Mikael Bask

Professor, subject representative

Teaching

• Advanced Microeconomics
• Coordinator for Bachelor and Master Theses
• Financial Economics: Information (see also Moodle)

Research Interests

• Asset Pricing
• Econophysics
• Monetary Policy Design

Selected Publications

Papers in peer-reviewed journals on (λ,σ2)-anaysis:

• Characterizing the Degree of Stability of Non-Linear Dynamic Models. Studies in Nonlinear Dynamics and Econometrics, 6 (1) article 3, 2002, with Xavier de Luna.
• EMU and the Stability and Volatility of Foreign Exchange: Some Empirical Evidence. Chaos, Solitons and Fractals, 25, 737-750, 2005, with Xavier de Luna.
• Market Structure and the Stability and Volatility of Electricity Prices. Energy Economics, 31, 278-288, 2009, with Anna Widerberg.
• Measuring Potential Market Risk. Forthcoming in Journal of Financial Stability.

Three other representative papers in peer-reviewed journals:

• Testing Chaotic Dynamics via Lyapunov Exponents. Physica D, 114, 1-2, 1998, with Ramazan Gencay.
• Adaptive Learning in an Expectational Difference Equation with Several Lags: Selecting among Learnable REE. European Financial Management, 14, 99-117, 2008.
• Announcement Effects on Exchange Rates. International Journal of Finance and Economics, 14, 64-84, 2009.

My Curriculum Vitae can be found here:
CV (Mikael Bask)