Mattias Persson

Sveriges Riksbank

Brunkebergstorg 11

SE- 103 37 Stockholm

Sweden

  • Sveriges Riksbank

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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3

CROSSREF CITATIONS

24

Scholarly Papers (7)

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1.

Market Dynamics Associated with Credit Ratings: A Literature Review

ECB Occasional Paper No. 16
Number of pages: 40 Posted: 16 Nov 2005
Fernando González, François Haas, Mattias Persson, Liliana Toledo, Roberto Violi, Martin Wieland and Carmen Zins
European Central Bank (ECB), Banque de France, Sveriges Riksbank, Banco de España, Bank of Italy, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 969 (36,312)
Citation 6

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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 829 (45,003)
Citation 1

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3.

Long-Term Investing and International Diversification

Number of pages: 22 Posted: 21 Mar 2002
Mattias Persson
Sveriges Riksbank
Downloads 667 (60,164)
Citation 3

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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 574 (72,867)

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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 376 (120,666)

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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 118 (352,024)

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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
European Banking Authority, Bank for International Settlements (BIS) and Sveriges Riksbank
Downloads 102 (389,654)
Citation 1

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Danish mortgage market, housing finance, callable mortgage bonds