Publications in peer reviewed journals
The Relevance of Accuracy for the Impact of Macroeconomic News on Exchange Rate Volatility (with Markku Lanne)
International Journal of Finance & Economics, forthcoming
Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times (with Markku Lanne)
Studies in Nonlinear Dynamics & Econometrics, Vol 14 Issue 1, 2010
The impact of macroeconomic news on exchange rate volatility
Finnish Economic Papers, Vol 20 pp. 23–40, 2007
Working papers and other publications
Esseitä makrotalouden uutisten vaikutuksista valuuttakurssien volatiliteettiin
Kansantaloudellinen Aikakauskirja 105/4 (in Finnish), 2009
Essays on the Asymmetric News Effects on Exchange Rate Volatility
Jyväskylä Studies in Business and Economics 84, 2009
The Relevance of Accuracy in the Impact of News on Exchange Rate Volatility (with Markku Lanne)
HECER DP 262, revise and resubmit, 2009
Asymmetric News Effects on Exchange Rate Volatility
JYU DP 353/2008, 2008
Exchange Rate Volatility, Macro Announcements and the Choice of the Intraday Seasonality Filtering Method
BoF DP 23/2007, 2007