Paul Söderlind : Citation Profile


Are you Paul Söderlind?

Universität St. Gallen

17

H index

21

i10 index

1529

Citations

RESEARCH PRODUCTION:

36

Articles

65

Papers

RESEARCH ACTIVITY:

   29 years (1990 - 2019). See details.
   Cites by year: 52
   Journals where Paul Söderlind has often published
   Relations with other researchers
   Recent citing documents: 166.    Total self citations: 25 (1.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pso16
   Updated: 2022-05-14    RAS profile: 2019-12-08    
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Relations with other researchers


Works with:

Pozdeev, Igor (3)

Mirkov, Nikola (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)

Chatelain, Jean-Bernard (17)

Clements, Michael (17)

Ralf, Kirsten (17)

Nitschka, Thomas (15)

Söderström, Ulf (13)

Dennis, Richard (13)

Woodford, Michael (11)

Leitemo, Kai (11)

Hartmann, Matthias (10)

Cites to:

Gertler, Mark (13)

Galí, Jordi (13)

Fuhrer, Jeffrey (11)

Campbell, John (11)

Svensson, Lars (10)

Clarida, Richard (9)

Diebold, Francis (9)

West, Kenneth (9)

Ranaldo, Angelo (8)

Rebelo, Sergio (8)

Giordani, Paolo (7)

Main data


Where Paul Söderlind has published?


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

Working Papers Series with more than one paper published# docs
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics13
Working Papers on Finance / University of St. Gallen, School of Finance4
Working Papers / Swiss National Bank4
SIFR Research Report Series / Institute for Financial Research3
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
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)2
University of St. Gallen Department of Economics working paper series 2007 / Department of Economics, University of St. Gallen2
Seminar Papers / Stockholm University, Institute for International Economic Studies2
University of St. Gallen Department of Economics working paper series 2008 / Department of Economics, University of St. Gallen2

Recent works citing Paul Söderlind (2021 and 2020)


YearTitle of citing document
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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2020Policy Makers Credibility with Predetermined Instruments for Forward-Looking Targets. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: Papers. RePEc:arx:papers:2012.02806.

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2021Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market. (2021). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: Papers. RePEc:arx:papers:2112.13127.

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2020Indicators of uncertainty: a brief user’s guide. (2020). Rossi, Luca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_564_20.

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2020The limits to robust monetary policy in a small open economy with learning agents. (2020). Dai, Meixing ; André, Marine ; Charlotte, Andre Marine. In: Working Papers. RePEc:bdm:wpaper:2020-12.

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2021Los determinantes de la liquidez en Colombia: un análisis del mercado de divisas de contado. (2021). Gamboa-Estrada, Fredy ; Castaeda-Arevalo, David. In: Borradores de Economia. RePEc:bdr:borrec:1185.

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2021Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829.

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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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2020FX spot and swap market liquidity spillovers. (2020). Sushko, Vladyslav ; Krohn, Ingomar. In: BIS Working Papers. RePEc:bis:biswps:836.

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2020Conditional currency hedging. (2020). Bucher, Melk C. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:4:p:897-923.

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2021The role of asymmetry and dynamics in carry trade and general financial markets. (2021). Wu, ChihChiang ; Huang, Meichi. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:331-353.

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2020Safehavenness of the Chinese renminbi. (2020). Fong, Tom ; Tong, Alfred Yun. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:2:p:215-233.

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2021Monetary policy through exchange rate pegs: The removal of the Swiss franc?Euro floor and stock price reactions. (2021). Tonzer, Lena ; Buchholz, Manuel ; von Schweinitz, Gregor. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1382-1406.

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2020Carry trade and forward premium puzzle from the perspective of a safe?haven currency. (2020). Nitschka, Thomas ; Haab, David R. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:2:p:376-394.

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2021How robustness can change the desirability of speed limit policy. (2021). Hasui, Kohei. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:5:p:553-570.

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2021Trend Growth and Robust Monetary Policy. (2021). Hasui, Kohei. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:2:p:449-472:n:5.

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2021The Pricing of Unexpected Volatility in the Currency Market. (2021). Xu, Yongdeng ; Lu, Wenna ; Copeland, Laurence. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/16.

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2020Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2021Effects of Macro Uncertainty on Mean Expectation and Subjective Uncertainty: Evidence from Households and Professional Forecasters. (2021). Poonpakdee, Poramapa ; Piccillo, Giulia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9486.

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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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2020A NOTE ON ROBUST MONETARY POLICY AND NON-ZERO TREND INFLATION. (2020). Hasui, Kohei. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:24:y:2020:i:6:p:1574-1594_9.

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2021Hedge and safe haven status of Bitcoin: copula-DCC approach. (2021). Zhuo, Juanjuan ; Kumamoto, Masao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00425.

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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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2021Global risk and the dollar. (2021). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20212628.

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2021Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach. (2021). Sutcliffe, Charles ; Stafylas, Dimitrios ; Platanakis, Emmanouil ; Newton, David ; Ye, Xiaoxia. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000263.

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2021Are professional forecasters Bayesian?. (2021). Manzan, Sebastiano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030213x.

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2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

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2021Alpha decay and Sharpe ratio: Two measures of investor performance. (2021). Ou-Yang, Hui ; Guo, Ming. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321001474.

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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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2020Chinas liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach. (2020). Li, Min ; Zhong, Rui ; Wang, Hao ; Ji, Hao. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:187-204.

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2020States of psychological anchors and price behavior of Japanese yen futures. (2020). Wang, Yu-Chun ; Lu, Yang-Cheng ; Lee, Yun-Huan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302912.

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2021The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Xu, Xiangyun ; Ren, Junfan ; Shen, Yao ; Jia, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321.

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2022Rigid payment breaking, default spread and yields of Chinese treasury bonds. (2022). Xu, Xiangyun ; Jia, Fei ; Chen, Yunping ; Yu, Cong ; Huang, Xiaoyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001777.

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2021What drives household inflation expectations in South Africa? Demographics and anchoring under inflation targeting. (2021). Siklos, Pierre ; Reid, Monique ; du Plessis, Stan. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:3:s0939362521000261.

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2021Belief elicitation with multiple point predictions. (2021). Schmidt, Patrick ; Eyting, Markus. In: European Economic Review. RePEc:eee:eecrev:v:135:y:2021:i:c:s0014292121000532.

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2021The price discovery role of day traders in futures market: Evidence from different types of day traders. (2021). Tsai, Shih-Chuan ; Fung, Scott. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:53-77.

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2022Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. (2022). Hambuckers, J ; Ulm, M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:125-148.

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

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2020Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642.

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2020Liquidity commonality and high frequency trading: Evidence from the French stock market. (2020). Fontaine, Patrice ; Anagnostidis, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521919305320.

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2020Searching for safe-haven assets during the COVID-19 pandemic. (2020). Zhang, Dayong ; Ji, Qiang ; Zhao, Yuqian. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301708.

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2021The economic gain of being small in the mutual fund industry: U.S. and international evidence. (2021). Angelidis, Timotheos ; Fessas, Michalis ; Babalos, Vassilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001848.

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2021The role of the carbon market in relation to the cryptocurrency market: Only diversification or more?. (2021). Yang, Lu ; Hamori, Shigeyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001940.

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2021Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period. (2021). Sarker, Ashutosh ; Brooks, Robert ; Tanin, Tauhidul Islam . In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001988.

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2020The timing of the flight to gold: An intra-day analysis of gold and the S&P500. (2020). Kuck, Konstantin ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301448.

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2021Understanding Bitcoin liquidity. (2021). Scharnowski, Stefan. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319311286.

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2021What drives the liquidity of cryptocurrencies? A long-term analysis. (2021). Theissen, Erik ; Mestel, Roland ; Brauneis, Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231931400x.

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2021Commonality in FX liquidity: High-frequency evidence. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Uzun, Sevcan. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320304220.

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2022Liquidity spillover in foreign exchange markets. (2022). Hsu, Chih-Chiang ; Gau, Yin-Feng ; Chang, Ya-Ting. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001860.

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2020Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets. (2020). Szersze, Pawe J ; Aramonte, Sirio. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300288.

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2021Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?. (2021). Hassan, Kabir M ; Hasan, Md Bokhtiar ; Alhenawi, Yasser ; Rashid, Md Mamunur. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000661.

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2021Covered interest parity deviations: Macrofinancial determinants. (2021). Obstfeld, Maurice ; Cerutti, Eugenio ; Zhou, Haonan. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000246.

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2021Currency returns and FX dealer balance sheets. (2021). Reitz, Stefan ; Umlandt, Dennis. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001215.

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2020The role of carry trades on the effectiveness of Japans quantitative easing. (2020). Chuffart, Thomas ; Dell'Eva, Cyril. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:30-40.

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2020Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term. (2020). Oliveira, Fernando ; Gaglianone, Wagner ; de Oliveira, Fernando Nascimento. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:72-91.

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2020Volatility and dynamic currency hedging. (2020). McDonald, Judith Ann ; Min, Hong-Ghi ; Cho, Jae-Beom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s104244311930321x.

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2021The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Cho, Dooyeon ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301414.

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2021Flight to quality – Gold mining shares versus gold bullion. (2021). Schweikert, Karsten ; Prange, Philipp ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000159.

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2021To hedge or not to hedge: Carry trade dynamics in the emerging economies. (2021). Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000779.

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2021Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000962.

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2021The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x.

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2022Currency carry trade: The decline in performance after the 2008 Global Financial Crisis. (2022). Zhang, QI ; Qi, Zhen ; Paseka, Alexander ; Fan, Zhenzhen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001670.

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2020Five dimensions of the uncertainty–disagreement linkage. (2020). Glas, Alexander. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:607-627.

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2021On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530.

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2021Are professional forecasters overconfident?. (2021). Casey, Eddie. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:716-732.

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2021Who is the center of local currency Asian government bond markets?. (2021). Tsukuda, Yoshihiko ; Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: Japan and the World Economy. RePEc:eee:japwor:v:59:y:2021:i:c:s0922142521000220.

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2021Collateralization and asset price bubbles when investors disagree about risk. (2021). Kero, Afroditi ; Broer, Tobias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621000959.

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2021Funding liquidity and market liquidity in government bonds. (2021). Johnson, Timothy C ; Deuskar, Prachi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001242.

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2021Risk-adjusted return managed carry trade. (2021). Dupuy, Philippe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100131x.

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2022Retail trading activity and major lifecycle events: The case of divorce. (2022). Westerholm, Joakim P ; Subrahmanyam, Avanidhar ; Kalev, Petko S ; Grant, Andrew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003459.

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2021Volatility expectations and disagreement. (2021). van der Sar, Nico L ; Huisman, Ronald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:379-393.

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2021Measuring macroeconomic disagreement – A mixed frequency approach. (2021). Wang, Ben Zhe ; Sheen, Jeffrey. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:547-566.

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2020Economic momentum and currency returns. (2020). Hasseltoft, Henrik ; Dahlquist, Magnus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:152-167.

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2020Global currency hedging with common risk factors. (2020). Riddiough, Steven J ; Opie, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:780-805.

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2020The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:388-414.

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2021Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:391-411.

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2022Equity tail risk and currency risk premiums. (2022). Londono, Juan M. ; Xiao, Xiao ; Fan, Zhenzhen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:484-503.

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2021Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302096.

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2021Can risk explain the profitability of technical trading in currency markets?. (2021). Neely, Christopher ; Famiglietti, Matthew T ; Weller, Paul ; Ivanova, Yuliya . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302412.

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2021Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis. (2021). Zhou, Yinggang ; Chen, Hongyi ; Cheng, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000085.

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2021How much does economic news influence bilateral exchange rates?. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000619.

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2022FX spot and swap market liquidity spillovers. (2022). Sushko, Vladyslav ; Krohn, Ingomar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001273.

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2022Global risk sentiment and the Swiss franc: A time-varying daily factor decomposition model. (2022). Gloede, Oliver ; Frei, Lukas ; Fink, Fabian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100190x.

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2022Uncertainty shocks and systemic-risk indicators. (2022). Roth, Markus ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002242.

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2021The role of macroeconomic and policy uncertainty in density forecast dispersion. (2021). Tay, Anthony ; Li, You. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301907.

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2021Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?. (2021). Adediran, Idris ; Lakhani, Kanwal Hammad ; Yinusa, Olalekan D. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309624.

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2021Do survey expectations of stock returns reflect risk adjustments?. (2021). Nagel, Stefan ; Matveev, Dmitry ; Adam, Klaus. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:723-740.

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2021Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management. (2021). Ghorbel, Ahmed ; Bensaida, Ahmed ; Chemkha, Rahma. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:59:y:2021:i:c:s1042444x20300554.

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2021Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system. (2021). Gabauer, David. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000049.

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2021Measuring liquidity risk effects on carry trades across currencies and regimes. (2021). Blenman, Lloyd P ; Abankwa, Samuel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000074.

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2021Evaluating the performance of U.S. international equity closed-end funds. (2021). Fletcher, Jonathan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000165.

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2021Extreme linkages between foreign exchange and general financial markets. (2021). Korsakul, Nattawadee ; Chen, Wei-Peng ; Wu, Chih-Chiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306740.

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2020Reviewing monetary policy inertia and its effects: The fractional integration approach for an emerging economy. (2020). Monte, Edson Zambon ; Moreira, Ricardo Ramalhete. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:34-41.

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2021The Bitcoin: to be or not to be a Real Currency?. (2021). Karoubi, Bruno ; Janson, Nathalie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:312-319.

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2020Rounding bias in forecast uncertainty. (2020). Levenko, Natalia. In: Research in Economics. RePEc:eee:reecon:v:74:y:2020:i:4:p:277-291.

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2020Are there any other safe haven assets? Evidence for “exotic” and alternative assets. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Simos, Theodore. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:614-628.

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2021An investigation of semantic similarity in PBOC’s communication on RMB volatility. (2021). Pang, Xin ; Miao, Shan ; Guo, Yumei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:441-455.

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2022The dynamics and determinants of liquidity connectedness across financial asset markets. (2022). Goh, Kim-Leng ; Lim, Kian-Ping ; Liew, Ping-Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:341-358.

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2022Liquidity commonality in sovereign bond markets. (2022). Richter, Thomas Julian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:501-518.

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2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

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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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paper109
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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This paper has another version. Agregated cites: 109
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2010The Time-Varying Systematic Risk of Carry Trade Strategies.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 109
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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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This paper has another version. Agregated cites: 109
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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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paper
1998Nominal Interest Rates as Indicators of Inflation Expectations In: Scandinavian Journal of Economics.
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article0
2005New?Keynesian Models and Monetary Policy: A Re?examination of the Stylized Facts* In: Scandinavian Journal of Economics.
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article34
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: 34
paper
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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This paper has another version. Agregated cites: 31
paper
1994Applied Cointegration Analysis in the Mirror of Macroeconomic Theory.(1994) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 31
paper
1996Applied Cointegration Analysis in the Mirror of Macroeconomic Theory..(1996) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 31
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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This paper has another version. Agregated cites: 5
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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paper182
1997New techniques to extract market expectations from financial instruments.(1997) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 182
article
1996New Techniques to Extract Market Expectations from Financial Instruments..(1996) In: Stockholm - International Economic Studies.
[Citation analysis]
This paper has another version. Agregated cites: 182
paper
1996New Techniques to Extract Market expectations from Financial Instruments.(1996) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 182
paper
1997New Techniques to Extract Market Expectations from Financial Instruments.(1997) In: Seminar Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 182
paper
1997New Techniques to Extract Market Expectations from Financial Instruments.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 182
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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This paper has another version. Agregated cites: 8
article
1999Monetary Policy and the Fisher Effect.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 8
paper
1997Evaluating Portfolio Performance with Stochastic Discount Factors In: CEPR Discussion Papers.
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paper22
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: 22
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: 22
article
1998Extracting Expectations about 1992 UK Monetary Policy from Option Prices In: CEPR Discussion Papers.
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paper0
1999Performance and Characteristics of Swedish Mutual Funds 1993-97 In: CEPR Discussion Papers.
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paper0
2000Inflation Forecast Uncertainty In: CEPR Discussion Papers.
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paper201
2003Inflation forecast uncertainty.(2003) In: European Economic Review.
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This paper has another version. Agregated cites: 201
article
2000Inflation Forecast Uncertainty.(2000) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 201
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2005C-CAPM Without Ex Post Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2009The C-CAPM without ex post data.(2009) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
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article
2005C-CAPM without Ex Post Data.(2005) In: SIFR Research Report Series.
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This paper has another version. Agregated cites: 2
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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paper187
2010Safe Haven Currencies.(2010) In: Review of Finance.
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article
2007Safe Haven Currencies.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 187
paper
2007Safe Haven Currencies.(2007) In: University of St. Gallen Department of Economics working paper series 2007.
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This paper has another version. Agregated cites: 187
paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
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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This paper has another version. Agregated cites: 3
paper
2012Individual Investor Activity and Performance In: CEPR Discussion Papers.
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paper5
2017Individual Investor Activity and Performance.(2017) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 5
article
2016Individual Investor Activity and Performance.(2016) In: Working Papers on Finance.
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This paper has another version. Agregated cites: 5
paper
2000Performance and Characteristics of Swedish Mutual Funds In: Journal of Financial and Quantitative Analysis.
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article69
1999Performance and Characteristics of Swedish Mutual Funds.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 69
paper
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.
[Full Text][Citation analysis]
article10
2004Solution of macromodels with Hansen-Sargent robust policies: some extensions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article108
2003Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions.(2003) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 108
paper
2006Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article32
1994Testing the basic target zone model on Swedish data 1982-1990 In: European Economic Review.
[Full Text][Citation analysis]
article18
1999Solution and estimation of RE macromodels with optimal policy In: European Economic Review.
[Full Text][Citation analysis]
article243
1998Solution and Estimation of RE Macromodels with Optimal Policy.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 243
paper
2009Why disagreement may not matter (much) for asset prices In: Finance Research Letters.
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article1
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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This paper has another version. Agregated cites: 1
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.
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This paper has another version. Agregated cites: 1
paper
2019Verbal interventions and exchange rate policies: The case of Swiss franc cap In: Journal of International Money and Finance.
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article3
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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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.
[Citation analysis]
paper10
1991Devaluation Expectations: The Swedish Krona 1982-1991.(1991) In: NBER Working Papers.
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This paper has another version. Agregated cites: 10
paper
1992Target Zone Models and the Intervention Policy; The Swedish Case. In: Stockholm - International Economic Studies.
[Citation analysis]
paper15
1998Market Expectations in the UK Before and After the ERM Crisis In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
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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This paper has another version. Agregated cites: 5
article
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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article3
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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This paper has another version. Agregated cites: 3
paper
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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This paper has another version. Agregated cites: 6
paper
1999An Interpretation of SDF Based Performance Measures In: Review of Finance.
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article0
2015Understanding FX Liquidity In: Review of Financial Studies.
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article79
2015Understanding FX Liquidity.(2015) In: Working Papers on Finance.
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This paper has another version. Agregated cites: 79
paper
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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article0
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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This paper has another version. Agregated cites: 0
paper
2016Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions In: Working Papers.
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paper11
2016Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions.(2016) In: Working Papers on Finance.
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paper
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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article3
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: 3
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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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article6
2016Testing Competing Factor Pricing Models In: Working Papers on Finance.
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