Jari-Pekka Heinonen

University of Vaasa - Department of Accounting and Finance

P.O. Box 700

FIN-65101 Vaasa, FI-65101

Finland

SCHOLARLY PAPERS

5

DOWNLOADS

741

CITATIONS

2

Scholarly Papers (5)

1.

Is Currency Momentum a Hedge for Global Economic Risk?

Number of pages: 59 Posted: 17 Jun 2015 Last Revised: 22 Dec 2016
Klaus Grobys, Jari-Pekka Heinonen and James W. Kolari
University of Vaasa, University of Vaasa - Department of Accounting and Finance and Texas A&M University - Department of Finance
Downloads 395 (72,801)
Citation 3

Abstract:

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Return dispersion, Momentum, Currency markets, Global economic risk

2.

Is There a Credit Risk Anomaly in FX Markets?

Finance Research Letters, Forthcoming
Number of pages: 11 Posted: 31 Oct 2015 Last Revised: 26 May 2016
Klaus Grobys and Jari-Pekka Heinonen
University of Vaasa and University of Vaasa - Department of Accounting and Finance
Downloads 122 (227,134)

Abstract:

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Credit risk, FX markets, currency markets, carry trade, anomaly

3.

Does Option-Implied Cross-Sectional Return Dispersion Forecast Realized Cross-Sectional Return Dispersion? Evidence from the G10 Currencies

Number of pages: 31 Posted: 17 Oct 2015 Last Revised: 26 May 2016
Klaus Grobys and Jari-Pekka Heinonen
University of Vaasa and University of Vaasa - Department of Accounting and Finance
Downloads 85 (290,237)

Abstract:

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Return dispersion, currency markets, G10 currencies, implied cross-sectional return dispersion

4.

Option-Implied Volatility Spillovers between Risk Factors in FX Markets and States of the Global Economy

Number of pages: 17 Posted: 02 Feb 2016
Klaus Grobys and Jari-Pekka Heinonen
University of Vaasa and University of Vaasa - Department of Accounting and Finance
Downloads 83 (294,431)
Citation 1

Abstract:

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Volatility spillovers, currency markets, G10 currencies, option-implied volatility, risk factors, expected volatility, expected portfolio volatility

5.

Corruption, Carry Trades, and the Cross Section of Currency Returns

Number of pages: 29 Posted: 02 May 2017 Last Revised: 15 May 2017
Klaus Grobys and Jari-Pekka Heinonen
University of Vaasa and University of Vaasa - Department of Accounting and Finance
Downloads 56 (363,860)

Abstract:

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Corruption, corruption perceptions, corruption risk, FX markets, currency markets