Erkko M. Etula
Economics and Econometrics · 2010–2014
A researcher in the Science corpus: 3 papers; trusts 12 researchers and is trusted by 19 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 42 citations into it; #3,975 of 23,481 by trust here, #5,336 by citations
- Finance — 41 citations into it; #1,913 of 10,518 by trust here, #2,099 by citations
Whom Erkko M. Etula trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tobias Adrian
- Denis Gromb
- Markus K. Brunnermeier
- Hyun Song Shin
- Claude B. Erb
- Todd E. Clark
- Dimitri Vayanos
- Gary B. Gorton
- Kenneth S. Rogoff
- Lasse Heje Pedersen
Who trusts Erkko M. Etula overall
- Darrell Duffie
- Brian J. Henderson
- James D. Hamilton
- Tobias Adrian
- Neil D. Pearson
- Silvia Miranda-Agrippino
- Ing-Haw Cheng
- J. Wu
- Li Wang
- Zhiguo He
Papers from Erkko M. Etula's perspective
Ordered by how strongly the researchers Erkko M. Etula trusts endorse each paper. Same corpus, a different order for every researcher.
- Market liquidity and funding liquidity
- The Strategic and Tactical Value of Commodity Futures
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- An Institutional Theory of Momentum and Reversal
- Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Sudden Stops, Financial Crises, and Leverage
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Bank Lending During the Financial Crisis of 2008
- Measuring the Natural Rate of Interest (Review of Economics and Statistics)
Their papers
- Broker-Dealer Risk Appetite and Commodity Returns (2013) — 185 citations
- Financial Intermediaries and the Cross-Section of Asset Returns: Financial Intermediaries and the Cross-Section of Asset Returns (2014) — 336 citations
- Risk Appetite and Exchange Rates (2010) — 120 citations