Personal Details
First Name: Sami
Middle Name:
Last Name: Vähämaa
Suffix:
RePEc Short-ID: pvh1
Email:
Homepage:
http://www.uwasa.fi/~sami
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Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Elizaveta Krylova & Jussi Nikkinen & Sami Vähämaa, 2005.
"Cross-dynamics of volatility term structures implied by foreign exchange options,"
Working Paper Series
530, European Central Bank.
[Downloadable!]
Published as: - Sami Vähämaa, 2004.
"Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB,"
Working Paper Series
315, European Central Bank.
[Downloadable!]
Published as:
Articles
- Martikainen, Minna & Nikkinen, Jussi & Vähämaa, Sami, 2009.
"Production functions and productivity of family firms: Evidence from the S&P 500,"
The Quarterly Review of Economics and Finance,
Elsevier, vol. 49(2), pages 295-307, May.
[Downloadable!] (restricted)
- Krylova, Elizaveta & Nikkinen, Jussi & Vähämaa, Sami, 2009.
"Cross-dynamics of volatility term structures implied by foreign exchange options,"
Journal of Economics and Business,
Elsevier, vol. 61(5), pages 355-375, September.
[Downloadable!] (restricted)
Other versions: - Magnus Andersson & Elizaveta Krylova & Sami Vähämaa, 2008.
"Why does the correlation between stock and bond returns vary over time?,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 18(2), pages 139-151.
[Downloadable!] (restricted)
- Nikkinen, Jussi & Sahlstrom, Petri & Vahamaa, Sami, 2006.
"Implied volatility linkages among major European currencies,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 16(2), pages 87-103, April.
[Downloadable!] (restricted)
- Annukka Jokipii & Sami Vähämaa, 2006.
"The Free Cash Flow Anomaly Revisited: Finnish Evidence,"
Journal of Business Finance & Accounting,
Blackwell Publishing, vol. 33(7-8), pages 961-978.
[Downloadable!] (restricted)
- Vahamaa, Sami, 2005.
"Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB,"
Journal of Economics and Business,
Elsevier, vol. 57(1), pages 23-38.
[Downloadable!] (restricted)
Other versions:
NEP Fields
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-CFN: Corporate Finance (1) 2005-11-12 Author is listed
- NEP-EEC: European Economics (1) 2005-10-04 Author is listed
- NEP-FIN: Finance (2) 2005-10-04 2005-11-12 Author is listed
- NEP-FMK: Financial Markets (2) 2005-10-04 2005-11-12 Author is listed
- NEP-FOR: Forecasting (1) 2005-10-04 Author is listed
- NEP-IFN: International Finance (1) 2005-11-12 Author is listed
- NEP-MAC: Macroeconomics (1) 2005-10-04 Author is listed
- NEP-MON: Monetary Economics (2) 2005-10-04 2005-11-12 Author is listed
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This page was last updated on 2010-1-4.
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