Markus Sihvonen

Bank of Finland

P.O. Box 160

Helsinki 00101

Finland

SCHOLARLY PAPERS

4

DOWNLOADS

124

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Bonds, Currencies and Expectational Errors

Bank of Finland Research Discussion Paper No. 7/2020
Number of pages: 53 Posted: 30 Apr 2020
Eleonora Granziera and Markus Sihvonen
Bank of Finland and Bank of Finland
Downloads 67 (399,628)

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Bond and currency premia, sticky expectations, interest rate forecast errors

2.

Market Selection with Idiosyncratic Uncertainty

Journal of Economic Theory, Forthcoming
Number of pages: 39 Posted: 14 May 2018 Last Revised: 18 Apr 2019
Markus Sihvonen
Bank of Finland
Downloads 34 (530,898)
Citation 1

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Market Selection Hypothesis, Heterogeneous Beliefs, General Equilibrium

3.

Yield Curve Momentum

Number of pages: 46 Posted: 10 May 2021
Markus Sihvonen
Bank of Finland
Downloads 13 (664,638)

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time series momentum, bond risk premia, spanning

Does a Currency Union Need a Capital Market Union? Risk Sharing Via Banks and Markets

NBER Working Paper No. w26026
Number of pages: 42 Posted: 01 Jul 2019 Last Revised: 11 Feb 2021
Joseba Martinez, Thomas Philippon and Markus Sihvonen
London Business School - Department of Economics, New York University (NYU) - Department of Finance and Bank of Finland
Downloads 10 (714,369)

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Does a Currency Union Need a Capital Market Union? Risk Sharing via Banks and Markets

CEPR Discussion Paper No. DP14220
Number of pages: 51 Posted: 14 Jan 2020
Joseba Martinez, Thomas Philippon and Markus Sihvonen
London Business School - Department of Economics, New York University (NYU) - Department of Finance and Bank of Finland
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Banking Union, capital market union, Currency Union, incomplete markets, Risk Sharing