Paul Söderlind : Citation Profile


Are you Paul Söderlind?

Universität St. Gallen

16

H index

19

i10 index

1093

Citations

RESEARCH PRODUCTION:

35

Articles

65

Papers

RESEARCH ACTIVITY:

   26 years (1990 - 2016). See details.
   Cites by year: 42
   Journals where Paul Söderlind has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 28 (2.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso16
   Updated: 2017-08-19    RAS profile: 2016-11-09    
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Relations with other researchers


Works with:

Ranaldo, Angelo (2)

Mirkov, Nikola (2)

Karnaukh, Nina (2)

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

Is cited by:

Svensson, Lars (27)

Kirsanova, Tatiana (18)

Dennis, Richard (13)

Woodford, Michael (12)

Söderström, Ulf (12)

Nitschka, Thomas (11)

Leitemo, Kai (11)

Clements, Michael (11)

Castelnuovo, Efrem (10)

Diebold, Francis (9)

Adolfson, Malin (9)

Cites to:

Gertler, Mark (15)

Gali, Jordi (13)

Campbell, John (12)

Clarida, Richard (11)

Svensson, Lars (10)

Fuhrer, Jeffrey (10)

Giordani, Paolo (9)

Hirshleifer, David (8)

Ranaldo, Angelo (8)

Rebelo, Sergio (8)

Eichenbaum, Martin (7)

Main data


Where Paul Söderlind has published?


Journals with more than one article published# docs
European Economic Review3
Financial Markets and Portfolio Management3
Scandinavian Journal of Economics3
Review of Finance2
Applied Economics Letters2
Journal of Financial and Quantitative Analysis2
Journal of Economic Dynamics and Control2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers on Finance / University of St. Gallen, School of Finance4
Working Papers / Swiss National Bank4
University of St. Gallen Department of Economics working paper series 2006 / Department of Economics, University of St. Gallen3
University of St. Gallen Department of Economics working paper series 2009 / Department of Economics, University of St. Gallen3
University of St. Gallen Department of Economics working paper series 2008 / Department of Economics, University of St. Gallen2
University of St. Gallen Department of Economics working paper series 2007 / Department of Economics, University of St. Gallen2

Recent works citing Paul Söderlind (2017 and 2016)


YearTitle of citing document
2016How Credible Is the Federal Reserve? A Structural Estimation of Policy Re-optimizations. (2016). Lakdawala, Aeimit ; Debortoli, Davide. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:8:y:2016:i:3:p:42-76.

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2016FX Options in Target Zone. (2016). Carr, Peter ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1512.01527.

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2016Two approaches to modeling the interaction of small and medium price-taking traders with a stock exchange by mathematical programming techniques. (2016). Belenky, A ; Egorova, L. In: Papers. RePEc:arx:papers:1610.05703.

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2016Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters. (2016). Glas, Alexander ; Hartmann, Matthias . In: Working Papers. RePEc:awi:wpaper:0612.

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2017Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis.. (2017). Mouabbi, Sarah ; Istrefi, K. In: Working papers. RePEc:bfr:banfra:619.

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2017Foreign exchange liquidity in the Americas. (2017). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:90.

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2016Foreign exchange market intervention in EMEs: what has changed?. (2016). Kohlscheen, Emanuel ; Domanski, Dietrich ; Moreno, Ramon . In: BIS Quarterly Review. RePEc:bis:bisqtr:1609f.

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2016Downsized FX markets: causes and implications. (2016). Sushko, Vladyslav ; Schrimpf, Andreas ; Moore, Michael. In: BIS Quarterly Review. RePEc:bis:bisqtr:1612e.

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2017Monetary policys rising FX impact in the era of ultra-low rates. (2017). Ferrari, Massimo ; Schrimpf, Andreas ; Kearns, Jonathan . In: BIS Working Papers. RePEc:bis:biswps:626.

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2017The beneficial aspect of FX volatility for market liquidity. (2017). SHIM, ILHYOCK ; Koosakul, Jakree . In: BIS Working Papers. RePEc:bis:biswps:629.

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2017The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius . In: BIS Working Papers. RePEc:bis:biswps:652.

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2016How informative are aggregated inflation expectations? Evidence from the ECB Survey of Professional Forecasters. (2016). Oinonen, Sami ; Paloviita, Maritta . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_015.

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2016The Real Exchange Rate in Open-Economy Taylor Rules: A Re-Assessment. (2016). Guender, Alfred ; Froyen, Richard T. In: Working Papers in Economics. RePEc:cbt:econwp:16/10.

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2016State-controlled companies and political risk: Evidence from the 2014 Brazilian election. (2016). guimaraes, bernardo ; Carvalho, Augusto . In: Discussion Papers. RePEc:cfm:wpaper:1702.

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2016How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?. (2016). Fahlenbrach, Ruediger ; Efing, Matthias ; Herpfer, Christoph ; Kruger, Philipp . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1565.

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2016Currency Premia and Global Imbalances. (2016). Sarno, Lucio ; Della Corte, Pasquale ; Riddiough, Steven . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11129.

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2017Monetary policys rising FX impact in the era of ultra-low rates. (2017). Schrimpf, Andreas ; Ferrari, Massimo ; Kearns, Jonathan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11918.

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2016What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis. (2016). Min, Hong-Ghi ; Shin, Sang-Ook ; McDonald, Judith A. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2016:v:17:i:2:min.

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2017The long-term distribution of expected inflation in the euro area: what has changed since the great recession?. (2017). Dovern, Jonas ; Kenny, Geoff . In: Working Paper Series. RePEc:ecb:ecbwps:20171999.

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2016The Impact of the (2011) Devaluation of the Swiss Franc on Eurozone Equity Benchmark Diversification. (2016). Broby, Daniel ; Dehut, Christophe ; Josavac, Milenko ; Faessler, Raphael . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-03-58.

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2016Individual Choice of a Pension Fund in Russia: Are the Investment Results of the Fund Important?. (2016). Tumanyants, Karen A ; Gulyaeva, Eugenia V. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-04-05.

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2017A Review on Agency Cost of Shariah Governance in Mutual Fund. (2017). Yahya, Mohamed Hisham ; Fikri, Sofi Mohd ; Hassan, Taufiq . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-67.

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2016ECB footprints on inflation forecast uncertainty. (2016). Makarova, Svetlana . In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-5.

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2017Three types of robust Ramsey problems in a linear-quadratic framework. (2017). Miao, Jianjun ; Kwon, Hyosung . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:211-231.

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2016Safe-haven demand for housing in London. (2016). Eraslan, Sercan . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:482-493.

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2016The skewness risk premium in currency markets. (2016). Broll, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:494-511.

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2016The effect of investors’ confidence on monetary policy transmission mechanism. (2016). Guerello, Chiara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:248-266.

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2017Asset market response to monetary policy news from SNB press releases. (2017). Huning, Hendrik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:160-177.

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2016Dynamic allocations for currency futures under switching regimes signals. (2016). Reus, Lorenzo ; Mulvey, John M. In: European Journal of Operational Research. RePEc:eee:ejores:v:253:y:2016:i:1:p:85-93.

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2016A trade-level DEA model to evaluate relative performance of investment fund managers. (2016). , Janice ; Banker, Rajiv ; Klumpes, Paul . In: European Journal of Operational Research. RePEc:eee:ejores:v:255:y:2016:i:3:p:903-910.

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2016Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters. (2016). Glas, Alexander ; Hartmann, Matthias . In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pb:p:215-228.

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2017Generating options-implied probability densities to understand oil market events. (2017). Datta, Deepa Dhume ; Ross, Landon J ; Londono, Juan M. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:440-457.

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2017Systemic risk in carry-trade portfolios. (2017). Liu, Chih-Liang ; Yang, Hsin-Feng . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:40-46.

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2016Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?. (2016). Ulku, Numan ; Fatullayev, Sabutay ; Diachenko, Daria . In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:28-54.

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2016Risk and return spillovers among the G10 currencies. (2016). Greenwood-Nimmo, Matthew ; Nguyen, Viet Hoang ; Rafferty, Barry . In: Journal of Financial Markets. RePEc:eee:finmar:v:31:y:2016:i:c:p:43-62.

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2016Dodging the steamroller: Fundamentals versus the carry trade. (2016). Copeland, Laurence ; Lu, Wenna . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:115-131.

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2016Evidence of risk premiums in emerging market carry trade currencies. (2016). Coelho, Marcelo Bittencourt ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:103-115.

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2016Uncertainty in forecasting inflation and monetary policy design: Evidence from the laboratory. (2016). Pfajfar, Damjan ; akelj, Bla . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:849-864.

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2016Does disagreement among oil price forecasters reflect volatility? Evidence from the ECB surveys. (2016). Joutz, Fred ; Atalla, Tarek ; Pierru, Axel . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1178-1192.

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2017A comparative assessment of alternative ex ante measures of inflation uncertainty. (2017). Ulm, Maren ; Hartmann, Matthias ; Herwartz, Helmut . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:76-89.

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2017Model and survey estimates of the term structure of US macroeconomic uncertainty. (2017). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:591-604.

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2016Currency momentum, carry trade, and market illiquidity. (2016). Orlov, Vitaly . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:1-11.

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2016Disagreement versus uncertainty: Evidence from distribution forecasts. (2016). Nolte, Ingmar ; Kruger, Fabian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s172-s186.

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2017The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:24-37.

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2016Testing for the presence of skill in Swedish mutual fund performance: Evidence from a bootstrap analysis. (2016). Asal, Maher. In: Journal of Economics and Business. RePEc:eee:jebusi:v:88:y:2016:i:c:p:22-35.

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2016Patient capital outperformance: The investment skill of high active share managers who trade infrequently. (2016). Pareek, Ankur ; Cremers, Martijn . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:2:p:288-306.

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2016Firm-level effects of asymmetric intervention in foreign exchange markets: Evidence from the Swiss currency floor. (2016). Streit, Daniel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:289-312.

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2016Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015. (2016). Lera, Sandro Claudio ; Sornette, Didier . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:28-47.

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2016Cross-asset return predictability: Carry trades, stocks and commodities. (2016). Lu, Helen ; Jacobsen, Ben . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:62-87.

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2016Intra-safe haven currency behavior during the global financial crisis. (2016). Yamamoto, Yohei ; Fatum, Rasmus . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:49-64.

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2017Violations of uncovered interest rate parity and international exchange rate dependences. (2017). Ames, Matthew ; Peters, Gareth W ; Bagnarosa, Guillaume . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:162-187.

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2017Systematic consumption risk in currency returns. (2017). Hoffmann, Mathias ; Studer-Suter, Rahel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:187-208.

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2017Cross-border spillover effects of unconventional monetary policies on Swiss asset prices. (2017). Bernhard, Severin ; Ebner, Till . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:109-127.

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2017Timing liquidity in the foreign exchange market: Did hedge funds do it?. (2017). Luo, Ji ; Li, Baibing ; Tee, Kai-Hong . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:47-62.

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2017Exchange rate expectations and economic policy uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162.

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2017An empirical decomposition of the liquidity premium in breakeven inflation rates. (2017). GuLER, Mustafa Haluk ; Polat, Tandoan ; KELE, Gursu . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:185-192.

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2016Option-implied probability distributions: How reliable? How jagged?. (2016). Taboga, Marco. In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:453-469.

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2016International evidence on Islamic equity fund characteristics and performance persistence. (2016). Makni, Rania ; Delhoumi, Ezzedine ; Benouda, Olfa ; ben Ouda, Olfa . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:75-82.

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2016The role of the swiss franc in Switzerland’s European stance. (2016). Vallet, Guillaume . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:35-44.

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2017On the predictability of carry trade returns: The case of the Chinese Yuan. (2017). Sinnakkannu, Jothee ; Ramasamy, Sockalingam . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:358-376.

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2016Systematic risk behavior in cyclical industries: The case of shipping. (2016). Drobetz, Wolfgang ; Schroder, Henning ; Menzel, Christina . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:88:y:2016:i:c:p:129-145.

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2016Optimal Fiscal Simple Rules for Small and Large Countries of a Monetary Union. (2016). Machado, Celsa ; Vieira, Paulo ; Ribeiro, Ana Paula . In: EcoMod2016. RePEc:ekd:009007:9685.

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2016US Dollar Carry Trades in the Era of Cheap Money. (2016). Moore, Michael ; Li, Youwei ; Erdos, Peter ; Shehadeh, Ali . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:5:p:374-404.

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2016State-controlled companies and political risk: evidence from the 2014 Brazilian election. (2016). guimaraes, bernardo ; Carvalho, Augusto ; Guimares, Bernardo . In: Textos para discussão. RePEc:fgv:eesptd:435.

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2016Is the Renminbi a safe haven?. (2016). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:276.

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2017The behavior of uncertainty and disagreement and their roles in economic prediction: a panel analysis. (2017). Tracy, Joseph ; Rich, Robert. In: Staff Reports. RePEc:fip:fednsr:808.

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2016What Do We Lose When We Average Expectations?. (2016). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Working Papers. RePEc:gwc:wpaper:2016-013.

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2016Ambiguity and the historical equity premium. (2016). Collard, Fabrice ; Sheppard, Kevin ; Mukerji, Sujoy . In: Post-Print. RePEc:hal:journl:halshs-00594096.

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2016Risk and Return Spillovers among the G10 Currencies. (2016). Greenwood-Nimmo, Matthew ; Rafferty, Barry ; Nguyen, Viet Hoang . In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2016n04.

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2016How safe are the safe haven assets?. (2016). Kopyl, Kateryna Anatoliyevna ; Lee, John Byong-Tek . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0277-5.

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2017Can investors benefit from the performance of alternative UCITS funds?. (2017). Busack, Michael ; Tille, Jan ; Drobetz, Wolfgang . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:1:d:10.1007_s11408-016-0283-7.

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2016Exchange Rate Returns and External Adjustment: Evidence from Switzerland. (2016). Nitschka, Thomas ; Grisse, Christian. In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-015-9376-6.

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2016Contractual mutual fund governance: the case of China. (2016). Gong, Jiong ; Tian, Shu ; Jiang, Ping . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:3:d:10.1007_s11156-014-0475-z.

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2017Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise. (2017). Manski, Charles F. In: NBER Chapters. RePEc:nbr:nberch:13907.

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2016Financial Markets’ Views about the Euro-Swiss Franc Floor. (2016). Jermann, Urban. In: NBER Working Papers. RePEc:nbr:nberwo:21977.

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2017Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise. (2017). Manski, Charles. In: NBER Working Papers. RePEc:nbr:nberwo:23418.

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2016The Swedish business cycle, 1969-2013. (2016). Holm, Louise . In: OECD Journal: Journal of Business Cycle Measurement and Analysis. RePEc:oec:stdkab:5jlz9hhpj4th.

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2016MACROECONOMIC FORECAST UNCERTAINTY IN THE EURO AREA. (2016). Lopez-Perez, Victor . In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:11:y:2016:i:1:p:9-41.

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2016US Dollar Carry Trades in the Era of “Cheap Money”. (2016). Moore, Michael ; Li, Youwei ; Erds, Peter ; Shehadeh, Ali . In: MPRA Paper. RePEc:pra:mprapa:70770.

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2016The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali . In: MPRA Paper. RePEc:pra:mprapa:71709.

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2016Common Information in Carry Trade Risk Factors. (2016). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher . In: MPRA Paper. RePEc:pra:mprapa:75367.

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2016Crecimiento del crédito en Nicaragua, ¿Crecimiento natural o boom crediticio?. (2016). Urbina, Jilber. In: MPRA Paper. RePEc:pra:mprapa:75577.

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2016Managerial attributes and equity mutual fund performance: evidence from china. (2016). mamatzakis, emmanuel ; Xu, Bingrun . In: MPRA Paper. RePEc:pra:mprapa:76139.

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2016Discretion Rather than Rules? Binding Commitments versus Discretionary Policymaking. (2016). Jensen, Christian . In: MPRA Paper. RePEc:pra:mprapa:76838.

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2017New Bid-Ask Spread Estimators from Daily High and Low Prices. (2017). Li, Zhiyong ; Adegbite, Emmanuel ; Lambe, Brendan . In: MPRA Paper. RePEc:pra:mprapa:79102.

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2017Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Kirsten, Ralf . In: MPRA Paper. RePEc:pra:mprapa:79244.

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2016Macro uncertainty and currency premia. (2016). Della Corte, Pasquale ; Krecetovs, Aleksejs . In: 2016 Meeting Papers. RePEc:red:sed016:624.

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2016Exchange Rate Predictability and State-of-the-Art Models. (2016). Yesin, Pinar. In: Working Papers. RePEc:snb:snbwpa:2016-02.

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2016Capital Flows and the Swiss Franc. (2016). Yesin, Pinar. In: Working Papers. RePEc:snb:snbwpa:2016-08.

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2016Macroeconomic surprises, market environment and safe-haven currencies. (2016). Zanetti, Attilio ; Schlegel, Martin ; Jaggi, Adrian . In: Working Papers. RePEc:snb:snbwpa:2016-15.

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2016Exchange Rate Predictability and State-of-the-Art Models. (2016). Yesin, Pinar. In: Working Papers. RePEc:szg:worpap:1603.

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2016Capital Flows and the Swiss Franc. (2016). Yesin, Pinar. In: Working Papers. RePEc:szg:worpap:1604.

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2016THE EVALUATION OF QUARTERLY FORECAST INTERVALS FOR INFLATION RATE IN ROMANIA. (2016). Dragan, Irina ; Simionescu (Bratu), Mihaela. In: Economic Review: Journal of Economics and Business. RePEc:tuz:journl:v:14:y:2016:i:1:p:80-89.

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2016Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns. (2016). Eling, Martin ; Braun, Alexander ; ben Ammar, Semir . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:21.

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2017Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: EconStor Preprints. RePEc:zbw:esprep:158001.

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2017Who put the holes in the Swiss cheese? Currency crisis under appreciation pressure. (2017). Berhold, Kerstin ; Stadtmann, Georg . In: Discussion Papers. RePEc:zbw:euvwdp:391.

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2016Asset market response to monetary policy news from SNB press releases. (2016). Huning, Hendrik . In: HWWI Research Papers. RePEc:zbw:hwwirp:177.

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2016Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters. (2016). Hartmann, Matthias ; Glas, Alexander . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145888.

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2017The Swiss francs honeymoon. (2017). Studer-Suter, Rahel ; Janssen, Alexandra . In: ECON - Working Papers. RePEc:zur:econwp:170.

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Works by Paul Söderlind:


YearTitleTypeCited
2009The Time-Varying Systematic Risk of Carry Trade Strategies In: CREATES Research Papers.
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2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: CEPR Discussion Papers.
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paper
2011The Time-Varying Systematic Risk of Carry Trade Strategies.(2011) In: Journal of Financial and Quantitative Analysis.
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article
2010The Time-Varying Systematic Risk of Carry Trade Strategies.(2010) In: Working Papers.
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paper
2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: University of St. Gallen Department of Economics working paper series 2009.
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This paper has another version. Agregated cites: 58
paper
2000Market Expectations in the UK before and after the ERM Crisis. In: Economica.
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article14
1998Market Expectations in the UK Before and After the ERM Crisis.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 14
paper
2008MONETARY POLICY EFFECTS ON FINANCIAL RISK PREMIA In: Manchester School.
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2006Monetary Policy Effects on Financial Risk Premia.(2006) In: University of St. Gallen Department of Economics working paper series 2006.
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This paper has another version. Agregated cites: 0
paper
1998 Nominal Interest Rates as Indicators of Inflation Expectations. In: Scandinavian Journal of Economics.
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article2
2005New-Keynesian Models and Monetary Policy: A Re-examination of the Stylized Facts In: Scandinavian Journal of Economics.
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article28
2003New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts.(2003) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 28
paper
1994 Intervention Policy and Mean Reversion in Exchange Rate Target Zones: The Swedish Case. In: Scandinavian Journal of Economics.
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article21
1995Applied Cointegration Analysis in the Mirror of Macroeconomic Theory In: CEPR Discussion Papers.
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paper31
1994Applied Conintegration Analysis in the Mirror of Macroeconomic Theory..(1994) In: Stockholm - International Economic Studies.
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paper
1994Applied Cointegration Analysis in the Mirror of Macroeconomic Theory.(1994) In: SSE/EFI Working Paper Series in Economics and Finance.
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paper
1996Applied Cointegration Analysis in the Mirror of Macroeconomic Theory..(1996) In: Journal of Applied Econometrics.
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article
1995Forward Interest Rates as Indicators of Inflation Expectations In: CEPR Discussion Papers.
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paper5
1995Forward Interest Rates as Indicators of Inflation Expectations..(1995) In: Stockholm - International Economic Studies.
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paper
1997Forward Interest Rates as Indicators of Inflation Expectations.(1997) In: Seminar Papers.
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paper
1997New Techniques to Extract Market Expectations from Financial Instruments In: CEPR Discussion Papers.
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paper140
1997New techniques to extract market expectations from financial instruments.(1997) In: Journal of Monetary Economics.
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article
1996New Techniques to Extract Market Expectations from Financial Instruments..(1996) In: Stockholm - International Economic Studies.
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paper
1996New Techniques to Extract Market expectations from Financial Instruments.(1996) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 140
paper
1997New Techniques to Extract Market Expectations from Financial Instruments.(1997) In: Seminar Papers.
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paper
1997New Techniques to Extract Market Expectations from Financial Instruments.(1997) In: NBER Working Papers.
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paper
1997Monetary Policy and the Fisher Effect In: CEPR Discussion Papers.
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paper8
2001Monetary policy and the Fisher effect.(2001) In: Journal of Policy Modeling.
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article
1999Monetary Policy and the Fisher Effect.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
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paper
1997Evaluating Portfolio Performance with Stochastic Discount Factors In: CEPR Discussion Papers.
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paper16
1998Evaluating Portfolio Performance with Stochastic Discount Factors.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 16
paper
1999Evaluating Portfolio Performance with Stochastic Discount Factors..(1999) In: The Journal of Business.
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This paper has another version. Agregated cites: 16
article
1998Extracting Expectations about 1992 UK Monetary Policy from Option Prices In: CEPR Discussion Papers.
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1999Performance and Characteristics of Swedish Mutual Funds 1993-97 In: CEPR Discussion Papers.
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2000Inflation Forecast Uncertainty In: CEPR Discussion Papers.
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paper123
2003Inflation forecast uncertainty.(2003) In: European Economic Review.
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This paper has another version. Agregated cites: 123
article
2000Inflation Forecast Uncertainty.(2000) In: SSE/EFI Working Paper Series in Economics and Finance.
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paper
2003Taylor Rules and the Predictability of Interest Rates In: CEPR Discussion Papers.
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paper17
2003Taylor Rules and the Predictability of Interest Rates.(2003) In: Working Paper Series.
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paper
2003C-CAPM and the Cross-Section of Sharpe Ratios In: CEPR Discussion Papers.
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paper0
2003C-CAPM and the Cross-Section of Sharpe Ratios.(2003) In: SIFR Research Report Series.
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paper
2003Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel In: CEPR Discussion Papers.
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paper9
2003Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel.(2003) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 9
paper
2003Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel.(2003) In: SIFR Research Report Series.
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paper
2005C-CAPM Without Ex Post Data In: CEPR Discussion Papers.
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paper1
2005C-CAPM without Ex Post Data.(2005) In: SIFR Research Report Series.
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paper
2006C-CAPM without Ex Post Data.(2006) In: University of St. Gallen Department of Economics working paper series 2006.
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paper
2009Safe Haven Currencies In: CEPR Discussion Papers.
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paper89
2010Safe Haven Currencies.(2010) In: Review of Finance.
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2007Safe Haven Currencies.(2007) In: Working Papers.
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2007Safe Haven Currencies.(2007) In: University of St. Gallen Department of Economics working paper series 2007.
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2009Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty In: CEPR Discussion Papers.
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paper3
2011Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty.(2011) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 3
article
2009Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty.(2009) In: Working Papers.
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paper
2008Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty.(2008) In: University of St. Gallen Department of Economics working paper series 2008.
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paper
2012Individual Investor Activity and Performance In: CEPR Discussion Papers.
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paper1
2016Individual Investor Activity and Performance.(2016) In: Working Papers on Finance.
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This paper has another version. Agregated cites: 1
paper
2000Performance and Characteristics of Swedish Mutual Funds In: Journal of Financial and Quantitative Analysis.
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article49
1999Performance and Characteristics of Swedish Mutual Funds.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
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paper
1993Devaluation Expectations: The Swedish Krona 1985-92. In: Economic Journal.
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article7
2004Solution of macromodels with Hansen-Sargent robust policies: some extensions In: Journal of Economic Dynamics and Control.
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article72
2003Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions.(2003) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 72
paper
2006Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle In: Journal of Economic Dynamics and Control.
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article20
1994Testing the basic target zone model on Swedish data 1982-1990 In: European Economic Review.
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article17
1999Solution and estimation of RE macromodels with optimal policy In: European Economic Review.
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article241
1998Solution and Estimation of RE Macromodels with Optimal Policy.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
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paper
2009Why disagreement may not matter (much) for asset prices In: Finance Research Letters.
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2008Why Disagreement May Not Matter (much) for Asset Prices.(2008) In: University of St. Gallen Department of Economics working paper series 2008.
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paper
2003Monetary policy and bond option pricing in an analytical RBC model In: Journal of Economics and Business.
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article1
2001Monetary Policy and Bond Option Pricing in an Analytical RBC Model.(2001) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009The C-CAPM without ex post data In: Journal of Macroeconomics.
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article1
1992The Swedish business cycle: stylized facts over 130 years In: Discussion Paper / Institute for Empirical Macroeconomics.
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paper29
1990THE SWEDISH TAX REFORM FROM AN INTERTEMPORAL PERSPECTIVE. In: Stockholm - International Economic Studies.
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paper0
1991Testing the Basic Target Zone Model on Swedish Data. In: Stockholm - International Economic Studies.
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paper18
1991Devaluation Expectations: the Swedish Krona 1982-1991. In: Stockholm - International Economic Studies.
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paper8
1991Devaluation Expectations: The Swedish Krona 1982-1991.(1991) In: NBER Working Papers.
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1992Target Zone Models and the Intervention Policy; The Swedish Case. In: Stockholm - International Economic Studies.
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paper15
2001What if the Fed Had Been an Inflation Nutter? In: SSE/EFI Working Paper Series in Economics and Finance.
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paper5
2004What if the Fed had been an inflation nutter?.(2004) In: Applied Economics.
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This paper has another version. Agregated cites: 5
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2002Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts? In: Working Paper Series.
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paper4
1994Cyclical Properties of a Real Business Cycle Model. In: Journal of Applied Econometrics.
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article8
2006C-CAPM Refinements and the Cross-Section of Returns In: Financial Markets and Portfolio Management.
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article4
2006C-CAPM Refinements and the Cross-Section of Returns.(2006) In: University of St. Gallen Department of Economics working paper series 2006.
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2009Editorial In: Financial Markets and Portfolio Management.
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2009The implementation of SNB monetary policy In: Financial Markets and Portfolio Management.
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article6
2009The Implementation of SNB Monetary Policy.(2009) In: University of St. Gallen Department of Economics working paper series 2009.
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paper
1999An Interpretation of SDF Based Performance Measures In: Review of Finance.
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2015Understanding FX Liquidity In: Review of Financial Studies.
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article13
2015Understanding FX Liquidity.(2015) In: Working Papers on Finance.
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2006Prediction of stock returns (in Russian) In: Quantile.
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article0
2010Reaction of Swiss Term Premia to Monetary Policy Surprises In: Swiss Journal of Economics and Statistics (SJES).
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2009Reaction of Swiss Term Premia to Monetary Policy Surprises.(2009) In: University of St. Gallen Department of Economics working paper series 2009.
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2016Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions In: Working Papers.
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2016Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions.(2016) In: Working Papers on Finance.
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This paper has another version. Agregated cites: 3
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1994International Spillovers in an Endogenous Growth Model. In: Empirical Economics.
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article0
2009An extended Steins lemma for asset pricing In: Applied Economics Letters.
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2010Predicting stock price movements: regressions versus economists In: Applied Economics Letters.
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article4
2007Predicting Stock Price Movements: Regressions versus Economists.(2007) In: University of St. Gallen Department of Economics working paper series 2007.
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This paper has another version. Agregated cites: 4
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2007How Do Individual Accounts Work in the Swedish Pension System? In: Journal of the European Economic Association.
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article2
2016Testing Competing Factor Pricing Models In: Working Papers on Finance.
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