Details about Mikael Bask

Access statistics for papers by Mikael Bask.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pba8

Working Papers

2020

1. Language Tone in Financial News Media and the Cross-Section of Stock Returns
   Working Paper Series, Uppsala University, Department of Economics

2013

2. Social Influence and the Matthew Mechanism: The Case of an Artificial Cultural Market
   Working Paper Series, Uppsala University, Department of Economics
   See also Journal Article Social influence and the Matthew mechanism: The case of an artificial cultural market, Physica A: Statistical Mechanics and its Applications, Elsevier (2014) View citations (3) (2014)

2012

3. Optimal Monetary Policy under Learning in a New Keynesian Model with Cost Channel and Inflation Inertia
   Working Paper Series, Uppsala University, Department of Economics

2011

4. A Case for Interest Rate Inertia in Monetary Policy
   Working Paper Series, Uppsala University, Department of Economics
   See also Journal Article A CASE FOR INTEREST RATE INERTIA IN MONETARY POLICY, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2014) View citations (2) (2014)
5. The Increased Importance of Asset Price Misalignments for Business Cycle Dynamics
   Working Paper Series, Uppsala University, Department of Economics View citations (1)

2010

6. Inequality Generating Processes and Measurement of the Matthew Effect
   Working Paper Series, Uppsala University, Department of Economics View citations (1)
7. Measuring the Stability of a Dynamic System: The Case of the Stock Market Turmoil 2007-2008
   Working Paper Series, Uppsala University, Department of Economics

2009

8. Monetary Policy, Stock Price Misalignments and Macroeconomic Instability
   Working Papers, Hanken School of Economics View citations (1)

2008

9. Market Structure and the Stability and Volatility of Electricity Prices
   Working Papers in Economics, University of Gothenburg, Department of Economics View citations (1)
   See also Journal Article Market structure and the stability and volatility of electricity prices, Energy Economics, Elsevier (2009) View citations (12) (2009)

2007

10. A case for interest rate smoothing
    Bank of Finland Research Discussion Papers, Bank of Finland
11. Instrument rules in monetary policy under heterogeneity in currency trade
    Bank of Finland Research Discussion Papers, Bank of Finland
    See also Journal Article Instrument rules in monetary policy under heterogeneity in currency trade, Journal of Economics and Business, Elsevier (2009) View citations (2) (2009)
12. Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule
    Bank of Finland Research Discussion Papers, Bank of Finland
13. Measuring potential market risk
    Bank of Finland Research Discussion Papers, Bank of Finland
    See also Journal Article Measuring potential market risk, Journal of Financial Stability, Elsevier (2010) View citations (2) (2010)
14. Optimal monetary policy in a hybrid New Keynesian model with a cost channel
    Bank of Finland Research Discussion Papers, Bank of Finland
15. Optimal monetary policy under heterogeneity in currency trade
    Bank of Finland Research Discussion Papers, Bank of Finland
    See also Journal Article Optimal monetary policy under heterogeneity in currency trade, Journal of Financial Economic Policy, Emerald Group Publishing Limited (2009) View citations (1) (2009)
16. Robust Taylor rules in an open economy with heterogeneous expectations and least squares learnig
    Bank of Finland Research Discussion Papers, Bank of Finland
17. The Stability and Volatility of Electricity Prices: An Illustration of (lambda, sigma-2) Analysis
    Working Papers in Economics, University of Gothenburg, Department of Economics View citations (2)

2006

18. Adaptive learning in an expectational difference equation with several lags: selecting among learnable REE
    Bank of Finland Research Discussion Papers, Bank of Finland
    See also Journal Article Adaptive Learning in an Expectational Difference Equation with Several Lags: Selecting among Learnable REE, European Financial Management, European Financial Management Association (2008) View citations (4) (2008)
19. Announcement effects on exchange rate movements: continuity as a selection criterion among the REE
    Bank of Finland Research Discussion Papers, Bank of Finland View citations (1)
20. Exchange rate volatility without the contrivance of fundamentals and the failure of PPP
    Bank of Finland Research Discussion Papers, Bank of Finland
21. Fundamentals and technical trading: behaviour of exchange rates in the CEECs
    Bank of Finland Research Discussion Papers, Bank of Finland
    See also Journal Article Fundamentals and Technical Trading: Behavior of Exchange Rates in the CEECs, Open Economies Review, Springer (2009) View citations (5) (2009)
22. The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent
    Working Papers, Ball State University, Department of Economics View citations (7)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2006)
    See also Journal Article The stability of electricity prices: Estimation and inference of the Lyapunov exponents, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) View citations (10) (2007)

2003

23. Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates
    Umeå Economic Studies, Umeå University, Department of Economics View citations (1)
24. Economic Man and the Consumption of Addictive Goods: The Case of Two Goods
    Umeå Economic Studies, Umeå University, Department of Economics View citations (1)

2002

25. Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates: First Results
    Umeå Economic Studies, Umeå University, Department of Economics

2001

26. Characterizing the degree of stability of non-linear dynamic models
    Umeå Economic Studies, Umeå University, Department of Economics
    See also Journal Article Characterizing the Degree of Stability of Non-linear Dynamic Models, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2002) View citations (23) (2002)
27. EMU and the Stability and Volatility of Exchange Rates
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
28. EMU and the Stability and Volatility of Foreign Exchange: Some Empirical Evidence
    Umeå Economic Studies, Umeå University, Department of Economics View citations (8)
    See also Journal Article EMU and the stability and volatility of foreign exchange: Some empirical evidence, Chaos, Solitons & Fractals, Elsevier (2005) View citations (11) (2005)
29. Rationally Addicted to Drinking and Smoking?
    Umeå Economic Studies, Umeå University, Department of Economics View citations (2)
    See also Journal Article Rationally addicted to drinking and smoking?, Applied Economics, Taylor & Francis Journals (2004) View citations (49) (2004)

2000

30. A Positive Lyapunov Exponent in Swedish Exchange Rates?
    Umeå Economic Studies, Umeå University, Department of Economics View citations (13)
31. Rational Addiction and Smoking when there are Legal and Illegal Cigarettes
    Umeå Economic Studies, Umeå University, Department of Economics View citations (1)
32. Rational Addiction when there are Two Addictive Goods: Cigarettes and Smokeless Tobacco
    Umeå Economic Studies, Umeå University, Department of Economics View citations (4)

1998

33. Essays on Exchange Rates: Deterministic Chaos and Technical Analysis
    Umeå Economic Studies, Umeå University, Department of Economics View citations (3)

1997

34. Deterministic Chaos in Exchange Rates?
    Umeå Economic Studies, Umeå University, Department of Economics View citations (2)

Journal Articles

2024

1. Media sentiment and stock returns
   The Quarterly Review of Economics and Finance, 2024, 94, (C), 303-311

2023

2. Monetary policy uncertainty, monetary policy surprises and stock returns
   Journal of Economics and Business, 2023, 124, (C) View citations (1)

2021

3. Extrapolative expectations and macroeconomic dynamics: Evidence from an estimated DSGE model
   International Journal of Finance & Economics, 2021, 26, (1), 1101-1111
4. Latent class analysis of IPOs in the Nordics
   PLOS ONE, 2021, 16, (11), 1-12

2020

5. Pure announcement and time effects in the dividend-discount model
   The Quarterly Review of Economics and Finance, 2020, 77, (C), 266-270

2016

6. Market dynamics of buyout acquisitions in the renewable energy and cleantech sectors: An event study approach
   Renewable and Sustainable Energy Reviews, 2016, 64, (C), 271-278 View citations (5)
7. Optimal monetary policy under learning and structural uncertainty in a New Keynesian model with a cost channel and inflation inertia
   Journal of Economic Dynamics and Control, 2016, 69, (C), 112-126 View citations (4)

2015

8. Cumulative (Dis)Advantage and the Matthew Effect in Life-Course Analysis
   PLOS ONE, 2015, 10, (11), 1-14 View citations (7)

2014

9. A CASE FOR INTEREST RATE INERTIA IN MONETARY POLICY
   International Journal of Finance & Economics, 2014, 19, (2), 140-159 View citations (2)
   See also Working Paper A Case for Interest Rate Inertia in Monetary Policy, Working Paper Series (2011) (2011)
10. Social influence and the Matthew mechanism: The case of an artificial cultural market
    Physica A: Statistical Mechanics and its Applications, 2014, 412, (C), 113-119 View citations (3)
    See also Working Paper Social Influence and the Matthew Mechanism: The Case of an Artificial Cultural Market, Working Paper Series (2013) (2013)

2012

11. ASSET PRICE MISALIGNMENTS AND MONETARY POLICY
    International Journal of Finance & Economics, 2012, 17, (3), 221-241 View citations (14)
12. Actual and potential market risks during the stock market turmoil 2007--2008
    Applied Financial Economics, 2012, 22, (5), 339-349 View citations (1)

2010

13. Measuring potential market risk
    Journal of Financial Stability, 2010, 6, (3), 180-186 View citations (2)
    See also Working Paper Measuring potential market risk, Bank of Finland Research Discussion Papers (2007) (2007)

2009

14. Announcement effects on exchange rates
    International Journal of Finance & Economics, 2009, 14, (1), 64-84 View citations (5)
15. Fundamentals and Technical Trading: Behavior of Exchange Rates in the CEECs
    Open Economies Review, 2009, 20, (5), 589-605 View citations (5)
    See also Working Paper Fundamentals and technical trading: behaviour of exchange rates in the CEECs, Bank of Finland Research Discussion Papers (2006) (2006)
16. Instrument rules in monetary policy under heterogeneity in currency trade
    Journal of Economics and Business, 2009, 61, (2), 97-111 View citations (2)
    See also Working Paper Instrument rules in monetary policy under heterogeneity in currency trade, Bank of Finland Research Discussion Papers (2007) (2007)
17. Market power in the expanding Nordic power market
    Applied Economics, 2009, 43, (9), 1035-1043 View citations (15)
18. Market structure and the stability and volatility of electricity prices
    Energy Economics, 2009, 31, (2), 278-288 View citations (12)
    See also Working Paper Market Structure and the Stability and Volatility of Electricity Prices, Working Papers in Economics (2008) View citations (1) (2008)
19. Optimal monetary policy under heterogeneity in currency trade
    Journal of Financial Economic Policy, 2009, 1, (4), 338-354 View citations (1)
    See also Working Paper Optimal monetary policy under heterogeneity in currency trade, Bank of Finland Research Discussion Papers (2007) (2007)
20. Robust Taylor rules under heterogeneity in currency trade
    International Economics and Economic Policy, 2009, 6, (3), 283-313 View citations (3)

2008

21. Adaptive Learning in an Expectational Difference Equation with Several Lags: Selecting among Learnable REE
    European Financial Management, 2008, 14, (1), 99-117 View citations (4)
    See also Working Paper Adaptive learning in an expectational difference equation with several lags: selecting among learnable REE, Bank of Finland Research Discussion Papers (2006) (2006)

2007

22. Chartism and exchange rate volatility
    International Journal of Finance & Economics, 2007, 12, (3), 301-316 View citations (14)
23. The stability of electricity prices: Estimation and inference of the Lyapunov exponents
    Physica A: Statistical Mechanics and its Applications, 2007, 376, (C), 565-572 View citations (10)
    See also Working Paper The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent, Working Papers (2006) View citations (7) (2006)

2005

24. EMU and the stability and volatility of foreign exchange: Some empirical evidence
    Chaos, Solitons & Fractals, 2005, 25, (3), 737-750 View citations (11)
    See also Working Paper EMU and the Stability and Volatility of Foreign Exchange: Some Empirical Evidence, Umeå Economic Studies (2001) View citations (8) (2001)

2004

25. Rationally addicted to drinking and smoking?
    Applied Economics, 2004, 36, (4), 373-381 View citations (49)
    See also Working Paper Rationally Addicted to Drinking and Smoking?, Umeå Economic Studies (2001) View citations (2) (2001)

2003

26. Should one use smokeless tobacco in smoking cessation programs?
    The European Journal of Health Economics, 2003, 4, (4), 263-270 View citations (12)
27. Technical Trading at the Currency Market Increases the Overshooting Effect
    Finnish Economic Papers, 2003, 16, (2), 72-80

2002

28. Characterizing the Degree of Stability of Non-linear Dynamic Models
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (1), 19 View citations (23)
    See also Working Paper Characterizing the degree of stability of non-linear dynamic models, Umeå Economic Studies (2001) (2001)