Juha-Pekka Junttila

Jyväskylä University School of Business and Economics

Professor

University of Jyväskylä

PO Box 35

Jyväskylä, FIN-40014

Finland

Oulu Business Scool

Adjunct Professor

PO Box 4600

FIN-90014 University of Oulu

Finland

SCHOLARLY PAPERS

28

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2,389

SSRN CITATIONS
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SSRN RANKINGS

Top 28,657

in Total Papers Citations

8

CROSSREF CITATIONS

23

Scholarly Papers (28)

Utilizing Financial Market Information in Forecasting Real Growth, Inflation and Real Exchange Rate

Number of pages: 59 Posted: 22 Jan 2008
Juha-Pekka Junttila and Marko Korhonen
Jyväskylä University School of Business and Economics and University of Turku - Department of Economics
Downloads 197 (186,785)

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Stock market, forecasting, macro economy, exchange rates

Utilizing Financial Market Information in Forecasting Real Growth, Inflation and Real Exchange Rate

Number of pages: 58 Posted: 22 Jan 2008
Juha-Pekka Junttila and Marko Korhonen
Jyväskylä University School of Business and Economics and University of Turku - Department of Economics
Downloads 104 (312,111)
Citation 2

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Stock market, forecasting, macro economy, exchange rates

2.

Adaptive Inflation Expectations Under Structural Changes: The Case of Finland

Number of pages: 41 Posted: 06 May 1997
Juha-Pekka Junttila
Jyväskylä University School of Business and Economics
Downloads 264 (141,141)

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3.

Testing an Augmented Fisher Hypothesis for Money Market Interest Rates in Finland

Dept. of Economics, University of Oulu WP #7
Number of pages: 67 Posted: 11 Feb 1998
Juha-Pekka Junttila
Jyväskylä University School of Business and Economics
Downloads 236 (157,551)

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4.

Forecasting the Macroeconomy with Current Financial Market Information in Europe and the United States

EFMA 2002 London Meetings, Bank of Finland Research Discussion Paper No. 2/2002
Number of pages: 73 Posted: 19 Jan 2002
Juha-Pekka Junttila
Jyväskylä University School of Business and Economics
Downloads 195 (188,624)
Citation 22

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financial markets, forecasting, macroeconomy, Euro-area, USA

5.

The Performance of Economic Tracking Portfolios in an It-Sensitive Stock Market

Number of pages: 40 Posted: 01 Mar 2002
Juha-Pekka Junttila and Heli Kinnunen
Jyväskylä University School of Business and Economics and University of Oulu
Downloads 178 (204,418)
Citation 1

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Industry Stock Portfolios, Forecasting, Macroeconomy

6.

COVID-19 and the Discounting of Real Economic Activity in the U.S. and European Stock Markets

Number of pages: 36 Posted: 24 Apr 2020 Last Revised: 27 Jan 2021
Juha-Pekka Junttila and Vance L. Martin
Jyväskylä University School of Business and Economics and University of Melbourne - Department of Economics
Downloads 171 (211,666)

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COVID-19, discounting, stock markets, macro factors, rare disasters, tail risk, unconventional monetary policy

7.

Haven on Earth? Dynamic Connections between Gold and Stock Markets in Turbulent Times

Number of pages: 40 Posted: 13 Feb 2017
Juha-Pekka Junttila and Juhani Raatikainen
Jyväskylä University School of Business and Economics and University of Jyväskylä - School of Business and Economics
Downloads 115 (289,295)
Citation 2

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Gold market, Stock market, Risk, Dynamic correlations, Shocks

8.

The Role of Stock and Currency Market Information in the Taylor Rule: Evidence from OECD Countries

Number of pages: 45 Posted: 12 Jan 2013
Juha-Pekka Junttila
Jyväskylä University School of Business and Economics
Downloads 98 (322,475)

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Monetary policy, Stock market, Curency market

9.

Commodity Market Based Hedging against Stock Market Risk in Times of Financial Crisis: The Case of Crude Oil and Gold

Number of pages: 44 Posted: 26 Aug 2017
Juha-Pekka Junttila, Juho Pesonen and Juhani Raatikainen
Jyväskylä University School of Business and Economics, University of Jyväskylä - School of Business and Economics and University of Jyväskylä - School of Business and Economics
Downloads 90 (340,458)
Citation 2

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Crisis, Hedging, Commodity Markets, Stock Markets

10.

When Aiyagari meets Piketty: Growth, Inequality and Capital Shares

Number of pages: 63 Posted: 17 Mar 2021
Toni Juuti, Kari Heimonen, Juha-Pekka Junttila and Teemu Pekkarinen
Labour Institute for Economic Research, University of Jyväskylä, Jyväskylä University School of Business and Economics and University of Helsinki - Helsinki Graduate School of Economics
Downloads 89 (342,815)

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Economic growth, Inequality, Top income shares, Capital shares

11.

Empirical Evidence on the Role of Inflation Regime in the Exchange Rate Pass-Through to Import Prices

Posted: 23 May 2010 Last Revised: 24 May 2010
Marko Korhonen and Juha-Pekka Junttila
University of Turku - Department of Economics and Jyväskylä University School of Business and Economics
Downloads 82 (360,308)

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Pricing-to-market, smooth transition regression, import prices, inflation regime

12.

On the Stability of Stablecoins

Number of pages: 48 Posted: 04 Mar 2021
Klaus Grobys, Juha-Pekka Junttila, James W. Kolari and Niranjan Sapkota
University of Vaasa, Jyväskylä University School of Business and Economics, Texas A&M University - Department of Finance and University of Vaasa
Downloads 70 (393,993)

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Bitcoin, financial technology, power laws, spillovers, stablecoins, volatility

13.

Declining Macro-Economic Uncertainty and the Cost of Equity Capital: Analysing the Pre-Emu Period in a Dynamic Setting

Number of pages: 27 Posted: 20 Jan 2005
Juha-Pekka Junttila and Juha-Pekka Kallunki
Jyväskylä University School of Business and Economics and University of Oulu - Department of Economics, Accounting and Finance
Downloads 68 (400,187)

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Stock market, valuation, earnings yield, macroeconomic risks

14.

Revisiting the Real Exchange Rate Parity: The Role of Stock Market Information

Number of pages: 30 Posted: 07 Aug 2010
Marko Korhonen and Juha-Pekka Junttila
University of Turku - Department of Economics and Jyväskylä University School of Business and Economics
Downloads 66 (406,526)

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real exchange rate, real interest rates, stock markets, cointegration

15.

Speculation and Lottery-Like Demand in Cryptocurrency Markets

Number of pages: 33 Posted: 20 Apr 2020 Last Revised: 08 May 2020
Klaus Grobys and Juha-Pekka Junttila
University of Vaasa and Jyväskylä University School of Business and Economics
Downloads 61 (423,008)
Citation 1

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MAX, lottery-like demand, cryptocurrency, Financial Technology, FinTech, gambling

16.

A Random Walk Down the Economic Policy Street: Effects of Economic Policy Uncertainty on Forecasting Future Real Economic Activity in the Euro Area and the UK

Number of pages: 40 Posted: 17 Feb 2017
Juha-Pekka Junttila and Juuso Vataja
Jyväskylä University School of Business and Economics and Vaasan yliopisto (University of Vaasa)
Downloads 57 (437,244)

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forecasting, financial crisis, EPU, real economic activity

17.

Keep the Faith in Banking: New Evidence for the Effects of Negative Interest Rates Based on the Case of Finnish Cooperative Banks

Number of pages: 56 Posted: 27 Jan 2020
Juha-Pekka Junttila, Juhani Raatikainen and Jukka Perttunen
Jyväskylä University School of Business and Economics, affiliation not provided to SSRN and University of Oulu - Department of Accounting & Finance
Downloads 45 (484,170)

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Banks, profitability, negative interest rates, dynamic conditional correlations

18.

Long-Run Determinants and Short-Run Dynamics of the Trade Balance in the EU-15 Countries

Number of pages: 44 Posted: 14 Sep 2016
Mika Nieminen and Juha-Pekka Junttila
University of Jyväskylä - School of Business and Economics and Jyväskylä University School of Business and Economics
Downloads 41 (501,872)

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Trade balance, Competitiveness, European monetary union

19.

Pricing of Electricity Futures Based on Locational Price Differences: The Case of Finland

Number of pages: 44 Posted: 26 Aug 2017
Juha-Pekka Junttila, Valtteri Myllymäki and Juhani Raatikainen
Jyväskylä University School of Business and Economics, Fortum Oyj and University of Jyväskylä - School of Business and Economics
Downloads 39 (511,075)

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Risk Premium, Electricity Futures, EPAD, Nordic Electricity Market, Arbitrage

20.

The Euro's Effect on Trade Balance Dynamics

Number of pages: 30 Posted: 09 May 2015 Last Revised: 28 Sep 2015
Mika Nieminen and Juha-Pekka Junttila
University of Jyväskylä - School of Business and Economics and Jyväskylä University School of Business and Economics
Downloads 38 (515,800)

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external adjustment, J-curve, competitiveness, European monetary union

21.

The Collapse of Soviet Trade and Finland's Great Depression of the 1990's: A Re-Examination

Number of pages: 64 Posted: 05 Feb 2015 Last Revised: 18 Feb 2016
Pekka Ahtiala and Juha-Pekka Junttila
Tampere University - Department of Economics and Jyväskylä University School of Business and Economics
Downloads 31 (551,586)

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Depression, Finland, Russian trade collapse

22.

Discounting the Deficit into Debt: The 3D Dilemma for the OECD Countries

Number of pages: 79 Posted: 23 Aug 2017
Juha-Pekka Junttila
Jyväskylä University School of Business and Economics
Downloads 25 (587,535)

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sovereign debt, public deficit, discounting, growth, sustainability

23.

Balance Sheet Positions in OECD and Post-Soviet Countries Since the 1990s

Number of pages: 97 Posted: 26 May 2016
Kari Heimonen, Juha-Pekka Junttila and Risto Rönkkö
University of Jyväskylä - School of Business and Economics, Jyväskylä University School of Business and Economics and Tampere University - School of Business Administration
Downloads 17 (641,670)

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sovereign debt, national wealth, aggregate private wealth

24.

Assessing commodity price risks and terms of trade exposures in emerging and developing countries

Number of pages: 56 Posted: 12 Feb 2021
Ernest Owusu Boakye, Kari Heimonen and Juha-Pekka Junttila
Jyväskylä University School of Business and Economics, University of Jyväskylä and Jyväskylä University School of Business and Economics
Downloads 11 (685,965)

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commodity prices, terms of trade, structural vector autoregression, emerging and developing countries

25.

Short‐Run Dynamics of the Trade Balance in the EMU‐12 Countries

The Manchester School, Vol. 84, Issue S1, pp. 56-83, 2016
Number of pages: 28 Posted: 05 Aug 2016
Mika Nieminen and Juha-Pekka Junttila
University of Jyväskylä - School of Business and Economics and Jyväskylä University School of Business and Economics
Downloads 1 (769,564)
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26.

Testing an Augmented Fisher Hypothesis for a Small Open Economy: The Case of Finland

Posted: 01 Jul 2001
Juha-Pekka Junttila
Jyväskylä University School of Business and Economics

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27.

Detecting Speculative Bubbles in an It-Intensive Stock Market

Posted: 21 May 2001
Juha-Pekka Junttila
Jyväskylä University School of Business and Economics

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Bubbles, stock market, macroeconomy, unit roots, causality

28.

Information Content in the Term Structure of Money Market Interest Rates on Future Inflation: The Case of Finland

Posted: 17 Sep 1998
Juha-Pekka Junttila
Jyväskylä University School of Business and Economics

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