Matti Koivu

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 47,833

SSRN RANKINGS

Top 47,833

in Total Papers Downloads

951

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Cointegration Analysis of the Fed Model

Sauder School of Business Working Paper
Number of pages: 12 Posted: 08 Apr 2005
European Central Bank (ECB), Aalto University and University of British Columbia (UBC) - Sauder School of Business
Downloads 490 (62,108)
Citation 2

Abstract:

Loading...

Cointegration analysis, Vector equilibrium correction, VAR, Stock markets

2.

Joint Modelling of International Yield Curves

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 19 Posted: 13 Dec 2007
Matti Koivu, Ken Nyholm and Jacob Stromberg
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 285 (115,939)

Abstract:

Loading...

Multiple yield curve model, Principal component analysis, State-space model

3.

Foreign Reserves Management Subject to a Policy Objective

ECB Working Paper No. 624
Number of pages: 23 Posted: 01 Jun 2006
European Central Bank - Risk Management Division, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 176 (184,777)

Abstract:

Loading...

Foreign reserves management, foreign exchange intervention, exchange rate modelling, optimal asset allocation