Erkko Etula

Independent

SCHOLARLY PAPERS

7

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Top 10,975

in Total Papers Downloads

8,078

SSRN CITATIONS
Rank 4,757

SSRN RANKINGS

Top 4,757

in Total Papers Citations

339

CROSSREF CITATIONS

35

Scholarly Papers (7)

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
Independent, Universite du Luxembourg - Department of Finance, Aalto University School of Business and Independent
Downloads 5,265 (3,114)
Citation 9

Abstract:

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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 1,067 (38,728)
Citation 281

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cross sectional asset pricing, financial intermediation

3.

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 664 (73,671)
Citation 54

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asset pricing, financial intermediaries, exchange rates

4.

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 582 (86,981)
Citation 15

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

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 229 (244,583)

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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
Independent, Universite du Luxembourg - Department of Finance, Aalto University School of Business and Independent
Downloads 181 (303,427)
Citation 1

Abstract:

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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 90 (517,847)
Citation 6

Abstract:

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