Central Bank Research Hub - Series: Bank of Finland Discussion Papers

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001

Title Author(s)

Financial factors in the boom-bust episode in Finland in the late 1980s and early 1990s

Paper: 2011/01, 16.02.2011

Moral hazard in the credit market when the collateral value is stochastic

Paper: 2010/22, 18.01.2011

Effect of finance on growth through more efficient utilization of technological innovations

Paper: 2010/21, 22.12.2010

Central bank liquidity operations during the financial market and economic crisis: observations, thoughts and questions

Paper: 2010/20, 22.12.2010

Realized volatility and overnight returns

Paper: 2010/19, 08.12.2010

The effect of openness in a small open monetary union

Paper: 2010/18, 01.12.2010

Credit allocation, capital requirements and output

Paper: 2010/17, 17.11.2010

A new approach to analyzing convergence and synchronicity in growth and business cycles: cross recurrence plots and quantification analysis

Paper: 2010/16, 20.09.2010

JEL: C65, E32, F15

Credit constraints and durable consumption

Paper: 2010/15, 20.09.2010

JEL: D12, D91, E21

The feasibility of through-the-cycle ratings

Paper: 2010/14, 16.08.2010

JEL: G21, G33, L16

Does Ricardian Equivalence hold when expectations are not rational?

Paper: 2010/13, 05.05.2010

New evidence on implicit contracts from linked employer-employee data

Paper: 2010/12, 28.04.2010

JEL: E32, J41, J64

Housing loan rate margins in Finland

Paper: 2010/10, 31.03.2010

Stock market conditions and monetary policy in an DSGE model for the US

Paper: 2010/11, 31.03.2010

Risk-based classification of financial instruments in the Finnish statutory pension scheme TyEL

Paper: 2010/09, 30.03.2010

JEL: C11, G22, G23, G28, G32

Simultaneous monetary policy announcements and international stock markets response: an intraday analysis

Paper: 2010/08, 10.03.2010

Information acquisition during a Dutch auction

Paper: 2010/07, 23.02.2010

Long cycles in growth: explorations using the new frequency domain techniques using US data

Paper: 2010/06, 22.02.2010

Financial market disturbances as sources of business cycle fluctuations in Finland

Paper: 2010/05, 19.02.2010

Cross-border bank M&As and risk: evidence from the bond market

Paper: 2010/04, 19.02.2010

Growth strategies and value creation: what works best for stock exchanges?

Paper: 2010/02, 19.02.2010

Law and stock markets: evidence from an emerging market

Paper: 2010/01, 19.02.2010

Return from retail banking and payments

Paper: 2010/03, 19.02.2010

Bank relationships and firms’ financial performance: the Italian experience

Paper: 2009/36, 16.12.2009

Financial crises and bank failures: a review of prediction methods

Paper: 2009/35, 02.12.2009

The determinants of option-adjusted delta credit spreads: a comparative analysis of the United States, the United Kingdom and the euro area

Paper: 2009/34, 23.11.2009

An analysis of the embedded frequency content of macroeconomic indicators and their counterparts using the Hilbert-Huang transform

Paper: 2009/33, 23.11.2009

JEL: C63, E21, E32

How do you make a time series sing like a choir? Using the Hilbert-Huang transform to extract embedded frequencies from economic or financial time series

Paper: 2009/32, 23.11.2009

JEL: C49, E0

The quality of monetary policy and inflation performance: globalization and its aftermath

Paper: 2009/31, 10.11.2009

JEL: C33, E42, E58

Monetary policy, inflation expectations and the price puzzle

Paper: 2009/30, 10.11.2009

JEL: E30, E52

Bank safety under Basel II capital requirements

Paper: 2009/29, 03.11.2009

Export pricing and the cross-country correlation of stock prices

Paper: 2009/28, 03.11.2009

Inferring market power from retail deposit interest rates in the euro area

Paper: 2009/27, 27.10.2009

Transmission of macro shocks to loan losses in a deep crisis: the case of Finland

Paper: 2009/26, 27.10.2009

Risk-adjusted measures of value creation in financial institutions

Paper: 2009/25, 21.10.2009

JEL: G22, G31

Does State Street lead to Europe? The case of financial exchange innovations

Paper: 2009/22, 22.09.2009

JEL: G24, G28, K29, O32, O34

Expectations, deflation traps and macroeconomic policy

Paper: 2009/24, 16.09.2009

Credit allocation, capital requirements and procyclicality

Paper: 2009/23, 15.09.2009

A new value-weighted total return index for the Finnish stock market

Paper: 2009/21, 08.09.2009

Testing the structural interpretation of the price puzzle with a cost channel model

Paper: 2009/20, 08.09.2009

Screening in the credit market when the collateral value is stochastic

Paper: 2009/19, 02.09.2009

Noncausal vector autoregression

Paper: 2009/18, 12.08.2009

JEL: C32, C46, C52, E62, G12

Early intervention and prompt corrective action in Europe

Paper: 2009/17, 12.08.2009

JEL: E58, F15, F23, G21, G28, G33

Blanket guarantee and restructuring decisions for multinational banks in a bargaining model

Paper: 2009/16, 03.08.2009

JEL: G21, G22, G28

Productivity and job flows: Heterogeneity of new hires and continuing jobs in the business cycle

Paper: 2009/15, 01.07.2009

JEL: E24, E32, J64

House price fluctuations and residential sorting

Paper: 2009/14, 10.06.2009

JEL: D31, D52, R13, R21, R23

Regional growth and finance in Europe: Is there a quality effect of bank efficiency?

Paper: 2009/13, 28.04.2009

JEL: G21, O16, O47, O52

Do markup dynamics reflect fundamentals or changes in conduct?

Paper: 2009/12, 22.04.2009

JEL: C32, C51, G20, L13, L16

Evaluating the stresses from ECB monetary policy in the euro area

Paper: 2009/11, 07.04.2009

JEL: C53, E52

Credit crunch? An empirical test of cyclical credit policy

Paper: 2009/10, 23.03.2009

JEL: D14, E32, E51, G21

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