Details about Jukka Ilomäki

Access statistics for papers by Jukka Ilomäki.

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Short-id: pil83

Working Papers

2019

1. Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
   Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)

2018

2. Asymmetric Risk Impacts of Chinese Tourists to Taiwan
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
3. Long Run Returns Predictability and Volatility with Moving Averages
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico View citations (1)
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (7)
   See also Journal Article Long Run Returns Predictability and Volatility with Moving Averages, Risks, MDPI (2018) View citations (7) (2018)
4. Market Timing with Moving Averages
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (6)
   See also Journal Article Market Timing with Moving Averages, Sustainability, MDPI (2018) View citations (6) (2018)
5. Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (1)
6. Simple Market Timing with Moving Averages
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (4)

Journal Articles

2021

1. Leaning against the Bubble: Central Bank Intervention in Walrasian Asset Markets
   Risks, 2021, 9, (12), 1-12
2. Leaning against the wind policy and animal spirits in a general equilibrium model
   International Journal of Finance & Economics, 2021, 26, (2), 2325-2334 View citations (1)

2020

3. Causality between CO2 Emissions and Stock Markets
   Energies, 2020, 13, (11), 1-14 View citations (10)
4. Inflation and Risky Investments
   JRFM, 2020, 13, (12), 1-10 View citations (1)

2018

5. Animal Spirits and Risk in Financial Markets
   Journal of Banking and Financial Economics, 2018, 1, (9), 52-59 View citations (1)
6. Animal spirits in financial markets: Experimental evidence
   Journal of Behavioral and Experimental Finance, 2018, 20, (C), 99-104 View citations (1)
7. Long Run Returns Predictability and Volatility with Moving Averages
   Risks, 2018, 6, (4), 1-18 View citations (7)
   See also Working Paper Long Run Returns Predictability and Volatility with Moving Averages, Documentos de Trabajo del ICAE (2018) View citations (1) (2018)
8. Market Timing with Moving Averages
   Sustainability, 2018, 10, (7), 1-25 View citations (6)
   See also Working Paper Market Timing with Moving Averages, Econometric Institute Research Papers (2018) View citations (6) (2018)
9. Moving Average Market Timing in European Energy Markets: Production Versus Emissions
   Energies, 2018, 11, (12), 1-24 View citations (5)
10. Risk and return of a trend-chasing application in financial markets: an empirical test
    Risk Management, 2018, 20, (3), 258-272 View citations (5)
11. THE NOISE TRADER EFFECT IN A WALRASIAN FINANCIAL MARKET
    Advances in Decision Sciences, 2018, 22, (1), 405-419 View citations (3)

2017

12. Animal spirits, beauty contests and expected returns
    Journal of Economics and Finance, 2017, 41, (3), 474-486 View citations (1)
13. CONNECTING THEORY AND EMPIRICS FOR ANIMAL SPIRITS, RETURNS AND INTEREST RATES: A CLARIFICATION OF “RISK-FREE RATES AND ANIMAL SPIRITS IN FINANCIAL MARKETS”
    Annals of Financial Economics (AFE), 2017, 12, (01), 1-2 View citations (1)
14. Real Risk-Free Rate, the Central Bank, and Stock Market Bubbles
    Journal of Reviews on Global Economics, 2017, 6, 420-425 View citations (2)

2016

15. RISK-FREE RATES AND ANIMAL SPIRITS IN FINANCIAL MARKETS
    Annals of Financial Economics (AFE), 2016, 11, (03), 1-18 View citations (1)