Erkko Etula : Citation Profile


Are you Erkko Etula?

5

H index

3

i10 index

215

Citations

RESEARCH PRODUCTION:

8

Articles

7

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2006 - 2015). See details.
   Cites by year: 23
   Journals where Erkko Etula has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 5 (2.27 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pet14
   Updated: 2019-10-15    RAS profile: 2015-07-07    
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Relations with other researchers


Works with:

Adrian, Tobias (3)

Shin, Hyun Song (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Erkko Etula.

Is cited by:

Adrian, Tobias (17)

MORANA, CLAUDIO (7)

Yoshihara, Naoki (7)

Kilian, Lutz (6)

Tille, Cédric (5)

Sarno, Lucio (5)

Krogstrup, Signe (5)

Bagliano, Fabio (5)

Irwin, Scott (5)

Hamilton, James (4)

Shin, Hyun Song (4)

Cites to:

Adrian, Tobias (19)

Shin, Hyun Song (14)

Hodrick, Robert (10)

Campbell, John (9)

Shleifer, Andrei (7)

merton, robert (6)

Jagannathan, Ravi (6)

van Wincoop, Eric (6)

Moench, Emanuel (6)

Engel, Charles (6)

Tille, Cédric (6)

Main data


Where Erkko Etula has published?


Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York5

Recent works citing Erkko Etula (2018 and 2017)


YearTitle of citing document
2017Identifying the Impact of Financialization in Commodity Futures Prices from Index Rebalancing. (2017). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258504.

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2017Optimal Capital Regulation. (2017). Schroth, Josef ; Moyen, Stéphane. In: Staff Working Papers. RePEc:bca:bocawp:17-6.

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2019Macroprudential Policy with Capital Buffers. (2019). Schroth, Josef. In: Staff Working Papers. RePEc:bca:bocawp:19-8.

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2018Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_419_18.

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2019Asset mispricing in loan secondary market. (2019). Talavera, Oleksandr ; Xiong, Xiong ; Pham, Tho ; Caglayan, Mustafa. In: Discussion Papers. RePEc:bir:birmec:19-07.

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2017Oil, equities, and the zero lower bound. (2017). Vigfusson, Robert ; Kwon, Hannah ; Johannsen, Benjamin K ; Datta, Deepa . In: BIS Working Papers. RePEc:bis:biswps:617.

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2018An explanation of negative swap spreads: demand for duration from underfunded pension plans. (2018). Klingler, Sven ; Sundaresan, Suresh. In: BIS Working Papers. RePEc:bis:biswps:705.

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2019Macroprudential policy with capital buffers. (2019). Schroth, Josef . In: BIS Working Papers. RePEc:bis:biswps:771.

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2018The relation between bank credit growth and the expected returns of bank stocks. (2018). Gandhi, Priyank. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:610-649.

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2017MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

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2018OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0751.

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2019Regulatory effects on short-term interest rates. (2019). Ranaldo, Angelo ; Vasios, Michalis ; Schaffner, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:0801.

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2019Risk Pooling, Leverage, and the Business Cycle. (2019). Dindo, Pietro ; Pelizzon, Loriana ; Modena, Andrea. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7772.

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2018Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh. In: EconPol Working Paper. RePEc:ces:econwp:_13.

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2018Monetary Policy and Financial Conditions: A Cross-Country Study. (2018). Duarte, Fernando ; Adrian, Tobias ; Mancini-Griffoli, Tommaso ; Grinberg, Federico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12681.

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2018Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885.

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2018Foreign Currency Bank Funding and Global Factors. (2018). Tille, Cédric ; Krogstrup, Signe. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12933.

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2018Over-the-Counter Market Frictions and Yield Spread Changes. (2018). Friewald, Nils ; Nagler, Florian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13345.

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2018The Term Structure of Growth-at-Risk. (2018). Adrian, Tobias ; Malik, Sheherya ; Liang, Nellie ; Grinberg, Federico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13349.

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2019Risky Bank Guarantees. (2019). Sarno, Lucio ; Zinna, Gabriele ; Makinen, Taneli. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13709.

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2018Nonlinear Intermediary Pricing in the Oil Futures Market. (2018). Bierbaumer, Daniel ; Velinov, Anton ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1722.

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2017Cyclical behavior of the financial stability of eurozone commercial banks. (2017). ben Bouheni, Faten ; Hasnaoui, Amir. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:392-408.

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2017Monetary policy shocks and distressed firms’ stock returns: Evidence from the publicly traded U.S. firms. (2017). Rescigno, Luca ; Kim, Seon Tae. In: Economics Letters. RePEc:eee:ecolet:v:160:y:2017:i:c:p:91-94.

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2018Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices. (2018). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:486-504.

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2018Limits to arbitrage in electricity markets: A case study of MISO. (2018). Birge, John R ; Pavlin, Michael J ; Mercadal, Ignacia ; Hortasu, Ali. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:518-533.

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2019Review of new trends in the literature on factor models and mutual fund performance. (2019). Mateus, Cesario ; Todorovic, Natasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:344-354.

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2017The joint cross-sectional variation of equity returns and volatilities. (2017). Gonzalez-Urteaga, Ana ; Rubio, Gonzalo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:17-34.

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2017Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:230-248.

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2018Momentum and funding conditions. (2018). Garcia-Feijoo, Luis ; Jensen, Tyler K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:312-329.

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2018Economic activity and momentum profits: Further evidence. (2018). Maio, Paulo ; Philip, Dennis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:466-482.

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2018Institutional trading and asset pricing. (2018). Frijns, Bart ; Westerholm, Joakim P ; Tourani-Rad, Alireza ; Huynh, Thanh D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:59-77.

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2018Oil volatility risk and expected stock returns. (2018). Christoffersen, Peter ; Pan, Xuhui . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:5-26.

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2018Speculation, risk aversion, and risk premiums in the crude oil market. (2018). Li, Bingxin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:64-81.

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2017Intermediary asset pricing: New evidence from many asset classes. (2017). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:1-35.

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2018Leverage constraints and asset prices: Insights from mutual fund risk taking. (2018). Boguth, Oliver ; Simutin, Mikhail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:325-341.

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2018Non-myopic betas. (2018). Vilkov, Grigory ; Malamud, Semyon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:357-381.

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2019In search of preference shock risks: Evidence from longevity risks and momentum profits. (2019). Yang, Bowen ; Chen, Zhanhui . In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:225-249.

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2019The cash conversion cycle spread. (2019). Wang, Baolian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:472-497.

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2019Bond risk premia in a small open economy with volatile capital flows: The case of Korea. (2019). Yun, Jaeho. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:223-243.

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2018Financialization and the returns to commodity investments. (2018). Smith, Aaron ; Sanders, Dwight R ; Irwin, Scott H ; Main, Scott. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:22-28.

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2018An update on speculation and financialization in commodity markets. (2018). Li, Bingxin ; Harris, Jeffrey H ; Boyd, Naomi E. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104.

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2017Financialization of metal markets: Does futures trading influence spot prices and volatility?. (2017). Mayer, Herbert ; Wanner, Markus ; Rathgeber, Andreas. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:300-316.

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2019Its not that important: The negligible effect of oil market uncertainty. (2019). Wang, Yudong ; Liu, LI ; Feng, Jiabao ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:62-84.

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2017Financial intermediary leverage spillovers. (2017). Serletis, Apostolos ; Istiak, Khandokar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:1000-1007.

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2018Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?. (2018). Manera, Matteo ; Sbuelz, Alessandro ; Valenti, Daniele. In: Working Papers. RePEc:fem:femwpa:2018.03.

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2017Reversals in Global Market Integration and Funding Liquidity. (2017). Akbari, Amir ; Malkhozov, Aytek ; Carrieri, Francesca. In: International Finance Discussion Papers. RePEc:fip:fedgif:1202.

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2019Monetary policy and financial conditions: a cross-country study. (2019). Duarte, Fernando ; Adrian, Tobias ; Mancini-Griffoli, Tommaso ; Grinberg, Federico. In: Staff Reports. RePEc:fip:fednsr:890.

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2018Foreign Currency Bank Funding and Global Factors. (2018). Tille, Cédric ; Krogstrup, Signe. In: IHEID Working Papers. RePEc:gii:giihei:heidwp09-2018.

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2017The Daily Microstructure of the Housing Market. (2017). Larson, William ; Chinloy, Peter . In: FHFA Staff Working Papers. RePEc:hfa:wpaper:17-01.

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2018On the Ricardian Invariable Measure of Value in General Convex Economies. (2018). Kurose, Kazuhiro ; Yoshihara, Naoki. In: Discussion Paper Series. RePEc:hit:hituec:684.

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2017Assessment of Density Forecast for Energy Commodities in Post-Financialization Era. (2017). Deepak, Bisht ; Laha, A K. In: IIMA Working Papers. RePEc:iim:iimawp:14574.

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2018Broker-dealer Leverage and the Stock Market. (2018). Serletis, Apostolos ; Istiak, Khandokar. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:2:d:10.1007_s11079-017-9448-x.

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2018On the Ricardian invariable measure of value in general convex economies. (2018). Kurose, Kazuhiro ; Yoshihara, Naoki. In: Working Papers. RePEc:kch:wpaper:sdes-2018-15.

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2017Asset Mispricing. (2017). Longstaff, Francis ; Lewis, Kurt ; Petrasek, Lubomir . In: NBER Working Papers. RePEc:nbr:nberwo:23231.

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2017Replicating Anomalies. (2017). Zhang, Lu ; Xue, Chen ; Hou, Kewei. In: NBER Working Papers. RePEc:nbr:nberwo:23394.

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2017Inference on Risk Premia in the Presence of Omitted Factors. (2017). Giglio, Stefano ; Xiu, Dacheng. In: NBER Working Papers. RePEc:nbr:nberwo:23527.

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2017Funding Value Adjustments. (2017). Duffie, Darrell ; Song, Yang ; Andersen, Leif. In: NBER Working Papers. RePEc:nbr:nberwo:23680.

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2018Intermediary Asset Pricing and the Financial Crisis. (2018). He, Zhiguo ; Krishnamurthy, Arvind. In: NBER Working Papers. RePEc:nbr:nberwo:24415.

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2018A Measure of Risk Appetite for the Macroeconomy. (2018). Pflueger, Carolin ; Sunderam, Adi ; Siriwardane, Emil. In: NBER Working Papers. RePEc:nbr:nberwo:24529.

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2018Futures risk premia in the era of shale oil. (2018). Natoli, Filippo ; Ferriani, Fabrizio ; Zeni, Federica ; Veronese, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:89097.

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2017Financialisation and the Term Structure of Commodity Risk Premiums. (2017). Hambur, Jonathan ; Stenner, Nick. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2017-03.

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2017Expected Spot Prices and the Dynamics of Commodity Risk Premia. (2017). Bianchi, Daniele ; Piana, Jacopo. In: 2017 Meeting Papers. RePEc:red:sed017:1149.

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2017Global Variance Term Premia and Intermediary Risk Appetite. (2017). van Tassel, Peter. In: 2017 Meeting Papers. RePEc:red:sed017:149.

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2017Optimal Capital Regulation. (2017). Schroth, Josef ; Moyen, Stéphane. In: 2017 Meeting Papers. RePEc:red:sed017:828.

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2017Do credit associations compete with each other in Japanese regional lending markets?. (2017). Kondo, Kazumine. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:1:d:10.1007_s12197-016-9353-y.

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2018The Pricing of Liquidity Risk in Buyout Funds – A Public Market Perspective. (2018). Huss, Matthias ; Zimmermann, Heinz. In: Schmalenbach Business Review. RePEc:spr:schmbr:v:70:y:2018:i:3:d:10.1007_s41464-018-0050-6.

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2018Modelling Haircuts: Evidence from NYSE Stocks. (2018). Benturk, Mehmet ; Burak, Marshall J. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:8:y:2018:i:4:f:8_4_6.

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2018Business cycles and the balance sheets of the financial and non-financial sectors. (2018). Villacorta, Alonso . In: ESRB Working Paper Series. RePEc:srk:srkwps:201868.

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2017Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2017). Moinas, Sophie ; Valentex, Giorgio ; Nguyen, Minh. In: TSE Working Papers. RePEc:tse:wpaper:31753.

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2018OTC Premia. (2018). Cenedese, Gino ; Vasios, Michalis ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:18.

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2019Risk Pooling, Leverage, and the Business Cycle. (2019). Pelizzon, Loriana ; Modena, Andrea ; Dindo, Pietro. In: Working Papers. RePEc:ven:wpaper:2019:21.

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2019Procyclical leverage in Europe and its role in asset pricing. (2019). Baltzer, Markus ; Reitz, Stefan ; Koehl, Alexandra. In: Discussion Papers. RePEc:zbw:bubdps:102019.

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2019The anatomy of the euro area interest rate swap market. (2019). Scheicher, Martin ; Pelizzon, Loriana ; Auf, Marco Holz ; Fontana, Silvia Dalla. In: SAFE Working Paper Series. RePEc:zbw:safewp:255.

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Works by Erkko Etula:


YearTitleTypeCited
2014Financial Intermediaries and the Cross-Section of Asset Returns In: Journal of Finance.
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article118
2008THE TWO-SECTOR VON THÜNEN ORIGINAL MARGINAL PRODUCTIVITY MODEL OF CAPITAL; AND BEYOND In: Metroeconomica.
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article5
2006Testing to confirm that Leontief-Sraffa matrix equations for input/output must obey constancy of returns to scale In: Economics Letters.
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article11
2011Financial amplification of foreign exchange risk premia In: European Economic Review.
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article3
2010Financial amplification of foreign exchange risk premia.(2010) In: Staff Reports.
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This paper has another version. Agregated cites: 3
paper
2006Complete work-up of the one-sector scalar-capital theory of interest rate: Third installment auditing Sraffas never-completed Critique of Modern Economic Theory In: Japan and the World Economy.
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article2
2009International Factor Price Equalization in a limited-substitutability technology framework In: International Review of Economics & Finance.
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article0
2015Risk appetite and exchange Rates In: Staff Reports.
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paper6
2010Risk Appetite and Exchange Rates.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 6
paper
2009Broker-dealer risk appetite and commodity returns In: Staff Reports.
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paper64
2013Broker-Dealer Risk Appetite and Commodity Returns.(2013) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 64
article
2010Funding liquidity risk and the cross-section of stock returns In: Staff Reports.
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paper0
2015News shocks, monetary policy, and foreign currency positions In: Staff Reports.
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paper5
2006Two Alternative Hypothetical “Lost” 1814 Ricardo Manuscripts: New-Century Bearings In: History of Political Economy.
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article0
2011Comment on Two Monetary Tools: Interest Rates and Haircuts In: NBER Chapters.
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chapter1
2011Broker-Dealer Leverage and the Cross-Section of Stock Returns In: 2011 Meeting Papers.
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paper0

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