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Andersson, Magnus's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
719 |
Total
Citations
40 |
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1.
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Andersson, Magnus
European Central Bank (ECB)
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201
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11
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Monetary policy, intraday data
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Which News Moves the Euro Area Bond Market?
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Andersson, Magnus
European Central Bank (ECB) Overby, Lars Jul
University of Copenhagen - Department of Economics Sebestyen, Szabolcs
European Central Bank (ECB)
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Posted:
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01 Jun 06
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Last Revised:
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17 Jun 11
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181
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22
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Sebestyén, Szabolcs
ISCTE-IUL Andersson, Magnus
European Central Bank (ECB) Overby, Lars Jul
University of Copenhagen - Department of Economics
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36
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21
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Monetary policy, high-frequency data, macroeconomic announcements
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Andersson, Magnus
European Central Bank (ECB) Overby, Lars Jul
University of Copenhagen - Department of Economics Sebestyen, Szabolcs
European Central Bank (ECB)
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145
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22
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Monetary policy, intraday data, macroeconomic announcements
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3.
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Andersson, Magnus
European Central Bank (ECB) Ejsing, Jacob
European Central Bank (ECB) von Landesberger, Julian
European Central Bank (ECB)
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102
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1
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Monetary policy, learning
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4.
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Andersson, Magnus
European Central Bank (ECB) Lomakka, Magnus
American Performance (AP) Fund 1
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79
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2
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Implied risk-neutral distribution, Confidence intervals, Bootstrap
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5.
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Andersson, Magnus
European Central Bank (ECB) D'Agostino, Antonello
Central Bank and Financial Services Authority of Ireland
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78
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1
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Forecasting Models, Asset Prices
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Andersson, Magnus
European Central Bank (ECB) D'Agostino, Antonello
Central Bank and Financial Services Authority of Ireland De Bondt, Gabe
European Central Bank (ECB) Roma, Moreno
European Central Bank (ECB)
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50
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forecasting real GDP, consumption and investment, sectoral stock prices, stock market valuation metrics, US, Euro Area
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7.
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Andersson, Magnus
European Central Bank (ECB) Hofmann, Boris
Bank for International Settlements (BIS) - Monetary and Economic Department
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28
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3
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Monetary policy, transparency, central bank communication, forward guidance, term structure of interest rates
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8.
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Andersson, Magnus
European Central Bank (ECB) Krylova, Elizaveta
European Central Bank (ECB) Vähämaa, Sami
University of Vaasa
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stock-bond return correlation, dynamic conditional correlation, macroeconomic expectations, implied volatility
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9.
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Alexopoulou, Ioana
European Central Bank (ECB) Andersson, Magnus
European Central Bank (ECB) Georgescu, Oana Maria
Deutsche Bundesbank
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Credit Default Swap Spreads, Corporate Bond Spreads, Liquidity
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