Roland Füss : Citation Profile


Are you Roland Füss?

Universität St. Gallen

10

H index

10

i10 index

407

Citations

RESEARCH PRODUCTION:

38

Articles

32

Papers

2

Chapters

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 23
   Journals where Roland Füss has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 12 (2.86 %)

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   Permalink: http://citec.repec.org/pfs2
   Updated: 2022-11-19    RAS profile: 2022-07-22    
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Relations with other researchers


Works with:

Ruf, Daniel (3)

Guidolin, Massimo (2)

Morkoetter, Stefan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roland Füss.

Is cited by:

GUPTA, RANGAN (11)

Potrafke, Niklas (7)

Antonakakis, Nikolaos (6)

Lucas, Andre (5)

Demirer, Riza (5)

Chatziantoniou, Ioannis (5)

Riem, Marina (4)

Gholipour Fereidouni, Hassan (4)

Schindler, Felix (4)

Gabauer, David (4)

cotter, john (3)

Cites to:

Engle, Robert (30)

Shiller, Robert (23)

Gyourko, Joseph (18)

Campbell, John (18)

Case, Karl (17)

Pesaran, M (16)

Acharya, Viral (15)

Ling, David (14)

Fama, Eugene (13)

Shleifer, Andrei (13)

Bollerslev, Tim (13)

Main data


Where Roland Füss has published?


Journals with more than one article published# docs
Journal of Banking & Finance5
Financial Markets and Portfolio Management4
Real Estate Economics4
The Journal of Real Estate Finance and Economics2
Journal of Asset Management2
Journal of Housing Economics2

Working Papers Series with more than one paper published# docs
Working Papers on Finance / University of St. Gallen, School of Finance17
ERES / European Real Estate Society (ERES)8
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research2

Recent works citing Roland Füss (2022 and 2021)


YearTitle of citing document
2021A survey of electricity spot and futures price models for risk management applications. (2021). Gruet, Pierre ; Deschatre, Thomas. In: Papers. RePEc:arx:papers:2103.16918.

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2022Correlation scenarios and correlation stress testing. (2021). Woebbeking, F ; Packham, N. In: Papers. RePEc:arx:papers:2107.06839.

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2021Cross-ownership as a structural explanation for rising correlations in crisis times. (2021). Araneda, Axel A ; Bertschinger, Nils. In: Papers. RePEc:arx:papers:2112.04824.

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2022Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information. (2022). Sester, Julian ; Neufeld, Ariel ; Lutkebohmert, Eva ; Ansari, Jonathan. In: Papers. RePEc:arx:papers:2204.01071.

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2022The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:857.

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2022Administrative Division Adjustment and Housing Price Comovement: Evidence from City?County Mergers in China. (2022). Sun, Weizeng ; Zhang, Mingang. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:4:p:149-173.

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2021The Housing Market in Israel: Long-Run Equilibrium and Short-Run Dynamics. (2021). Yakhin, Yossi ; Gamrasni, Inon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.08.

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2021Modeling House Price Synchronization across the U.S. States and their Time-Varying Macroeconomic Linkages. (2021). Hardik, Marfatia. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:73-117:n:1.

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2021The Relationship between Oil Prices and Real Estate Loans and Mortgage Loans in Azerbaijan. (2021). Hajiyev, Natig Gadim-Ogli ; Humbatova, Sugra Ingilab. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-42.

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2021An intraday-return-based Value-at-Risk model driven by dynamic conditional score with censored generalized Pareto distribution. (2021). Li, Handong ; Tian, Fei ; Song, Shijia. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000439.

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2022Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454.

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2022Controversy in financial chaos research and nonlinear dynamics: A short literature review. (2022). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006543.

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202125 years and counting of corporate finance: What have we learned and where are we going?. (2021). Knill, April M ; Hutton, Irena ; Zutter, Chad J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s092911992100016x.

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2021Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices. (2021). Yang, Zhenlin ; Huang, Naqun. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001863.

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2021Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Shen, Jie ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:196-208.

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2021Correlation regimes in international equity and bond returns. (2021). Martinez, Oscar ; Aslanidis, Nektarios. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:397-410.

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2022Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence. (2022). Liu, Xing ; Tan, Chunzhi ; Zhang, Wei Guo ; Mo, Guoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001765.

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2022Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102.

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2022Instability spillovers in the banking sector: A spatial econometrics approach. (2022). Karkowska, Renata ; Acedaski, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000493.

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2021Housing market spillovers through the lens of transaction volume: A new spillover index approach. (2021). Yu, Ziliang ; Tong, Meng ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:351-378.

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2021A survey of electricity spot and futures price models for risk management applications. (2021). Gruet, Pierre ; Feron, Olivier ; Deschatre, Thomas. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003881.

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2021A transaction case analysis of the development of generation rights trading and existing shortages in China. (2021). Zha, Ruiming ; Li, Ruan ; Zhang, Jiuyang ; Zhao, Wenhui. In: Energy Policy. RePEc:eee:enepol:v:149:y:2021:i:c:s0301421520307564.

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2021Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity market. (2021). Verling, Trude Haugsvaer ; Bogaard, Katinka ; Botterud, Audun ; Negash, Ahlmahz ; Fleten, Stein-Erik ; Stein- Erik Fleten, ; Westgaard, Sjur. In: Energy. RePEc:eee:energy:v:214:y:2021:i:c:s0360544220319034.

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2022Dependence dynamics of US REITs. (2022). Vo, Xuan Vinh ; Ahmad, Nasir ; Hussain, Syed Jawad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000928.

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2021Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383.

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2021From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices. (2021). Choi, Chi-Young ; Hansz, Andrew J. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000437.

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2022The power of sentiment: Irrational beliefs of households and consumer loan dynamics. (2022). Gric, Zuzana ; Hodula, Martin ; Ehrenbergerova, Dominika. In: Journal of Financial Stability. RePEc:eee:finsta:v:59:y:2022:i:c:s157230892200002x.

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2021Cross-commodity hedging for illiquid futures: Evidence from Chinas base metal futures market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000508.

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2021The Role of Patient Experience in the Value Assessment of Complex Technologies – Do HTA Bodies Need to Reconsider How Value is Assessed?. (2021). Upadhyaya, Sheela ; Kalo, Zoltan ; Bertelsen, Neil ; Brixner, Diana ; Mountian, Irina ; Szegvari, Boglarka ; Freitag, Andreas ; Sarri, Grammati. In: Health Policy. RePEc:eee:hepoli:v:125:y:2021:i:5:p:593-601.

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2021International tail risk connectedness: Network and determinants. (2021). Lambe, Brendan John ; Nguyen, Linh Hoang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000512.

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2022Internal governance and outside directors’ connections to non-director executives. (2022). Mkrtchyan, Anahit ; Hoitash, Udi. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:73:y:2022:i:1:s0165410121000513.

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2021A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks. (2021). Rosch, Daniel ; Kircher, Felix. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002375.

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2022Housing networks and driving forces. (2022). Hurn, Stan ; Wang, Ben ; Shi, Shuping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002685.

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2022Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727.

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2021European depositors’ behavior and crisis sentiment. (2021). Anastasiou, Dimitrios ; Drakos, Konstantinos. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:117-136.

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2021Precautionary buffers and stochastic dependence in environmental policy. (2021). Holzer, Jorge ; Olson, Lars J. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:106:y:2021:i:c:s0095069620301297.

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2022Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market. (2022). Wang, Ashley ; Sun, Zheng ; Li, YI ; Jiang, Hao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:277-302.

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2021Housing price appreciation and economic integration in a transition economy: Evidence from Kazakhstan. (2021). Cheng, Enoch ; Becker, Charles ; An, Galina. In: Journal of Housing Economics. RePEc:eee:jhouse:v:52:y:2021:i:c:s1051137721000176.

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2022The local employment effect of house prices: Evidence from U.S. States. (2022). Kishor, N ; Rizi, Majid Haghani ; Nam, Gooan ; Marfatia, Hardik A. In: Journal of Housing Economics. RePEc:eee:jhouse:v:55:y:2022:i:c:s1051137721000607.

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2022Macroeconomic shocks and ripple effects in the Greater Paris Metropolis. (2022). Malle, Richard ; Pourcelot, Alexis ; Coen, Alain. In: Journal of Housing Economics. RePEc:eee:jhouse:v:56:y:2022:i:c:s1051137721000760.

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2021Estimating and forecasting dynamic correlation matrices: A nonlinear common factor approach. (2021). Yang, Yuhong ; Rolling, Craig ; Zhang, Yongli. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:183:y:2021:i:c:s0047259x20302918.

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2022Change-point problems for multivariate time series using pseudo-observations. (2022). Bahraoui, Tarik ; Remillard, Bruno N ; Nasri, Bouchra R. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:187:y:2022:i:c:s0047259x21001354.

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2022Tangibility bias in investment risk judgments. (2022). Kaufmann, Patrick J ; Noseworthy, Theodore J ; Trudel, Remi ; Atasoy, Ozgun. In: Organizational Behavior and Human Decision Processes. RePEc:eee:jobhdp:v:171:y:2022:i:c:s0749597822000346.

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2022Multi-commodity price risk hedging in the Atlantic salmon farming industry. (2022). Strom, Eivind ; Strypet, Kristian ; Lavrutich, Maria ; Haarstad, Aleksander H. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000167.

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2021The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar. (2021). Zeitun, Rami ; Eissa, Mohamad Abdelaziz ; al Refai, Hisham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000050.

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2021Cointegration between the structure of copper futures prices and Brexit. (2021). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000155.

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2022Time-varying risk analysis for commodity futures. (2022). Ur, Mobeen ; Junior, Peterson Owusu ; Ahmad, Nasir ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s030142072200349x.

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2021Do opinion polls move stock prices? Evidence from the US presidential election in 2016. (2021). Muck, Matthias ; Kanz, Andreas ; Herold, Michael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:665-690.

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2022Credit booms and crisis-emergent asset comovement: The problem of latent correlation. (2022). Gimenez, Gabriel A ; Chibane, Messaoud ; Gabriel, Amadeus. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:270-279.

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2022On the benefits of active stock selection strategies for diversified investors. (2022). Auer, Benjamin R ; Stadtmuller, Immo ; Schuhmacher, Frank. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:342-354.

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2022Energy dependence, renewable energy generation and import demand: Are EU countries resilient?. (2022). Scandurra, Giuseppe ; Pansini, Rosaria Vega ; Carfora, Alfonso. In: Renewable Energy. RePEc:eee:renene:v:195:y:2022:i:c:p:1262-1274.

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2022Sudden shock and stock market network structure characteristics: A comparison of past crisis events. (2022). Ji, Xiaoqin ; Huang, KE ; Wen, Zhang ; He, Chengying. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s004016252200258x.

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2021Does UK social housing affect housing prices and economic growth? An application of the ARDL model. (2021). Liu, C ; Chorley, F. In: Economic Issues Journal Articles. RePEc:eis:articl:121chorley.

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2022Predicting House Prices Using DMA Method: Evidence from Turkey. (2022). Drachal, Krzysztof ; Hacievliyagil, Nuri ; Eksi, Ibrahim Halil. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:3:p:64-:d:768364.

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2021Prosperity or Real Estate Bubble? Exuberance Probability Index of Real Housing Prices in Chile. (2021). Contreras-Reyes, Javier E ; Lozano, Francisco J ; Idrovo-Aguirre, Byron J. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:51-:d:638335.

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2021Testing the Efficiency of Globally Listed Private Equity Markets. (2021). Tegtmeier, Lars. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:313-:d:590620.

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2021The COVID-19 Pandemic and Commercial Property Rent Dynamics. (2021). Lu, Teddy ; Liusman, Ervi ; Allan, Roddy ; Tsang, Desmond. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:360-:d:609511.

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2022Two-Way Risk Spillover of Financial and Real Sectors in the Presence of Major Public Emergencies. (2022). Li, Yong ; Zhang, Ziyi ; Niu, Tong. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12571-:d:932236.

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2021Spillovers of Non-Fundamental Risks: The Tale of Two Securitized Real Estate Markets. (2021). Wang, Long ; Sing, Tien Foo. In: International Real Estate Review. RePEc:ire:issued:v:24:n:02:2021:p:185-220.

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2021On the Link between House Prices and House Permits: Asymmetric Evidence from 51 States of the United States of America. (2021). Hadzic, Muris ; Ghodsi, Hesam ; Bahmani-Oskooee, Mohsen. In: International Real Estate Review. RePEc:ire:issued:v:24:n:03:2021:p:323-361.

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2022Explaining Regional Disparities in Housing Prices across German Districts. (2022). Trunzer, Johannes ; Thomsen, Stephan L ; Brausewetter, Lars. In: IZA Discussion Papers. RePEc:iza:izadps:dp15199.

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2021Misalignments in house prices and economic growth in Europe. (2021). Cuestas, Juan ; Levenko, Natalia ; Kukk, Merike. In: Working Papers. RePEc:jau:wpaper:2021/07.

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2022Buy-to-Rent Investors and the Market for Single Family Homes. (2022). Schultz, Paul ; Dlima, Walter. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:64:y:2022:i:1:d:10.1007_s11146-020-09790-5.

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2021El precio de la vivienda en España tras el inicio de la crisis económica: un análisis empírico || Housing prices in Spain after the beginning of the financial crisis: An empirical analysis. (2021). Soler, Alberto Montero ; Torres-Tellez, Jonathan. In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:32:y:2021:i:1:p:376-391.

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2021Dynamic linkages among financial stability, house prices and residential investment in Greece. (2021). Anastasiou, Dimitrios ; Kapopoulos, Panayotis. In: MPRA Paper. RePEc:pra:mprapa:107833.

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2021What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy?. (2021). Rano, Shehu Usman. In: MPRA Paper. RePEc:pra:mprapa:110382.

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2021The Risk Spillover Effects of the Real Estate Industry on the Financial Industry: A GARCH-Time-Varying-Copula-CoVaR Approach on China. (2021). Li, Jiaqi ; Qi, Hanying ; Xu, Yunsong ; Ding, Ning. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211067226.

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2021Regional housing price dependency in the UK: A dynamic network approach. (2021). Zhang, Dayong ; Ji, Qiang ; Horsewood, Nicholas J ; Zhao, Wan-Li. In: Urban Studies. RePEc:sae:urbstu:v:58:y:2021:i:5:p:1014-1031.

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2021DEVELOPMENT OF THE REAL ESTATE MARKET IN THE CZECH REPUBLIC IN CONNECTION WITH THE COVID-19 PANDEMIC. (2021). Hromada, Eduard. In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:12713389.

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2021Developing automated valuation models for estimating property values: a comparison of global and locally weighted approaches. (2021). Zopounidis, Constantin ; Andritsos, Dimitrios ; Papastamos, Dimitrios ; Doumpos, Michalis. In: Annals of Operations Research. RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-020-03556-1.

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2021A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification. (2021). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos. In: The Annals of Regional Science. RePEc:spr:anresc:v:66:y:2021:i:2:d:10.1007_s00168-020-01021-2.

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2021Drought and Property Prices: Empirical Evidence from Provinces of Iran. (2021). Gholipour Fereidouni, Hassan ; Farzanegan, Mohammad Reza ; Feizi, Mehdi. In: Economics of Disasters and Climate Change. RePEc:spr:ediscc:v:5:y:2021:i:2:d:10.1007_s41885-020-00081-0.

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2021The fundamental drivers of electricity price: a multi-scale adaptive regression analysis. (2021). Afanasyev, Dmitriy O ; Gilenko, Evgeniy V ; Fedorova, Elena A. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01825-3.

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2021Is the Korean housing market following Gangnam style?. (2021). Caporin, Massimiliano ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:4:d:10.1007_s00181-020-01931-2.

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2021An analysis of political uncertainty and corporate investment cycles in Pakistan. (2021). Tariq, Yasir ; Bashir, Malik Fahim ; Akbar, Zonaira. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:55:y:2021:i:6:d:10.1007_s11135-021-01116-8.

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2022Volatility spillover and dynamic co-movement of foreign direct investment between Malaysia and China and developed countries. (2022). Alin, James M ; Asid, Rozilee ; Lily, Jaratin ; Kogid, Mori ; Mulok, Dullah . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:56:y:2022:i:1:d:10.1007_s11135-021-01123-9.

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2022Wie stark reagiert der deutsche Wohnungsbau auf steigende Kapitalmarktzinsen?. (2022). Lerbs, Oliver ; Hiller, Norbert. In: Wirtschaftsdienst. RePEc:spr:wirtsc:v:102:y:2022:i:9:d:10.1007_s10273-022-3272-7.

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2021Evolution of Relationship Between Housing and Rental Prices and Inter-Urban Differences in China Under the Context of the Simultaneous Rental and Sales Markets Policy. (2021). Li, Tao ; Ping, LI ; Xing, Niu ; Chen, LI ; Guancen, WU. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:29:y:2021:i:3:p:29-38:n:5.

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2021Network?based early warning system to predict financial crisis. (2021). Dastkhan, Hossein. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:594-616.

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2021Determining the causality between U.S. presidential prediction markets and global financial markets. (2021). Dimitrov, Stanko ; Abolghasemi, Yaser. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4534-4556.

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2021Measuring systemic risk and dependence structure between real estates and banking sectors in China using a CoVaR?copula method. (2021). Cao, Yufei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5930-5947.

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2021On the leading properties of Business and Consumer Surveys: new evidence from EU countries. (2021). Sorić, Petar ; Skrabic Peric, Blanka ; Matoec, Marina. In: EFZG Working Papers Series. RePEc:zag:wpaper:2101.

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2021Correlation scenarios and correlation stress testing. (2021). Woebbeking, Fabian ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021012.

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2022Explaining regional disparities in housing prices across German districts. (2022). Trunzer, Johannes ; Thomsen, Stephan L ; Brausewetter, Lars. In: IWH Discussion Papers. RePEc:zbw:iwhdps:132022.

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2022Forecasting risk measures based on structural breaks in the correlation matrix. (2022). Duan, Fang. In: Ruhr Economic Papers. RePEc:zbw:rwirep:945.

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Works by Roland Füss:


YearTitleTypeCited
2009Does the Top Executive Influence the Performance of US Real Estate Investment Trusts? In: ERES.
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2009An Equilibrium Model of German Real Office Rents Using Panel Cointegration Analysis In: ERES.
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2010WHAT DRIVES CEOS TO TAKE ON MORE RISK? SOME EVIDENCE FROM THE LABORATORY OF REITS In: ERES.
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2011What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs.(2011) In: Journal of Applied Corporate Finance.
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2012The sources of risk spillovers among US REITs: Asset similarities and regional proximity In: ERES.
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paper5
2016Efficient Land Use with Congestion: Determining Land Values from Residential Rents In: ERES.
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2017Homeowner Effect and Strategic Interaction in Local Property Taxation In: ERES.
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2018Risk Factors in Private Commercial Real Estate In: ERES.
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2019A Behavioral Explanation to Spatial Dependencies in Commercial Real Estate Asset Prices In: ERES.
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2019Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns In: BAFFI CAREFIN Working Papers.
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2011Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed?Asset?Portfolio In: Perspektiven der Wirtschaftspolitik.
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article1
2012A Regime-Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors In: Real Estate Economics.
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article3
2013Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets In: Real Estate Economics.
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article37
2015The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity In: Real Estate Economics.
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article9
2021Local house price comovements In: Real Estate Economics.
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article1
2019Local House Price Comovements.(2019) In: Working Papers on Finance.
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2011Scattered Trust - Did the 2007-08 financial crisis change risk perceptions? In: CEPR Discussion Papers.
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2014Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach In: Journal of Financial and Quantitative Analysis.
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article64
2013Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach.(2013) In: SAFE Working Paper Series.
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2021Winning a deal in private equity: Do educational ties matter? In: Journal of Corporate Finance.
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article2
2015Electricity derivatives pricing with forward-looking information In: Journal of Economic Dynamics and Control.
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article16
2013Electricity Derivatives Pricing with Forward-Looking Information.(2013) In: Working Papers on Finance.
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2018Something in the air: Information density, news surprises, and price jumps In: Journal of International Financial Markets, Institutions and Money.
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article2
2015Something in the Air: Information Density, News Surprises, and Price Jumps.(2015) In: Working Papers on Finance.
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2016The role of spatial and temporal structure for residential rent predictions In: International Journal of Forecasting.
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2015The Role of Spatial and Temporal Structure for Residential Rent Predictions.(2015) In: Working Papers on Finance.
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2020The cross-over effect of irrational sentiments in housing, commercial property, and stock markets In: Journal of Banking & Finance.
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2021Bank systemic risk exposure and office market interconnectedness In: Journal of Banking & Finance.
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2022Information precision and return co-movements in private commercial real estate markets In: Journal of Banking & Finance.
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article0
2014A jackknife-type estimator for portfolio revision In: Journal of Banking & Finance.
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article1
2017Are correlations constant? Empirical and theoretical results on popular correlation models in finance In: Journal of Banking & Finance.
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article23
2016Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance.(2016) In: Working Papers on Finance.
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2010Macroeconomic determinants of international housing markets In: Journal of Housing Economics.
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2016The economic drivers of differences in house price inflation rates across MSAs In: Journal of Housing Economics.
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article7
2015The Economic Drivers of Differences in House Price Inflation Rates across MSAs.(2015) In: Working Papers on Finance.
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2017Modeling the multivariate dynamic dependence structure of commodity futures portfolios In: Journal of Commodity Markets.
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article9
2008Capitalizing on Partisan Politics: Expected Government Partisanship and Sector-Specific Redistribution in Germany In: EcoMod2008.
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paper0
2012Excess return sources of active property management: a case study In: Journal of Property Investment & Finance.
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article0
2021Determining Land Values from Residential Rents In: Land.
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article0
2021The Predictability of House Prices: Human Against Machine In: International Real Estate Review.
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article0
2005Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets In: Economic Change and Restructuring.
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article12
2007The tactical and strategic value of hedge fund strategies: a cointegration approach In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article3
2008The nature of listed real estate companies: property or equity market? In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article13
2018Financial crises, price discovery, and information transmission: a high-frequency perspective In: Financial Markets and Portfolio Management.
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article1
2021COVID-19’s impact on real estate markets: review and outlook In: Financial Markets and Portfolio Management.
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article2
2011The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices In: The Journal of Real Estate Finance and Economics.
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article5
2012Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process In: The Journal of Real Estate Finance and Economics.
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article4
2008Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election In: Public Choice.
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article32
2012Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States In: Review of Quantitative Finance and Accounting.
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article5
2010Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany In: Journal of Money, Credit and Banking.
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article11
2010Capitalizing on Partisan Politics? The Political Economy of Sector?Specific Redistribution in Germany.(2010) In: Journal of Money, Credit and Banking.
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2016Changing Risk Perception and the Time-Varying Price of Risk In: Review of Finance.
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2010The predictive power of value-at-risk models in commodity futures markets In: Journal of Asset Management.
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2012Investment choice and performance potential in the mutual fund industry In: Journal of Asset Management.
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2011Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regression In: Palgrave Macmillan Books.
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chapter0
2014Valuation effects of termination of cross-listings In: Journal of Financial Perspectives.
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article0
2013Electricity Spot and Derivatives Pricing when Markets are Interconnected In: Working Papers on Finance.
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paper1
2014Corporate Transparency and Bond Liquidity In: Working Papers on Finance.
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paper4
2015Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach In: Working Papers on Finance.
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paper2
2015Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation In: Working Papers on Finance.
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2017Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets In: Working Papers on Finance.
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paper0
2019Best Land Use with Negative Externalities: Determining Land Values from Residential Rents In: Working Papers on Finance.
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2017Do Local Governments Tax Homeowner Communities Differently? In: Working Papers on Finance.
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paper2
2017Do Local Governments Tax Homeowner Communities Differently?.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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2017Do local governments tax homeowner communities differently?.(2017) In: ZEW Discussion Papers.
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2017Winning a Deal in Private Equity: Do Educational Networks Matter? In: Working Papers on Finance.
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paper1
2018Should Investors Care Where Private Equity Managers Went To School? In: Working Papers on Finance.
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paper0
2018Office Market Interconnectedness and Systemic Risk Exposure In: Working Papers on Finance.
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paper0
2020Sentiment Risk Premia In The Cross-Section of Global Equity In: Working Papers on Finance.
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paper0
2016Determinants of Liquidity (Re)Allocation and the Decision to Cross?List or Cross?Delist In: International Journal of Finance & Economics.
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article0
2020Electricity Market Coupling in Europe: Status Quo and Future Challenges In: World Scientific Book Chapters.
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chapter0
2009Testing the predictability and efficiency of securitized real estate markets In: ZEW Discussion Papers.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team