Details about Markus Sihvonen

Access statistics for papers by Markus Sihvonen.

Last updated 2024-08-09. Update your information in the RePEc Author Service.

Short-id: psi950

Working Papers

2022

1. Bond convenience curves and funding costs
   Bank of Finland Research Discussion Papers, Bank of Finland
   See also Journal Article Bond convenience curves and funding costs, Journal of International Economics, Elsevier (2024) (2024)

2021

2. Yield curve momentum
   Bank of Finland Research Discussion Papers, Bank of Finland
   See also Journal Article Yield curve momentum, Review of Finance, European Finance Association (2024) (2024)

2020

3. Bonds, currencies and expectational errors
   Working Paper, Norges Bank
   Also in Bank of Finland Research Discussion Papers, Bank of Finland (2020)
   See also Journal Article Bonds, currencies and expectational errors, Journal of Economic Dynamics and Control, Elsevier (2024) (2024)

2019

4. Does a Currency Union Need a Capital Market Union? Risk Sharing via Banks and Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (3)
5. Does a Currency Union Need a Capital market Union?
   2019 Meeting Papers, Society for Economic Dynamics View citations (3)
   See also Journal Article Does a currency union need a capital market union?, Journal of International Economics, Elsevier (2022) View citations (1) (2022)

Journal Articles

2024

1. Bond convenience curves and funding costs
   Journal of International Economics, 2024, 151, (C)
   See also Working Paper Bond convenience curves and funding costs, Bank of Finland Research Discussion Papers (2022) (2022)
2. Bonds, currencies and expectational errors
   Journal of Economic Dynamics and Control, 2024, 158, (C)
   See also Working Paper Bonds, currencies and expectational errors, Working Paper (2020) (2020)
3. Yield curve momentum
   Review of Finance, 2024, 28, (3), 805-830
   See also Working Paper Yield curve momentum, Bank of Finland Research Discussion Papers (2021) (2021)

2023

4. Equity Home Bias in a Capital Market Union
   IMF Economic Review, 2023, 71, (4), 953-999

2022

5. Does a currency union need a capital market union?
   Journal of International Economics, 2022, 139, (C) View citations (1)
   See also Working Paper Does a Currency Union Need a Capital market Union?, 2019 Meeting Papers (2019) View citations (3) (2019)

2019

6. Market selection with idiosyncratic uncertainty
   Journal of Economic Theory, 2019, 182, (C), 143-160 View citations (3)