Roland Füss : Citation Profile


Are you Roland Füss?

Universität St. Gallen

8

H index

5

i10 index

224

Citations

RESEARCH PRODUCTION:

26

Articles

27

Papers

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 14
   Journals where Roland Füss has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 7 (3.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfs2
   Updated: 2019-06-08    RAS profile: 2019-01-13    
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Relations with other researchers


Works with:

Prokopczuk, Marcel (4)

Gropp, Reint (2)

Zietz, Joachim (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 (9)

Potrafke, Niklas (7)

Lucas, Andre (5)

Schindler, Felix (5)

Riem, Marina (4)

Demirer, Riza (3)

Afanasyev, Dmitriy (3)

Brunnermeier, Markus (3)

Koopman, Siem Jan (3)

Hayo, Bernd (3)

Gehrig, Thomas (3)

Cites to:

Gyourko, Joseph (14)

Bollerslev, Tim (12)

Engle, Robert (11)

Shiller, Robert (11)

Phillips, Peter (9)

Case, Karl (9)

Johansen, Soren (9)

Saiz, Albert (9)

Campbell, John (9)

Andersen, Torben (8)

Vega, Clara (8)

Main data


Where Roland Füss has published?


Journals with more than one article published# docs
Financial Markets and Portfolio Management3
Real Estate Economics3
Journal of Banking & Finance2
Journal of Housing Economics2
The Journal of Real Estate Finance and Economics2

Working Papers Series with more than one paper published# docs
Working Papers on Finance / University of St. Gallen, School of Finance14
ERES / European Real Estate Society (ERES)7
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research2

Recent works citing Roland Füss (2018 and 2017)


YearTitle of citing document
2017Bank lending technologies and credit availability in Europe. What can we learn from the crisis?. (2017). Peruzzi, Valentina ; Murro, Pierluigi ; Ferri, Giovanni ; Rotondi, Zeno. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:135.

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2018Symmetric thermal optimal path and time-dependent lead-lag relationship: Novel statistical tests and application to UK and US real-estate and monetary policies. (2018). Sornette, Didier ; Zhou, Wei-Xing ; Meng, Hao. In: Papers. RePEc:arx:papers:1408.5618.

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2017Structural price model for electricity coupled markets. (2017). Alasseur, Clemence ; Feron, Olivier. In: Papers. RePEc:arx:papers:1704.06027.

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2019A factor-model approach for correlation scenarios and correlation stress-testing. (2018). Packham, Natalie ; Woebbeking, Fabian. In: Papers. RePEc:arx:papers:1807.11381.

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2017Housing Price Differences Under the Development of New Towns: Using Taiwan as an Example. (2017). Su, Chin-Shyong ; Wu, Hsueh-Ling ; Chen, Tser-Yieth. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:869-881.

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2017Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?. (2017). Guidolin, Massimo ; Caloiero, Elvira. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1763.

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2017Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul . In: Staff Working Papers. RePEc:bca:bocawp:17-1.

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2017How Useful Is Basel IIIs Liquidity Coverage Ratio? Evidence From US Bank Holding Companies. (2017). Du, Brian. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:5:p:902-919.

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2018Did the Basel process of capital regulation enhance the resiliency of European Banks?. (2018). Gehrig, Thomas ; Iannino, Maria Chiara . In: Research Discussion Papers. RePEc:bof:bofrdp:2018_016.

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2017Measuring the systemic importance of banks. (2017). Sakellaris, Plutarchos ; Moratis, Georgios. In: Working Papers. RePEc:bog:wpaper:240.

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2018Top Income Shares in OECD Countries: The Role of Government Ideology and Globalization. (2018). Schinke, Christoph ; Dorn, Florian. In: ifo Working Paper Series. RePEc:ces:ifowps:_246.

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2017Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?. (2017). Gehrig, Thomas ; Iannino, Maria Chiara . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11920.

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2018Making Parametric Portfolio Policies Work. (2018). Gehrig, Thomas ; Westerkamp, Arne ; Sogner, Leopold . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13193.

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2017Short and Long-Term Relationships among the Surety Bond Market, the Building Sector, and Relevant Nominal Variables Related to the Construction Industry: The Mexican Case (2006-2014). (2017). Venegas-Martínez, Francisco ; Cruz-Ake, Salvador ; Venegas-Martinez, Francisco ; Alejo-Garcia, Marco Antonio. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-57.

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2017Asymmetries in the interaction between housing prices and housing credit in Estonia. (2017). Kukk, Merike ; Cuestas, Juan. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2017-2.

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2017Expectations-driven cycles in the housing market. (2017). Punzi, Maria Teresa ; Mendicino, Caterina ; Lambertini, Luisa . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:297-312.

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2017The 2016 U.S. presidential election and the Stock, FX and VIX markets. (2017). Shaikh, Imlak. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:546-563.

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2018Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

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2018Global risk aversion and emerging market return comovements. (2018). Omay, Tolga ; Yuksel, Aydin ; Demirer, Riza. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:118-121.

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2018Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Wu, Shuai. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:98-113.

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2017Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Bernardi, Mauro ; Petrella, Lea ; Maruotti, Antonello. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:1-32.

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2018On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach. (2018). Balcilar, Mehmet ; Toparli, Elif Akay ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:813-827.

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2018Structural price model for coupled electricity markets. (2018). Alasseur, C ; Feron, O. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:104-119.

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2018Assessing macroprudential tools in OECD countries within a cointegration framework. (2018). Carreras, Oriol ; Piggott, Rebecca ; Davis, Philip E. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:112-130.

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2018Short selling in extreme events. (2018). Geraci, Marco Valerio ; Veredas, David ; Garbaraviius, Tomas. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:90-103.

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2019A factor-model approach for correlation scenarios and correlation stress testing. (2019). Woebbeking, C F ; Packham, N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:92-103.

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2017Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:84-90.

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2018Managing renewable energy production risk. (2018). Hain, Martin ; Fichtner, Wolf ; Uhrig-Homburg, Marliese ; Schermeyer, Hans. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:1-19.

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2017Partisan politics: The empirical evidence from OECD panel studies. (2017). Potrafke, Niklas. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:45:y:2017:i:4:p:712-750.

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2017The effect of local amenities on house price appreciation amid market shocks: The case of school quality. (2017). Livy, Mitchell R. In: Journal of Housing Economics. RePEc:eee:jhouse:v:36:y:2017:i:c:p:62-72.

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2017Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area. (2017). Zhu, Bing ; Sebastian, Steffen ; Betzinger, Michael . In: Journal of Housing Economics. RePEc:eee:jhouse:v:37:y:2017:i:c:p:1-21.

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2017House prices and capital inflows in Spain during the boom: Evidence from a cointegrated VAR and a structural Bayesian VAR. (2017). Cuestas, Juan. In: Journal of Housing Economics. RePEc:eee:jhouse:v:37:y:2017:i:c:p:22-28.

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2019The impact of the U.S. employment report on exchange rates. (2019). Ederington, Louis ; Yang, Lisa ; Guan, Wei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:257-267.

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2018Electricity markets around the world. (2018). Trueck, Stefan ; Truck, Stefan ; Mayer, Klaus . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:77-100.

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2017Cyclical co-movements of private real estate, public real estate and equity markets: A cross-continental spectrum. (2017). Xiao, Qin ; Devaney, Steven. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:132-151.

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2017Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach. (2017). Liu, Zhixue ; Gu, Huaying ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:460-472.

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2017Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets. (2017). Zietz, Joachim ; Markmann, Holger. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:314-327.

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2018The knotty interplay between credit and housing. (2018). Lastauskas, Povilas ; Constantinescu, Mihnea. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:241-266.

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2018Housing price spillovers in China: A high-dimensional generalized VAR approach. (2018). Yang, Jian ; Deng, Yongheng ; Yu, Ziliang. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:68:y:2018:i:c:p:98-114.

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2018On the trade-off between real-time pricing and the social acceptability costs of demand response. (2018). da Silva, Hendrigo Batista ; Santiago, Leonardo P. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1513-1521.

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2017The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches. (2017). Wohar, Mark ; GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:283-294.

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2018Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios. (2018). Huang, Meichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:145-172.

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2018Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry. (2018). Chang, Carolyn W ; Yu, Min-Teh ; Li, Xiaodan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:273-284.

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2018Spillover effects among financial institutions within Germany and the United Kingdom. (2018). Ghulam, Yaseen ; Doering, Jana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:49-63.

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2018Factors Affecting Housing Prices: International Evidence. (2018). Savva, Christos S. In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:12:y:2018:i:2:p:87-96.

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2018Electricity Price Forecasting Using Recurrent Neural Networks. (2018). Ugurlu, Umut ; Tas, Oktay ; Oksuz, Ilkay. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1255-:d:146305.

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2019Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence. (2019). Liow, Kim Hiang ; Huang, Yuting ; Zhou, Xiaoxia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:16-:d:199346.

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2017Spatiotemporal Agglomeration of Real-Estate Industry in Guangzhou, China. (2017). Wang, Peng ; Dai, Dajun ; Lin, Xiaoyan. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:8:p:1445-:d:108516.

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2017A Spatio-temporal-similarity and Common Factor Approach of Individual Housing Prices. (2017). Elhorst, J.Paul ; Duran, Nicolas. In: Research Report. RePEc:gro:rugsom:2018007-eef.

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2017Determinants of Housing Prices and Bubble Detection: Evidence from Seven Advanced Economies. (2017). Vogiazas, Sofoklis ; Alexiou, Constantinos. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:45:y:2017:i:1:d:10.1007_s11293-017-9531-0.

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2018The Effects of Industry Specific and Local Economic Factors on Credit Default Swap Spreads: Evidence from REITs. (2018). Bai, Qing ; Zhu, LU. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:3:d:10.1007_s10693-016-0269-7.

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2017The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries. (2017). Marfatia, Hardik ; Kishor, N. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:2:d:10.1007_s11146-015-9546-8.

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2017Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices. (2017). Hassan, M. Kabir ; Sohn, Daniel P ; Ngene, Geoffrey M. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-016-9552-5.

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2018The Anatomy of Public and Private Real Estate Return Premia. (2018). Kroencke, Tim ; Steininger, Bertram I ; Schindler, Felix. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:3:d:10.1007_s11146-017-9646-8.

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2018Spatial Dependence, Idiosyncratic Risk, and the Valuation of Disaggregated Housing Data. (2018). Simlai, Prodosh . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:2:d:10.1007_s11146-017-9610-7.

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2019Spatial Dependence in the Residential Canadian Housing Market. (2019). Stengos, Thanasis ; Sun, Yiguo ; Zhang, Yuan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-017-9623-2.

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2019On the Directional Accuracy of United States Housing Starts Forecasts: Evidence from Survey Data. (2019). Meyer, Tim. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:3:d:10.1007_s11146-017-9637-9.

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2017Mixed-Frequency Macro-Financial Spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1704.

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2017The Knotty Interplay Between Credit and Housing. (2017). Lastauskas, Povilas ; Constantinescu, Mihnea. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:45.

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2017Effects of Solvency II on Portfolio Efficiency, The Case of Real Estate and Infrastructure Investments. (2017). Heinrich, Michael ; Schreck, Thomas. In: LARES. RePEc:lre:wpaper:lares_2017_paper_8.

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2018Bank lending technologies and credit availability in Europe. What can we learn from the crisis?. (2018). Peruzzi, Valentina ; Murro, Pierluigi ; Ferri, Giovanni ; Rotondi, Zeno. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc17.

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2018External and Internal Determinants on the Electricity Market: A Multi-Scale Adaptive Causal Analysis. (2018). Afanasyev, Dmitriy ; Fedorova, E. In: Journal of the New Economic Association. RePEc:nea:journl:y:2018:i:39:p:33-54.

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2018Corporate social responsibility and the performance of Australian REITs: a rolling regression approach. (2018). Westermann, Steffen ; Kortt, Michael ; Niblock, Scott. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-018-0079-6.

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2017Understanding the Relationship between Public and Private Commercial Real Estate Markets. (2017). Kishor, N. In: MPRA Paper. RePEc:pra:mprapa:83475.

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2018Is residential property the ultimate hedge against inflation ? new evidence from Malaysia based on ARDL and nonlinear ARDL. (2018). Masih, Abul ; Aqsha, Nur Suhairah. In: MPRA Paper. RePEc:pra:mprapa:91508.

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2018Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities. (2018). GUPTA, RANGAN ; Demirer, Riza ; Twala, Zintle. In: Working Papers. RePEc:pre:wpaper:201808.

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2018Alternation of parties in power and economic volatility: testing the rational partisan hypothesis and policy learning hypothesis. (2018). Hall, Steven ; Nishikawa, Misa. In: Economics of Governance. RePEc:spr:ecogov:v:19:y:2018:i:2:d:10.1007_s10101-018-0204-5.

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2017On price co-movement and volatility spillover effects in China’s housing markets. (2017). Weng, Yingliang ; Gong, PU. In: International Journal of Strategic Property Management. RePEc:taf:ijspmg:v:21:y:2017:i:3:p:240-255.

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2017Extreme risk spillover network: application to financial institutions. (2017). Wang, Gang-Jin ; Stanley, Eugene H ; He, Kaijian ; Xie, Chi. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:9:p:1417-1433.

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2017Mixed-frequency macro-financial spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Working Papers. RePEc:ucd:wpaper:201704.

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2018Analiza međuovisnosti stambenog tržišta i makroekonomskog sustava u Hrvatskoj. (2018). Slikovi, Tamara. In: EFZG Occasional Publications (Department of Macroeconomics). RePEc:zag:chaptr:18-11.

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2017An Electricity Price Modeling Framework for Renewable-Dominant Markets. (2017). Hain, Martin ; Fichtner, Wolf ; Uhrig-Homburg, Marliese ; Schermeyer, Hans. In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:23.

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2018How do politics affect economic sentiment? The effects of uncertainty and policy preferences. (2018). Osterloh, Steffen. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181614.

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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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paper1
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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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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article1
2013Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets In: Real Estate Economics.
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article15
2015The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity In: Real Estate Economics.
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article2
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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2013Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach.(2013) In: SAFE Working Paper Series.
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2015Electricity derivatives pricing with forward-looking information In: Journal of Economic Dynamics and Control.
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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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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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2014A jackknife-type estimator for portfolio revision In: Journal of Banking & Finance.
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2017Are correlations constant? Empirical and theoretical results on popular correlation models in finance In: Journal of Banking & Finance.
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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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2015The Economic Drivers of Differences in House Price Inflation Rates across MSAs.(2015) In: Working Papers on Finance.
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2002Capitalizing on Partisan Politics: Expected Government Partisanship and Sector-Specific Redistribution in Germany In: EcoMod2008.
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2012Excess return sources of active property management: a case study In: Journal of Property Investment & Finance.
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2005Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets In: Economic Change and Restructuring.
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article8
2007The tactical and strategic value of hedge fund strategies: a cointegration approach In: Financial Markets and Portfolio Management.
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2008The nature of listed real estate companies: property or equity market? In: Financial Markets and Portfolio Management.
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2018Financial crises, price discovery, and information transmission: a high-frequency perspective In: Financial Markets and Portfolio Management.
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2011The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices In: The Journal of Real Estate Finance and Economics.
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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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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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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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2010Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany 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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2014Valuation effects of termination of cross-listings In: Journal of Financial Perspectives.
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2013Electricity Spot and Derivatives Pricing when Markets are Interconnected In: Working Papers on Finance.
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2014Corporate Transparency and Bond Liquidity In: Working Papers on Finance.
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2015Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach In: Working Papers on Finance.
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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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2017Best 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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2017Do Local Governments Tax Homeowner Communities Differently?.(2017) In: 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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2018Should Investors Care Where Private Equity Managers Went To School? In: Working Papers on Finance.
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2016Determinants of Liquidity (Re)Allocation and the Decision to Cross‐List or Cross‐Delist In: International Journal of Finance & Economics.
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2009Testing the predictability and efficiency of securitized real estate markets In: ZEW Discussion Papers.
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