Publications

• Laakkonen, H., and M. Lanne (2013). The Relevance of Accuracy for the Impact of Macroeconomic News on Exchange Rate Volatility. International Journal of Finance and Economics 18, 339 – 351. (working paper version)
• Lanne, M., and T. Vesala (2010). The Effect of Transaction Tax on Exchange Rate Volatility, International Journal of Finance and Economics 15, 123 – 133. (working paper version)
• Laakkonen, H., and M. Lanne (2010). Asymmetric Effects on Volatility: Good vs. Bad News in Good vs. Bad Times. Studies in Nonlinear Dynamics and Econometrics 14.
• Lanne, M., and J. Luoto (2008). Robustness of the Risk-Return Relationship in the U.S. Stock Market, Finance Research Letters 5, 118 – 127. (working paper version)
• Lanne, M., and P. Saikkonen (2007). Modeling Conditional Skewness in Stock Returns, European Journal of Finance 19, 691 – 704. (working paper version)
• Lanne, M. (2003). Testing the Expectations Hypothesis of the Term Structure of Interest Rates in the Presence of a Potential Regime Shift, Manchester School 71, 54 – 77. (working paper version)
• Lanne, M., and P. Saikkonen (2003). Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes, Journal of Financial Econometrics 1, 96 – 125. (working paper version)
• Lanne, M., and P. Saikkonen (2005). Why Is It So Difficult to Uncover the Risk-Return Tradeoff in Stock Returns? Economics Letters 92, 118 – 125.
• Lanne, M., and E. Jokivuolle (2005). Trading Volume and Liquidity: A Case Study of Nokia’s Cross Listing Using the ACD Model, Finnish Journal of Business Economics 3/2005. (working paper version)
• Lanne, M. (1995). Co-Integration and the Term Structure of Finnish Short-Term Interest Rates, Finnish Economic Papers 8, 3 – 16.