Olli Castrén - Central Bank Research Hub

Papers by year: All | 2009 | 2008 | 2006 | 2005 | 2004 | 2003

Title Other author(s)

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

European Central Bank Working papers [View] (Paper: 1124, 07.12.2009)

Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks

European Central Bank Working papers [View] (Paper: 1002, 16.02.2009)

JEL: C02, C19, C52, C61, E32

Globel Macro-financial shocks and expected default frequencies in the Euro Area

European Central Bank Working papers [View] (Paper: 0875, 27.02.2008)

JEL: C33, F47, G32, G33

What drives investors¿ behaviour in different FX market segments? A VAR-based return decomposition analysis (forthcoming)

European Central Bank Working papers [View] (Paper: 0706, 23.12.2006)

What drives EU banks¿ stock returns? Bank-level evidence using the dynamic dividend-discount model

European Central Bank Working papers [View] (Paper: 0677, 02.10.2006)

JEL: C33, G12, G21

Foreign exchange option and returns based correlation forecasts: evaluation and two applications

European Central Bank Working papers [View] (Paper: 0447, 01.03.2005)

JEL: F31, F37, G15

Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member states

European Central Bank Working papers [View] (Paper: 0440, 25.02.2005)

JEL: E52, F31, G15

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

European Central Bank Working papers [View] (Paper: 0410, 20.11.2004)

JEL: E58, F31, F33

Labour market reform and the sustainability of exchange rate pegs

European Central Bank Working papers [View] (Paper: 0406, 07.11.2004)

JEL: D84, E42, F33

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

European Central Bank Working papers [View] (Paper: 0379, 28.07.2004)

JEL: F31, F32, G15

Growth expectations

European Central Bank Working papers [View] (Paper: 0237, 23.06.2003)

JEL: F32, F41, G15

Papers by year: All | 2009 | 2008 | 2006 | 2005 | 2004 | 2003