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Helsinki GSE organizes itself through research groups. Each research group is responsible for promoting and developing cooperation within the Helsinki GSE community in its research area.

Helsinki GSE Master’s programs offer a wide selection of courses covering all the main fields of economics. Our courses enable our students to learn the essential core of economics at an advanced level, while providing them with the possibility to tailor their education according to their specific interests.

Helsinki GSE students can take courses from each of the three departments. The listing below represents our current course offering covering all the Helsinki GSE universities.

News

November 25, 2019

Doctoral Defence: “Evaluating macro-finance interactions using mixed frequency methods”

On November 29th, M.Soc.Sc. (Economics) Annika Lindblad will defend her doctoral thesis "Evaluating macro-finance interactions using mixed frequency methods". The dissertation examines how macroeconomic variables influence financial market volatility and correlations using mixed frequency time series methods. Lindblad's work contributes to the literature on empirical macroeconometrics by illuminating which economic variables influence the low-frequency component of volatilities and correlations, as well as examining various methods to improve long horizon forecasts for stock market volatility by utilising the information in macroeconomic data. Her work emphasises the importance of forward-looking economic variables for both modelling and forecasting volatility and highlights the usefulness of economic data for forecasting volatility during low volatility periods. Lindblad also identifies significant time-variation in the low-frequency correlation between exchange rate and equity returns, and for the US links this to two hypotheses suggested in the earlier literature, namely…

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