Markus Sihvonen

Bank of Finland

P.O. Box 160

Helsinki 00101

Finland

http://sites.google.com/site/mesihvonen/

SCHOLARLY PAPERS

4

DOWNLOADS

364

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Yield Curve Momentum

Number of pages: 58 Posted: 18 Nov 2021
Markus Sihvonen
Bank of Finland
Downloads 226 (172,995)

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bond risk premia, time series momentum, term structure models, post-FOMC announcement drift

2.

Bonds, Currencies and Expectational Errors

Number of pages: 53 Posted: 30 Apr 2020
Eleonora Granziera and Markus Sihvonen
Bank of Finland and Bank of Finland
Downloads 89 (359,717)

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

3.

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 37 (545,760)
Citation 1

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Market Selection Hypothesis, Heterogeneous Beliefs, General Equilibrium

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

Number of pages: 42 Posted: 01 Jul 2019 Last Revised: 13 Aug 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 12 (737,452)

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

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