Mikael Bask

Bank of Finland - Research

P.O. Box 160

FIN-00101 Helsinki

Finland

SCHOLARLY PAPERS

13

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CITATIONS
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11

Scholarly Papers (13)

1.

Fundamentals and Technical Trading: Behaviour of Exchange Rates in the CEECs

Bank of Finland Research Discussion Paper No. 10/2006
Number of pages: 24 Posted: 03 Oct 2007
Mikael Bask and Jarko Fidrmuc
Bank of Finland - Research and Zeppelin University Friedrichshafen
Downloads 185 (127,392)
Citation 1

Abstract:

foreign exchange market, fundamental analysis, panel cointegration, technical analysis

2.

Measuring Potential Market Risk

Bank of Finland Research Discussion Paper No. 20/2007
Number of pages: 21 Posted: 14 Nov 2007
Mikael Bask
Bank of Finland - Research
Downloads 176 (131,132)

Abstract:

market risk, potential market risk, smooth Lyapunov exponents, stochastic dynamic system, value-at-risk

3.

Long Swings and Chaos in the Exchange Rate in a DSGE Model with a Taylor Rule

Bank of Finland Research Discussion Paper No. 19/2007
Number of pages: 31 Posted: 14 Nov 2007
Mikael Bask
Bank of Finland - Research
Downloads 147 (154,013)
Citation 3

Abstract:

chaotic dynamics, foreign exchange, fundamental analysis, monetary policy, technical analysis

4.

A Case for Interest Rate Smoothing

Bank of Finland Research Discussion Paper No. 25/2007
Number of pages: 28 Posted: 19 Dec 2007 Last Revised: 12 Sep 2013
Mikael Bask
Bank of Finland - Research
Downloads 95 (215,439)

Abstract:

determinacy, E-stability, foreign exchange, inertia, Taylor rule

5.

Robust Taylor Rules in an Open Economy with Heterogeneous Expectations and Least Squares Learning

Bank of Finland Research Discussion Paper No. 6/2007
Number of pages: 58 Posted: 03 Sep 2007
Mikael Bask and Carina Selander
Bank of Finland - Research and University of Umea
Downloads 82 (241,087)

Abstract:

determinacy, foreign exchange, inflation rate targeting regime, interest rate rule, robust monetary policy, technical trading

6.

Optimal Monetary Policy in a Hybrid New Keynesian Model with a Cost Channel

Bank of Finland Research Discussion Paper No. 24/2007
Number of pages: 38 Posted: 05 Dec 2007
Mikael Bask
Bank of Finland - Research
Downloads 80 (242,879)

Abstract:

commitment, determinacy, discretion, expectations-based rule, least

7.

Exchange Rate Volatility without the Contrivance of Fundamentals and the Failure of PPP

Bank of Finland Research Discussion Paper No. 8/2006
Number of pages: 21 Posted: 02 Oct 2007
Mikael Bask
Bank of Finland - Research
Downloads 79 (246,484)

Abstract:

chartism, foreign exchange, macroeconomic fundamentals, moving averages, overshooting, PPP

8.

Instrument Rules in Monetary Policy under Heterogeneity in Currency Trade

Bank of Finland Research Discussion Paper No. 22/2007
Number of pages: 32 Posted: 20 Nov 2007
Mikael Bask
Bank of Finland - Research
Downloads 56 (300,372)
Citation 1

Abstract:

determinacy, DSGE model, interest rate rule, least-squares learning, technical trading

9.

Announcement Effects on Exchange Rate Movements: Continuity as a Selection Criterion among the REE

Bank of Finland Research Discussion Paper No. 6/2006
Number of pages: 47 Posted: 25 Sep 2007
Mikael Bask
Bank of Finland - Research
Downloads 56 (297,860)
Citation 5

Abstract:

asset pricing, exchange rate disconnect puzzle, heterogeneous agents, least squares learnability, monetary policy and technical trading

10.

The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponents

Bank of Finland Research Discussion Paper No. 9/2006
Number of pages: 23 Posted: 02 Oct 2007
Mikael Bask, Tung Liu and Anna Widerberg
Bank of Finland - Research, Ball State University - Department of Economics and Göteborg University - Department of Economics and Statistics
Downloads 53 (305,496)
Citation 1

Abstract:

feedforward neural network, Nord Pool, Lyapunov exponents, spot electricity prices, stochastic dynamic system

11.

Adaptive Learning in an Expectational Difference Equation with Several Lags: Selecting among Learnable REE

Bank of Finland Research Discussion Paper No. 7/2006
Number of pages: 37 Posted: 25 Sep 2007
Mikael Bask
Bank of Finland - Research
Downloads 48 (310,916)

Abstract:

asset pricing, heterogenous agents, least squares learnability, rational expectations equilibria, technical trading

12.

Optimal Monetary Policy under Heterogeneity in Currency Trade

Bank of Finland Research Discussion Paper No. 21/2007
Number of pages: 31 Posted: 14 Nov 2007
Mikael Bask
Bank of Finland - Research
Downloads 47 (316,439)

Abstract:

determinacy, DSGE model, least - squares learning, targeting rule, technical trading, monetary policy

13.

Adaptive Learning in an Expectational Difference Equation with Several Lags: Selecting Among Learn-able REE

European Financial Management, Vol. 14, Issue 1, pp. 99-117, January 2008
Number of pages: 19 Posted: 29 Dec 2007
Mikael Bask
Bank of Finland - Research
Downloads 10 (489,241)
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Abstract: