Paul Söderlind : Citation Profile

Are you Paul Söderlind?

Universität St. Gallen

16

H index

18

i10 index

1085

Citations

RESEARCH PRODUCTION:

35

Articles

65

Papers

RESEARCH ACTIVITY:

   26 years (1990 - 2016). See details.
   Cites by year: 41
   Journals where Paul Söderlind has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 28 (2.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso16
   Updated: 2017-06-10    RAS profile: 2016-11-09    
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Relations with other researchers

Works with:

Mirkov, Nikola (2)

Karnaukh, Nina (2)

Ranaldo, Angelo (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)

Söderström, Ulf (12)

Woodford, Michael (12)

Leitemo, Kai (11)

Nitschka, Thomas (11)

Castelnuovo, Efrem (10)

Clements, Michael (10)

Adolfson, Malin (9)

Givens, Gregory (8)

Cites to:

Gertler, Mark (15)

Gali, Jordi (13)

Campbell, John (12)

Clarida, Richard (11)

Fuhrer, Jeffrey (10)

Svensson, Lars (10)

Giordani, Paolo (9)

Ranaldo, Angelo (8)

Rebelo, Sergio (8)

Hirshleifer, David (8)

Vayanos, Dimitri (7)

Main data

Where Paul Söderlind has published?

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

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 2009 / Department of Economics, University of St. Gallen3
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 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 (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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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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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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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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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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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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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 ; Shehadeh, Ali ; Erds, Peter . 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). 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). Simionescu, Mihaela ; Dragan, Irina . 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). Chatelain, Jean-Bernard ; Ralf, Kirsten . 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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This paper has another version. Agregated cites: 58		paper
2011The Time-Varying Systematic Risk of Carry Trade Strategies.(2011) In: Journal of Financial and Quantitative Analysis.
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This paper has another version. Agregated cites: 58		article
2010The Time-Varying Systematic Risk of Carry Trade Strategies.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 58		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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article2
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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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1994 Intervention Policy and Mean Reversion in Exchange Rate Target Zones: The Swedish Case. In: Scandinavian Journal of Economics.
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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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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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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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1996New Techniques to Extract Market expectations from Financial Instruments.(1996) In: SSE/EFI Working Paper Series in Economics and Finance.
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1997New Techniques to Extract Market Expectations from Financial Instruments.(1997) In: Seminar Papers.
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1997New Techniques to Extract Market Expectations from Financial Instruments.(1997) In: NBER Working Papers.
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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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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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2003Taylor Rules and the Predictability of Interest Rates In: CEPR Discussion Papers.
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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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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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2003Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel.(2003) In: SIFR Research Report Series.
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2005C-CAPM Without Ex Post Data In: CEPR Discussion Papers.
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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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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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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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1993Devaluation Expectations: The Swedish Krona 1985-92. In: Economic Journal.
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2004Solution of macromodels with Hansen-Sargent robust policies: some extensions In: Journal of Economic Dynamics and Control.
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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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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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1994Testing the basic target zone model on Swedish data 1982-1990 In: European Economic Review.
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1999Solution and estimation of RE macromodels with optimal policy In: European Economic Review.
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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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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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2009The C-CAPM without ex post data In: Journal of Macroeconomics.
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1992The Swedish business cycle: stylized facts over 130 years In: Discussion Paper / Institute for Empirical Macroeconomics.
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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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1991Devaluation Expectations: the Swedish Krona 1982-1991. In: Stockholm - International Economic Studies.
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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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2001What if the Fed Had Been an Inflation Nutter? In: SSE/EFI Working Paper Series in Economics and Finance.
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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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2010Predicting stock price movements: regressions versus economists In: Applied Economics Letters.
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2007Predicting Stock Price Movements: Regressions versus Economists.(2007) In: University of St. Gallen Department of Economics working paper series 2007.
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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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2016Testing Competing Factor Pricing Models In: Working Papers on Finance.
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