on returns and volume ﻿

Information and credit cycles : Causes and consequences of financial instability ﻿

A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions

A Descriptive analysis of the finnish treasury bond market 1991-1999

A global house price pubble? : evaluation based on a new rent-price approach

Adaptive learning in an expectational difference equation with several lags : selecting among learnable REE

Announcement effects on exchange rate movements : continuity as a selection criterion among the REE

Asymmetric information and the distribution of trading volume

Bond convenience curves and funding costs

Bond Convenience Curves and Funding Costs

Detecting asset price bubbles with time-series methods

Disaster risk and preference shifts in a New Keynesian model

Does it pay to get connected? An examination of bank alliance network and bond spread

Evidence about the transmission of monetary policy

Expected returns and idiosyncratic risk: Industry-level evidence from Russia

Forecasting market crashes : further international evidence

Forecasting stock market returns by summing the frequency-decomposed parts

Forecasting stock market returns by summing the frequency-decomposed parts

Forecasting the equity risk premium with frequency-decomposed predictors

Global and local sources of risk in Eastern European emerging stock markets

In search of concepts : The effects of speculative demand on returns and volume

Information and credit cycles : Causes and consequences of financial instability