Murto, Risto

name

• Murto, Risto

Authored works

• Duration, immunization and models of the term structure of interest rates
• Korkorakenne, odotushypoteesi ja aikapreemio Suomen lyhyen rahan markkinoilla
• Korkorakennemallien käyttö korkoriskin arvioinnissa ja hallinnassa
• Linear and nonlinear dependence in the Finnish forward rate agreement markets
• Nonlinear dynamics of speculative attacks on the Finnish markka, 1987-1992
• Pankkiluottojen hinnoittelu vuosina 1987-1992 : mikä meni vikaan?
• Risky debt, bad bank and government
• Testing continuous time models of the term structure of interest rates in the Finnish money market
• The banking crisis, banking policy regimes and the value of a bank
• The term structure and interest rates in the Finnish money markets : the first three years
• Valuing banks and fixed income instruments

Works contributed to

• Valtion velkaantuminen ja sen vaikutukset kansantaloudessa

Works about Murto, Risto