Olli Castrén

No. Title Authors
1510 Macro-networks: an application to the euro area financial accounts Olli Castrén, Michela Rancan
1124 Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area Ilja Kristian Kavonius, Olli Castrén
1002 Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks Olli Castrén, Trevor Fitzpatrick, Matthias Sydow
875 Global macro-financial shocks and expected default frequencies in the euro area Olli Castrén, Stéphane Dées, Fadi Zaher
706 What drives investors' behaviour in different FX market segments? A VAR-based return decomposition analysis Olli Castrén, Chiara Osbat, Matthias Sydow
677 What drives EU banks' stock returns? Bank-level evidence using the dynamic dividend-discount model Olli Castrén, Trevor Fitzpatrick, Matthias Sydow
459 Capital flows and the US "New Economy": consumption smoothing and risk exposure Marcus Miller, Olli Castrén, Lei Zhang
447 Foreign exchange option and returns based correlation forecasts: evaluation and two applications Olli Castrén, Stefano Mazzotta
440 Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member states Olli Castrén
410 Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY\/USD exchange rate? Olli Castrén
406 Labour market reform and the sustainability of exchange rate pegs Olli Castrén, Tuomas Takalo, Geoffrey Wood
379 Do financial market variables show (symmetric) indicator properties relative to exchange rate returns? Olli Castrén
237 Growth expectations, capital flows and international risk sharing Olli Castrén, Marcus Miller, Roger Stiegert
34 Capital market development, corporate governance and the credibility of exchange rate pegs Olli Castrén, Tuomas Takalo