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Helinä Laakkonen

This is information that was supplied by Helinä Laakkonen in registering through RePEc. If you are Helinä Laakkonen, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Helinä
Middle Name:
Last Name:Laakkonen
RePEc Short-ID:pla276
Helsinki, Finland


P.O. Box 160,, FIN-00101, Helsinki
RePEc:edi:bofgvfi (more details at EDIRC)
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  1. Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Research Discussion Papers 8/2015, Bank of Finland.
  2. Laakkonen, Helinä, 2015. "Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market," Research Discussion Papers 4/2015, Bank of Finland.
  3. Kilponen, Juha & Laakkonen, Helinä & Vilmunen, Jouko, 2012. "Sovereign risk, European crisis resolution policies and bond yields," Research Discussion Papers 22/2012, Bank of Finland.
  4. Laakkonen, Helinä & Lanne, Markku, 2009. "The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility," MPRA Paper 23718, University Library of Munich, Germany.
  5. Laakkonen, Helinä & Lanne, Markku, 2008. "Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times," MPRA Paper 8296, University Library of Munich, Germany.
  6. Laakkonen, Helinä, 2007. "Exchange rate volatility, macro announcements and the choice of intraday sasonality filtering method," Research Discussion Papers 23/2007, Bank of Finland.
  7. Laakkonen, Helinä, 2004. "The impact of macroeconomic news on exchange rate volatility," Research Discussion Papers 24/2004, Bank of Finland.
  1. Juha Kilponen & Helinä Laakkonen & Jouko Vilmunen, 2015. "Sovereign Risk, European Crisis-Resolution Policies, and Bond Spreads," International Journal of Central Banking, International Journal of Central Banking, vol. 11(2), pages 285-323, March.
  2. Helinä Laakkonen, 2014. "Exchange rate volatility, macroeconomic announcements and the choice of intraday periodicity filtering method," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2093-2104, December.
  3. HelinÄ LaakkOnen & Markku Lanne, 2013. "The Relevance Of Accuracy For The Impact Of Macroeconomic News On Exchange Rate Volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(4), pages 339-351, October.
  4. Laakkonen Helinä & Lanne Markku, 2009. "Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(1), pages 1-38, December.
  5. Helinä Laakkonen, 2007. "The Impact of Macroeconomic News on Exchange Rate Volatility," Finnish Economic Papers, Finnish Economic Association, vol. 20(1), pages 23-40, Spring.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (4) 2007-12-08 2008-04-21 2015-03-27 2016-06-04
  2. NEP-FMK: Financial Markets (3) 2008-04-21 2012-07-14 2015-03-27
  3. NEP-BAN: Banking (2) 2015-09-05 2016-06-04
  4. NEP-IFN: International Finance (2) 2007-12-08 2008-04-21
  5. NEP-MAC: Macroeconomics (2) 2007-12-08 2012-07-14
  6. NEP-RMG: Risk Management (2) 2008-04-21 2016-06-04
  7. NEP-CBA: Central Banking (1) 2016-06-04
  8. NEP-ECM: Econometrics (1) 2007-12-08
  9. NEP-EEC: European Economics (1) 2015-09-05
  10. NEP-MON: Monetary Economics (1) 2012-07-14
  11. NEP-OPM: Open Economy Macroeconomics (1) 2008-04-21

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