Details about Erkko Etula

Access statistics for papers by Erkko Etula.

Last updated 2015-07-07. Update your information in the RePEc Author Service.

Short-id: pet14

Working Papers

2015

1. News shocks, monetary policy, and foreign currency positions
   Staff Reports, Federal Reserve Bank of New York View citations (1)

2011

2. Broker-Dealer Leverage and the Cross-Section of Stock Returns
   2011 Meeting Papers, Society for Economic Dynamics

2010

3. Financial amplification of foreign exchange risk premia
   Staff Reports, Federal Reserve Bank of New York
   See also Journal Article Financial amplification of foreign exchange risk premia, European Economic Review, Elsevier (2011) View citations (10) (2011)
4. Funding liquidity risk and the cross-section of stock returns
   Staff Reports, Federal Reserve Bank of New York View citations (1)
5. Risk Appetite and Exchange Rates
   2010 Meeting Papers, Society for Economic Dynamics View citations (30)
   Also in Staff Reports, Federal Reserve Bank of New York (2009) View citations (4)

2009

6. Broker-dealer risk appetite and commodity returns
   Staff Reports, Federal Reserve Bank of New York View citations (31)
   See also Journal Article Broker-Dealer Risk Appetite and Commodity Returns, Journal of Financial Econometrics, Oxford University Press (2013) View citations (81) (2013)

Journal Articles

2014

1. Financial Intermediaries and the Cross-Section of Asset Returns
   Journal of Finance, 2014, 69, (6), 2557-2596 View citations (291)

2013

2. Broker-Dealer Risk Appetite and Commodity Returns
   Journal of Financial Econometrics, 2013, 11, (3), 486-521 View citations (81)
   See also Working Paper Broker-dealer risk appetite and commodity returns, Staff Reports (2009) View citations (31) (2009)

2011

3. Financial amplification of foreign exchange risk premia
   European Economic Review, 2011, 55, (3), 354-370 View citations (10)
   See also Working Paper Financial amplification of foreign exchange risk premia, Staff Reports (2010) (2010)

2009

4. International Factor Price Equalization in a limited-substitutability technology framework
   International Review of Economics & Finance, 2009, 18, (2), 282-289

2008

5. THE TWO‐SECTOR VON THÜNEN ORIGINAL MARGINAL PRODUCTIVITY MODEL OF CAPITAL; AND BEYOND
   Metroeconomica, 2008, 59, (1), 85-104 View citations (5)

2006

6. Complete work-up of the one-sector scalar-capital theory of interest rate: Third installment auditing Sraffa's never-completed "Critique of Modern Economic Theory"
   Japan and the World Economy, 2006, 18, (3), 331-356 View citations (4)
7. Testing to confirm that Leontief-Sraffa matrix equations for input/output must obey constancy of returns to scale
   Economics Letters, 2006, 90, (2), 183-188 View citations (13)
8. Two Alternative Hypothetical “Lost” 1814 Ricardo Manuscripts: New-Century Bearings
   History of Political Economy, 2006, 38, (1), 1-14

Chapters

2011

1. Comment on "Two Monetary Tools: Interest Rates and Haircuts"
   A chapter in NBER Macroeconomics Annual 2010, volume 25, 2011, pp 181-191 View citations (1)