Paul Söderlind : Citation Profile


Are you Paul Söderlind?

Universität St. Gallen

17

H index

20

i10 index

1324

Citations

RESEARCH PRODUCTION:

36

Articles

65

Papers

RESEARCH ACTIVITY:

   27 years (1990 - 2017). See details.
   Cites by year: 49
   Journals where Paul Söderlind has often published
   Relations with other researchers
   Recent citing documents: 191.    Total self citations: 25 (1.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso16
   Updated: 2020-05-16    RAS profile: 2019-12-08    
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Relations with other researchers


Works with:

Karnaukh, Nina (2)

Ranaldo, Angelo (2)

Mirkov, Nikola (2)

Pozdeev, Igor (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 (26)

Kirsanova, Tatiana (20)

Clements, Michael (15)

Ralf, Kirsten (14)

Nitschka, Thomas (14)

Söderström, Ulf (13)

Chatelain, Jean-Bernard (13)

Dennis, Richard (13)

Woodford, Michael (11)

Leitemo, Kai (11)

Favero, Carlo (10)

Cites to:

Gertler, Mark (13)

Fuhrer, Jeffrey (11)

Gali, Jordi (11)

Campbell, John (11)

Svensson, Lars (10)

West, Kenneth (9)

Clarida, Richard (9)

Diebold, Francis (9)

Rebelo, Sergio (8)

Ranaldo, Angelo (8)

Vayanos, Dimitri (7)

Main data


Where Paul Söderlind has published?


Journals with more than one article published# docs
European Economic Review3
Financial Markets and Portfolio Management3
Journal of Financial and Quantitative Analysis2
Review of Financial Studies2
Journal of Applied Econometrics2
Review of Finance2
Scandinavian Journal of Economics2
Applied Economics Letters2
Journal of Economic Dynamics and Control2

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

Recent works citing Paul Söderlind (2019 and 2018)


YearTitle of citing document
2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803.

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2020Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: Papers. RePEc:arx:papers:2002.07479.

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2019Determinants of Mutual Funds Performance in Pakistan. (2019). Siddiqui, Danish Ahmed ; Asad, Muhammad. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2019:p:85-107.

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2018‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655.

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2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1947.

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

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2019Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733.

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2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142.

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2019A disaster under-(re)insurance puzzle: Home bias in disaster risk-bearing. (2019). McCauley, Robert N ; Ito, Hiro. In: BIS Working Papers. RePEc:bis:biswps:808.

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2018Sterilized Interventions in the Form of Foreign Currency Repos: VECM Analysis Using Russian Data. (2018). Shulgin, Andrei. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:2:p:68-80.

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2018Fear of Forward Guidance. (2018). Isakov, Alex ; Gorlinsky, Oleg ; Grishin, Petr. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:84-106.

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2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

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2018EUROPEAN CENTRAL BANK FOOTPRINTS ON INFLATION FORECAST UNCERTAINTY. (2018). Makarova, Svetlana . In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:637-652.

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2019The payback of mutual fund selectivity in European markets. (2019). Doukas, John A ; Dong, Feng. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:160-180.

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2017Bond Fund Performance During Recessions and Expansions: Empirical Evidence from a Small Market. (2017). Leite, Paulo ; Armada, Manuel Rocha. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:163-170.

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2018Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound. (2018). Kaufmann, Daniel ; Baeurle, Gregor ; Baurle, Gregor. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:6:p:1243-1266.

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2017Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks. (2017). Chou, Yu-Hsi. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:1:p:165-194.

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2019Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?. (2019). Nonejad, Nima. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:2:p:246-276.

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2017The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:037.

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2017The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_037.

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2019Deciphering Monetary Policy Board Minutes through Text Mining Approach: The Case of Korea. (2019). Kim, Soohyon ; Lee, Young Joon ; Park, Ki Young. In: Working Papers. RePEc:bok:wpaper:1901.

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2017Swedish Equity Mutual Funds 1993-2013: Performance, Persistence and Presence of Skill. (2017). Vestman, Roine ; Flam, Harry. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6713.

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2018Forex intervention and reserve management in Switzerland and Israel since the financial crisis: Comparison and policy lessons. (2018). Cukierman, Alex. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13186.

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2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267.

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2019“Who pays the piper calls the tune” – Networks and transaction costs in commodity markets. (2019). Siklos, Pierre ; Sulewski, Christoph ; Putz, Alexander. In: CQE Working Papers. RePEc:cqe:wpaper:8819.

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2017Measures of Global Uncertainty and Carry-Trade Excess Returns. (2017). Mark, Nelson ; Berg, Kimberly. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_002.

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2020Uncovered Interest Rate Parity Redux: Non- Uniform Effects. (2020). Cheung, Yin-Wong ; Wang, Wenhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_004.

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2017Dynamics in a New-Keynesian Model with Financial Accelerator and Uncertainty. (2017). Altr, Mois ; Altr-Samuel, Adam ; Alupoaiei, Alexie. In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:2:p:5-22.

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2017Carry trade returns with Support Vector Machines. (2017). Colombo, Emilio ; Rossignoli, Roberto ; Forte, Gianfranco. In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. RePEc:dis:wpaper:dis1705.

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2019Modeling model uncertainty. (2002). Williams, Noah ; Onatski, Alexei. In: Working Paper Series. RePEc:ecb:ecbwps:20020169.

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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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2020Attention to the tail(s): global financial conditions and exchange rate risks. (2020). Sokol, Andrej ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20202387.

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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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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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2018The Asian Financial Crisis and international reserve accumulation: A robust control approach. (2018). Lee, Sang Seok ; Luk, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:284-309.

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2018The age-specific burdens of short-run fluctuations in government spending. (2018). Scharrer, Christian ; Heer, Burkhard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:45-75.

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2017Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets. (2017). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:112-120.

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2018Measuring bank funding costs in the analysis of interest rate pass-through: Evidence from Poland. (2018). Stanisławska, Ewa ; Kapuściński, Mariusz ; Stanisawska, Ewa ; Kapuciski, Mariusz. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:288-300.

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2018The real exchange rate in Taylor rules: A Re-Assessment. (2018). Guender, Alfred ; Froyen, Richard T. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:140-151.

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2020Commitment or discretion? An empirical investigation of monetary policy preferences in China. (2020). Liu, Ding ; Sun, Weihong ; Zhang, Yue. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:409-419.

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2018A tale of two risks in the EMU sovereign debt markets. (2018). Sensoy, Ahmet ; Akyildirim, Erdinc ; Nguyen, Duc Khuong. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:102-106.

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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2017Funding liquidity, market liquidity and TED spread: A two-regime model. (2017). Rosenthal, Dale ; Dale, ; Boudt, Kris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:143-158.

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2018Global macro risks in currency excess returns. (2018). Berg, Kimberly ; Mark, Nelson C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:300-315.

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2018Conditional co-skewness and safe-haven currencies: A regime switching approach. (2018). Chan, Kalok ; Zhou, Yinggang ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:58-80.

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2019The Fisher puzzle, real rate anomaly, and Wicksell effect. (2019). Anari, Ali ; Kolari, James. In: Journal of Empirical Finance. RePEc:eee:empfin:v:52:y:2019:i:c:p:128-148.

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2019Cross-sectional return dispersion and currency momentum. (2019). Eriksen, Jonas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:91-108.

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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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2018Tax revenues and the fiscal cost of trade liberalization, 1792–2006. (2018). Gadenne, Lucie ; Cagé, Julia ; Cage, Julia. In: Explorations in Economic History. RePEc:eee:exehis:v:70:y:2018:i:c:p:1-24.

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2018New bid-ask spread estimators from daily high and low prices. (2018). Li, Zhiyong ; Adegbite, Emmanuel ; Lambe, Brendan . In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:69-86.

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2019Currency carry trades and the conditional factor model. (2019). Sakemoto, Ryuta. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:198-208.

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2020Are hedge funds active market liquidity timers?. (2020). Tee, Kai-Hong ; Li, Baibing. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918306641.

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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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2019Are cryptocurrencies connected to forex? A quantile cross-spectral approach. (2019). Baumohl, Eduard. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:363-372.

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2019Agreeing on disagreement: Heterogeneity or uncertainty?. (2019). , Willem ; Ellen, Saskia Ter. In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:17-30.

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2018Financial stress and its non-linear impact on CEE exchange rates. (2018). Adam, Toma ; Matj, Jakub ; Benecka, Soa. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:346-360.

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2019The dynamics of low-frequency liquidity measures: The developed versus the emerging market. (2019). Bdowska-Sojka, Barbara. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:136-142.

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2018Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach. (2018). Tachibana, Minoru. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:82-96.

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2018Common information in carry trade risk factors. (2018). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:37-47.

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2018Do liquidity proxies measure liquidity accurately in ETFs?. (2018). Marshall, Ben ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:94-111.

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2019Unexploited currency carry trade profit opportunity. (2019). Suh, Sangwon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:236-254.

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2019Carry trades and endogenous regime switches in exchange rate volatility. (2019). Cho, Dooyeon ; Lee, Na Kyeong ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:255-268.

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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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2018Forecast-error-based estimation of forecast uncertainty when the horizon is increased. (2018). Knüppel, Malte ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:105-116.

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2018Are macroeconomic density forecasts informative?. (2018). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:181-198.

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2019The measurement and transmission of macroeconomic uncertainty: Evidence from the U.S. and BRIC countries. (2019). Sheng, Xuguang Simon ; Liu, Yang. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:967-979.

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2019Do forecasters target first or later releases of national accounts data?. (2019). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1240-1249.

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2019Detecting currency manipulation: An application of a state-space model with Markov switching. (2019). Kim, Soohyon ; Park, Ki Young. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:50-60.

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2019Asset pricing and extreme event risk: Common factors in ILS fund returns. (2019). Eling, Martin ; ben Ammar, Semir ; Braun, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:59-78.

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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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2018Option-implied objective measures of market risk. (2018). Leiss, Matthias ; Nax, Heinrich H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:241-249.

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2017Disagreement in expectations about public debt, monetary policy credibility and inflation risk premium. (2017). Montes, Gabriel ; Curi, Alexandre. In: Journal of Economics and Business. RePEc:eee:jebusi:v:93:y:2017:i:c:p:46-61.

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2018Home away from home? Foreign demand and London house prices. (2018). Badarinza, Cristian ; Ramadorai, Tarun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:532-555.

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2019The impact of jumps on carry trade returns. (2019). Wang, Minho ; Lee, Suzanne S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:2:p:433-455.

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2019Private information in currency markets. (2019). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:643-665.

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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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2017Is the Renminbi a safe haven?. (2017). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:189-202.

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2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2018Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy. (2018). Nitschka, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:44-54.

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2018Liquidity in the repo market. (2018). Fuhrer, Lucas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:84:y:2018:i:c:p:1-22.

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2018Conditioning carry trades: Less risk, more return. (2018). Mulder, Arjen ; Tims, Ben . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:1-19.

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2018Measures of global uncertainty and carry-trade excess returns. (2018). Berg, Kimberly ; Mark, Nelson C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:212-227.

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2018Uncertainty, currency excess returns, and risk reversals. (2018). Husted, Lucas ; Sun, BO ; Rogers, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:228-241.

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2018Measuring global and country-specific uncertainty. (2018). Sheng, Xuguang ; Ozturk, Ezgi O. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:276-295.

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2018Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis. (2018). Mouabbi, Sarah ; Istrefi, Klodiana . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:296-313.

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2018Currency downside risk, liquidity, and financial stability. (2018). Chulia, Helena ; Uribe, Jorge M ; Fernandez, Julian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:83-102.

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2019Effects of capital controls on foreign exchange liquidity. (2019). Cantu, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:201-222.

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2019The risk premium of gold. (2019). Simen, Chardin Wese ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:140-159.

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2018Optimal monetary policy for a pessimistic central bank. (2018). Vitale, Paolo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:39-59.

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2019Uncertainty over production forecasts: An empirical analysis using monthly quantitative survey data. (2019). MORIKAWA, MASAYUKI. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:163-179.

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2019Exchange rates, oil prices and world stock returns. (2019). Sakaki, Hamid ; Mollick, Andre Varella. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:585-602.

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2019The threshold effect of market sentiment and inflation expectations on gold price. (2019). Xu, Xiangyun ; Jia, Fei ; Huang, Xiaoyong ; Shi, YU. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:77-83.

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2018Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach. (2018). Tachibana, Minoru. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:46:y:2018:i:c:p:75-106.

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2018Hidden Markov model analysis of extreme behaviors of foreign exchange rates. (2018). Liu, Wei-Han. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1007-1019.

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2019Asymptotic comparison of three spread estimators based on Roll’s model. (2019). Wang, Yaojun ; Li, Yunhai ; Gao, Yang ; Liu, Chao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:420-432.

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More than 100 citations found, this list is not complete...

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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2011The Time-Varying Systematic Risk of Carry Trade Strategies.(2011) In: Journal of Financial and Quantitative Analysis.
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2010The Time-Varying Systematic Risk of Carry Trade Strategies.(2010) In: Working Papers.
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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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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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1998Nominal Interest Rates as Indicators of Inflation Expectations In: Scandinavian Journal of Economics.
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2005New‐Keynesian Models and Monetary Policy: A Re‐examination of the Stylized Facts* In: Scandinavian Journal of Economics.
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article32
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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1995Applied Cointegration Analysis in the Mirror of Macroeconomic Theory In: CEPR Discussion Papers.
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1994Applied Conintegration Analysis in the Mirror of Macroeconomic Theory..(1994) In: Stockholm - International Economic Studies.
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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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1995Forward Interest Rates as Indicators of Inflation Expectations In: CEPR Discussion Papers.
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1995Forward Interest Rates as Indicators of Inflation Expectations..(1995) In: Stockholm - International Economic Studies.
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1997Forward Interest Rates as Indicators of Inflation Expectations.(1997) In: Seminar Papers.
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1997New Techniques to Extract Market Expectations from Financial Instruments In: CEPR Discussion Papers.
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1997New techniques to extract market expectations from financial instruments.(1997) In: Journal of Monetary Economics.
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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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paper
1997New Techniques to Extract Market Expectations from Financial Instruments.(1997) In: Seminar Papers.
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This paper has another version. Agregated cites: 161
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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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2001Monetary policy and the Fisher effect.(2001) In: Journal of Policy Modeling.
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1999Monetary Policy and the Fisher Effect.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
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1997Evaluating Portfolio Performance with Stochastic Discount Factors In: CEPR Discussion Papers.
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paper19
1998Evaluating Portfolio Performance with Stochastic Discount Factors.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
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1999Evaluating Portfolio Performance with Stochastic Discount Factors..(1999) In: The Journal of Business.
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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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2003Inflation forecast uncertainty.(2003) In: European Economic Review.
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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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paper18
2003Taylor Rules and the Predictability of Interest Rates.(2003) In: Working Paper Series.
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2003C-CAPM and the Cross-Section of Sharpe Ratios In: CEPR Discussion Papers.
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2003C-CAPM and the Cross-Section of Sharpe Ratios.(2003) In: SIFR Research Report Series.
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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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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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paper2
2009The C-CAPM without ex post data.(2009) In: Journal of Macroeconomics.
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2005C-CAPM without Ex Post Data.(2005) In: SIFR Research Report Series.
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2006C-CAPM without Ex Post Data.(2006) In: University of St. Gallen Department of Economics working paper series 2006.
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2009Safe Haven Currencies In: CEPR Discussion Papers.
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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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2009Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty.(2009) In: Working Papers.
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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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2012Individual Investor Activity and Performance In: CEPR Discussion Papers.
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paper3
2017Individual Investor Activity and Performance.(2017) In: Review of Financial Studies.
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2016Individual Investor Activity and Performance.(2016) In: Working Papers on Finance.
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2000Performance and Characteristics of Swedish Mutual Funds In: Journal of Financial and Quantitative Analysis.
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1999Performance and Characteristics of Swedish Mutual Funds.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
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2005DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES In: Macroeconomic Dynamics.
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article26
1993Devaluation Expectations: The Swedish Krona 1985-92. In: Economic Journal.
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article9
2004Solution of macromodels with Hansen-Sargent robust policies: some extensions In: Journal of Economic Dynamics and Control.
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article89
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: 89
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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article27
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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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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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.
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2019Verbal interventions and exchange rate policies: The case of Swiss franc cap In: Journal of International Money and Finance.
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1992The Swedish business cycle: stylized facts over 130 years In: Discussion Paper / Institute for Empirical Macroeconomics.
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paper32
1990THE SWEDISH TAX REFORM FROM AN INTERTEMPORAL PERSPECTIVE. In: Stockholm - International Economic Studies.
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1991Testing the Basic Target Zone Model on Swedish Data. In: Stockholm - International Economic Studies.
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paper19
1991Devaluation Expectations: the Swedish Krona 1982-1991. In: Stockholm - International Economic Studies.
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paper10
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
1998Market Expectations in the UK Before and After the ERM Crisis In: SSE/EFI Working Paper Series in Economics and Finance.
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paper2
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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2002Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts? In: Working Paper Series.
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1994Cyclical Properties of a Real Business Cycle Model. In: Journal of Applied Econometrics.
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2006C-CAPM Refinements and the Cross-Section of Returns In: Financial Markets and Portfolio Management.
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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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2009The Implementation of SNB Monetary Policy.(2009) In: University of St. Gallen Department of Economics working paper series 2009.
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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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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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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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1994International Spillovers in an Endogenous Growth Model. In: Empirical Economics.
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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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2007How Do Individual Accounts Work in the Swedish Pension System? In: Journal of the European Economic Association.
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2007Predicting Stock Price Movements: Regressions versus Economists In: University of St. Gallen Department of Economics working paper series 2007.
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2016Testing Competing Factor Pricing Models In: Working Papers on Finance.
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