Olli Castrén

• Capital market development, corporate governance, and the credibility of exchange rate pegs
• Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?
• Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?
• Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member states
• Foreign exchange option and returns based correlation forecasts
• Growth expectations, capital flows and international risk sharing
• Labour market reform and the sustainability of exchange rate pegs
• Monetary policy delegation, labour market structure and fiscal-monetary policy coordination
• What drives EU bank stock returns?
• What drives investors' behaviour in different FX market segments?