Paul Söderlind : Citation Profile

Are you Paul Söderlind?

Universität St. Gallen

17

H index

20

i10 index

1253

Citations

RESEARCH PRODUCTION:

37

Articles

65

Papers

RESEARCH ACTIVITY:

   27 years (1990 - 2017). See details.
   Cites by year: 46
   Journals where Paul Söderlind has often published
   Relations with other researchers
   Recent citing documents: 124.    Total self citations: 28 (2.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso16
   Updated: 2019-04-20    RAS profile: 2019-04-11    
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Relations with other researchers

Works with:

Pozdeev, Igor (2)

Ranaldo, Angelo (2)

Karnaukh, Nina (2)

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 (27)

Kirsanova, Tatiana (20)

Clements, Michael (14)

Nitschka, Thomas (14)

Dennis, Richard (13)

Söderström, Ulf (12)

Leitemo, Kai (11)

Woodford, Michael (11)

Castelnuovo, Efrem (10)

Adolfson, Malin (9)

Schrimpf, Andreas (9)

Cites to:

Gertler, Mark (13)

Campbell, John (12)

Gali, Jordi (11)

Fuhrer, Jeffrey (10)

Svensson, Lars (10)

Giordani, Paolo (9)

Clarida, Richard (9)

Diebold, Francis (9)

West, Kenneth (8)

Hirshleifer, David (8)

Ranaldo, Angelo (8)

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
Review of Financial Studies2
Applied Economics Letters2
Review of Finance2
Journal of Applied Econometrics2
Journal of Economic Dynamics and Control2
Journal of Financial and Quantitative Analysis2

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

Recent works citing Paul Söderlind (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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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2018State-controlled companies and political risk: Evidence from the 2014 Brazilian election. (2018). guimaraes, bernardo ; Carvalho, Augusto. In: Journal of Public Economics. RePEc:eee:pubeco:v:159:y:2018:i:c:p:66-78.

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2017An empirical decomposition of the liquidity premium in breakeven inflation rates. (2017). Guler, Mustafa ; 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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2017The asymmetry in carry trade and the U.S. dollar. (2017). Wu, Chih-Chiang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:304-313.

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2018Volatility spillovers between foreign exchange and stock markets in industrialized countries. (2018). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:121-136.

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2018The investment behavior of socially responsible individual investors. (2018). Lapanan, Nicha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:214-226.

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2018Systematic exchange rate variation: Where does the dollar factor come from?. (2018). Lee, Kyuseok. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:288-307.

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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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2017State-controlled companies and political risk: evidence from the 2014 Brazilian election. (2017). guimaraes, bernardo ; Carvalho, Augusto. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86172.

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2017Mutual Funds: Does the Performance Erosion Effect Exist? Evidence from the Czech Republic, Hungary and Poland. (2017). Filip, Dariusz. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:6:p:512-538.

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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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2018International capital flow pressures. (2018). Krogstrup, Signe ; Goldberg, Linda. In: Staff Reports. RePEc:fip:fednsr:834.

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2019Flighty liquidity. (2018). Shachar, Or ; Giannone, Domenico ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:870.

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2018Why Is the Correlation between Crude Oil Prices and the US Dollar Exchange Rate Time-Varying?—Explanations Based on the Role of Key Mediators. (2018). Liao, Jia ; Xu, Xiangyun ; Shi, YU. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:61-:d:154226.

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2019An Empirical Investigation of the Performance of Japanese Mutual Funds: Skill or Luck?. (2019). Pilbeam, Keith ; Preston, Hamish. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:1:p:6-:d:198648.

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2017Should the ECB coordinate EMU fiscal policies?. (2017). Kirsanova, Tatiana ; Ribeiro, Ana Paula ; Machado, Celsa. In: Working Papers. RePEc:gla:glaewp:2018-02.

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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: Post-Print. RePEc:hal:journl:hal-01589269.

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2017Can We Identify the Feds Preferences?. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01549908.

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2018Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy. (2018). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01549929.

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2017Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: Working Papers. RePEc:hal:wpaper:hal-01527872.

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2018Equity trading costs have fallen less than commonly thought. Evidence using alternative trading cost estimators. (2018). Ødegaard, Bernt ; Klova, Valeriia. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2018_004.

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2018The Effects of the Bank of Japan fs Corporate and Government Bond Purchases on Credit Spreads. (2018). Suganuma, Kenji ; Ueno, Yoichi . In: IMES Discussion Paper Series. RePEc:ime:imedps:18-e-04.

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2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201806.

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2019Belief Elicitation with Multiple Point Predictions. (2018). Eyting, Markus ; Schmidt, Patrick. In: Working Papers. RePEc:jgu:wpaper:1818.

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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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2018Financial crises, price discovery, and information transmission: a high-frequency perspective. (2018). Füss, Roland ; Zhao, LU ; Stein, Michael ; Mager, Ferdinand ; Fuss, Roland ; ROLAND FSS, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0318-3.

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

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

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2017The Time-Varying Risk Price of Currency Carry Trades. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:80788.

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2017Performance of Markov-Switching GARCH Model Forecasting Inflation Uncertainty. (2017). Raihan, Tasneem. In: MPRA Paper. RePEc:pra:mprapa:82343.

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2018On the Inflation-Uncertainty Hypothesis in The Gambia: A Multi-Sample View on Causality Linkages. (2018). Widodo, Tri ; Mendy, David. In: MPRA Paper. RePEc:pra:mprapa:86743.

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2018Investor Sentiment and Crash Risk in Safe Havens. (2018). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Ben Nasr, Adnen. In: Working Papers. RePEc:pre:wpaper:201804.

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2019The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach. (2019). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:201915.

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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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This paper has another version. Agregated cites: 81		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: 81		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: 81		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: 81		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.
[Citation analysis]
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
2005New-Keynesian Models and Monetary Policy: A Re-examination of the Stylized Facts In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article31
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: 31		paper
1994 Intervention Policy and Mean Reversion in Exchange Rate Target Zones: The Swedish Case. In: Scandinavian Journal of Economics.
[Citation analysis]		article20
1995Applied Cointegration Analysis in the Mirror of Macroeconomic Theory In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper31
1994Applied Conintegration Analysis in the Mirror of Macroeconomic Theory..(1994) In: Stockholm - International Economic Studies.
[Citation analysis]
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.
[Full Text][Citation analysis]		paper5
1995Forward Interest Rates as Indicators of Inflation Expectations..(1995) In: Stockholm - International Economic Studies.
[Citation analysis]
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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This paper has another version. Agregated cites: 5		paper
1997New Techniques to Extract Market Expectations from Financial Instruments In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper153
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: 153		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: 153		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: 153		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: 153		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: 153		paper
1997Monetary Policy and the Fisher Effect In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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.
[Citation analysis]
This paper has another version. Agregated cites: 8		paper
1997Evaluating Portfolio Performance with Stochastic Discount Factors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
1998Evaluating Portfolio Performance with Stochastic Discount Factors.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 19		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: 19		article
1998Extracting Expectations about 1992 UK Monetary Policy from Option Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
1999Performance and Characteristics of Swedish Mutual Funds 1993-97 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2000Inflation Forecast Uncertainty In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper151
2003Inflation forecast uncertainty.(2003) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151		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: 151		paper
2003Taylor Rules and the Predictability of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper0
2003C-CAPM and the Cross-Section of Sharpe Ratios.(2003) In: SIFR Research Report Series.
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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.
[Full Text][Citation analysis]		paper9
2003Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel.(2003) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 9		paper
2003Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel.(2003) In: SIFR Research Report Series.
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This paper has another version. Agregated cites: 9		paper
2005C-CAPM Without Ex Post Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2005C-CAPM without Ex Post Data.(2005) In: SIFR Research Report Series.
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This paper has another version. Agregated cites: 1		paper
2006C-CAPM without Ex Post Data.(2006) In: University of St. Gallen Department of Economics working paper series 2006.
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This paper has another version. Agregated cites: 1		paper
2009Safe Haven Currencies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper123
2010Safe Haven Currencies.(2010) In: Review of Finance.
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This paper has another version. Agregated cites: 123		article
2007Safe Haven Currencies.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 123		paper
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.
[Full Text][Citation analysis]		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]
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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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This paper has another version. Agregated cites: 3		paper
2012Individual Investor Activity and Performance In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2016Individual Investor Activity and Performance.(2016) In: Working Papers on Finance.
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This paper has another version. Agregated cites: 2		paper
2000Performance and Characteristics of Swedish Mutual Funds In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article57
1999Performance and Characteristics of Swedish Mutual Funds.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 57		paper
1993Devaluation Expectations: The Swedish Krona 1985-92. In: Economic Journal.
[Full Text][Citation analysis]		article7
2004Solution of macromodels with Hansen-Sargent robust policies: some extensions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article81
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: 81		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]		article25
1994Testing the basic target zone model on Swedish data 1982-1990 In: European Economic Review.
[Full Text][Citation analysis]		article17
1999Solution and estimation of RE macromodels with optimal policy In: European Economic Review.
[Full Text][Citation analysis]		article241
1998Solution and Estimation of RE Macromodels with Optimal Policy.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 241		paper
2009Why disagreement may not matter (much) for asset prices In: Finance Research Letters.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article1
2001Monetary Policy and Bond Option Pricing in an Analytical RBC Model.(2001) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2019Verbal interventions and exchange rate policies: The case of Swiss franc cap In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2009The C-CAPM without ex post data In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article1
1992The Swedish business cycle: stylized facts over 130 years In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper30
1990THE SWEDISH TAX REFORM FROM AN INTERTEMPORAL PERSPECTIVE. In: Stockholm - International Economic Studies.
[Citation analysis]		paper0
1991Testing the Basic Target Zone Model on Swedish Data. In: Stockholm - International Economic Studies.
[Citation analysis]		paper19
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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1992Target Zone Models and the Intervention Policy; The Swedish Case. In: Stockholm - International Economic Studies.
[Citation analysis]		paper15
2001What if the Fed Had Been an Inflation Nutter? In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper4
1994Cyclical Properties of a Real Business Cycle Model. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article8
2006C-CAPM Refinements and the Cross-Section of Returns In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article4
2006C-CAPM Refinements and the Cross-Section of Returns.(2006) In: University of St. Gallen Department of Economics working paper series 2006.
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This paper has another version. Agregated cites: 4		paper
2009Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2009The implementation of SNB monetary policy In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
2015Understanding FX Liquidity In: Review of Financial Studies.
[Full Text][Citation analysis]		article35
2015Understanding FX Liquidity.(2015) In: Working Papers on Finance.
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This paper has another version. Agregated cites: 35		paper
2017Individual Investor Activity and Performance In: Review of Financial Studies.
[Full Text][Citation analysis]		article1
2006Prediction of stock returns (in Russian) In: Quantile.
[Full Text][Citation analysis]		article0
2010Reaction of Swiss Term Premia to Monetary Policy Surprises In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper8
2016Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions.(2016) In: Working Papers on Finance.
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This paper has another version. Agregated cites: 8		paper
1994International Spillovers in an Endogenous Growth Model. In: Empirical Economics.
[Citation analysis]		article0
2009An extended Steins lemma for asset pricing In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2010Predicting stock price movements: regressions versus economists In: Applied Economics Letters.
[Full Text][Citation analysis]		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		paper
2007How Do Individual Accounts Work in the Swedish Pension System? In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article3
2016Testing Competing Factor Pricing Models In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0

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