Mattias Persson

Sveriges Riksbank

Brunkebergstorg 11

SE- 103 37 Stockholm

Sweden

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 24,360

SSRN RANKINGS

Top 24,360

in Total Papers Downloads

3,991

SSRN CITATIONS
Rank 37,121

SSRN RANKINGS

Top 37,121

in Total Papers Citations

3

CROSSREF CITATIONS

24

Scholarly Papers (7)

1.

Market Dynamics Associated with Credit Ratings: A Literature Review

ECB Occasional Paper No. 16
Number of pages: 40 Posted: 16 Nov 2005
European Central Bank (ECB), Banque de France, Sveriges Riksbank, Banco de España, Bank of Italy, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 1,157 (35,259)
Citation 13

Abstract:

Loading...

Credit rating agencies, ratings, market dynamics, rating triggers, rating methodologies

2.

Estimation Risk and Portfolio Selection in the Lower Partial Moment

Number of pages: 25 Posted: 25 Jul 2000
Mattias Persson
Sveriges Riksbank
Downloads 859 (53,670)
Citation 1

Abstract:

Loading...

3.

Long-Term Investing and International Diversification

Number of pages: 22 Posted: 21 Mar 2002
Mattias Persson
Sveriges Riksbank
Downloads 730 (66,754)
Citation 3

Abstract:

Loading...

4.

Expected Utility Maximization and Time Diversification

EFMA 2000 Athens
Number of pages: 17 Posted: 23 Oct 2000
Mattias Persson and Bjorn Hansson
Sveriges Riksbank and Lund University - Department of Economics
Downloads 594 (86,629)

Abstract:

Loading...

5.

Forecasting Volatility States and Active Portfolio Strategies

Number of pages: 21 Posted: 21 Mar 2002
Mattias Persson and Birger Nilsson
Sveriges Riksbank and Lund University - Department of Economics
Downloads 388 (144,298)

Abstract:

Loading...

6.

Stocks or Bills in the Long Run Evidence from the Us and Swedish Asset Markets

Number of pages: 31 Posted: 21 Mar 2002
Bjorn Hansson and Mattias Persson
Lund University - Department of Economics and Sveriges Riksbank
Downloads 147 (369,131)

Abstract:

Loading...

7.

The Danish Mortgage Market

BIS Quarterly Review, March 2004
Number of pages: 16 Posted: 06 May 2012
Jacob Gyntelberg, Allen Frankel and Mattias Persson
University of Copenhagen - Department of Economics, Bank for International Settlements (BIS) and Sveriges Riksbank
Downloads 116 (442,911)
Citation 2

Abstract:

Loading...

Danish mortgage market, housing finance, callable mortgage bonds