Erkko Etula

Independent

SCHOLARLY PAPERS

8

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140

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Scholarly Papers (8)

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1.

Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs

FORTHCOMING IN THE REVIEW OF FINANCIAL STUDIES
Number of pages: 88 Posted: 22 Nov 2014 Last Revised: 22 Feb 2019
Erkko Etula, Kalle Rinne, Matti Suominen and Lauri Vaittinen
Independent, Luxembourg School of Finance, Aalto University School of Business and Independent
Downloads 4,442 (2,212)
Citation 7

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asset pricing, limits of arbitrage, mutual funds, short-term reversals, turn-of-the-month effect

2.

Financial Intermediaries and the Cross-Section of Asset Returns

Journal of Finance, December 2014, AFA 2012 Chicago Meetings Paper
Number of pages: 58 Posted: 23 Mar 2011 Last Revised: 20 Nov 2014
Tobias Adrian, Erkko Etula and Tyler Muir
International Monetary Fund, Independent and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 890 (29,531)
Citation 114

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cross sectional asset pricing, financial intermediation

3.

Broker-Dealer Risk Appetite and Commodity Returns

FRB of New York Staff Report No. 406, Journal of Financial Econometrics, Volume 11, Issue 3, Summer 2013, Pages 486–521
Number of pages: 41 Posted: 16 Nov 2009 Last Revised: 05 Jan 2020
Erkko Etula
Independent
Downloads 507 (62,310)
Citation 49

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asset pricing, financial intermediaries, commodity prices, futures markets, risk appetite

4.

Risk Appetite and Exchange Rates

FRB of New York Staff Report No. 361
Number of pages: 45 Posted: 05 Feb 2009 Last Revised: 29 Mar 2018
Tobias Adrian, Erkko Etula and Hyun Song Shin
International Monetary Fund, Independent and Bank for International Settlements (BIS)
Downloads 455 (71,191)
Citation 53

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asset pricing, financial intermediaries, exchange rates

5.

On Forward-Looking Exchange Rates and Commodity Prices

Number of pages: 20 Posted: 09 Mar 2009 Last Revised: 19 Mar 2009
Erkko Etula
Independent
Downloads 208 (165,321)

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asset pricing, financial intermediaries, exchange rates, commodity prices, forecasting, risk appetite

6.

(Presentation Slides) Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs

Number of pages: 43 Posted: 31 Mar 2019
Erkko Etula, Kalle Rinne, Matti Suominen and Lauri Vaittinen
Independent, Luxembourg School of Finance, Aalto University School of Business and Independent
Downloads 81 (339,967)
Citation 1

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asset pricing, limits of arbitrage, mutual funds, short-term reversals, turn of the month effect

7.

Financial Amplification of Foreign Exchange Risk Premia

FRB of New York Staff Report No. 461
Number of pages: 33 Posted: 01 Aug 2010
Tobias Adrian, Erkko Etula and Jan J. Groen
International Monetary Fund, Independent and Federal Reserve Bank of New York
Downloads 66 (380,951)
Citation 5

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foreign exchange risk premium, systemic risk monitoring, financial intermediation, asset pricing

8.

The Two-Sector Von Thünen Original Marginal Productivity Model of Capital; and Beyond

Metroeconomica, Vol. 59, Issue 1, pp. 85-104, February 2008
Number of pages: 20 Posted: 13 Jan 2008
Erkko Etula
Independent
Downloads 20 (584,132)
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