Roland Füss : Citation Profile

Universität St. Gallen

12

H index

14

i10 index

522

Citations

RESEARCH PRODUCTION:

38

Articles

32

Papers

2

Chapters

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 30
   Journals where Roland Füss has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 12 (2.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfs2
   Updated: 2025-05-17    RAS profile: 2022-12-06    
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Relations with other researchers

Works with:

Weigand, Alois (2)

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

Is cited by:

GUPTA, RANGAN (11)

Potrafke, Niklas (7)

Antonakakis, Nikolaos (6)

Demirer, Riza (5)

Lucas, Andre (5)

Shahzad, Syed Jawad Hussain (5)

Chatziantoniou, Ioannis (5)

Yilmaz, Kamil (4)

Riem, Marina (4)

Liow, Kim (4)

cotter, john (4)

Cites to:

Engle, Robert (31)

Shiller, Robert (23)

Campbell, John (19)

Gyourko, Joseph (19)

Pesaran, Mohammad (17)

Shleifer, Andrei (17)

French, Kenneth (15)

Acharya, Viral (15)

Ling, David (14)

Fama, Eugene (13)

Bollerslev, Tim (13)

Main data

Where Roland Füss has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
Real Estate Economics4
Financial Markets and Portfolio Management4
Journal of Asset Management2
The Journal of Real Estate Finance and Economics2
Journal of Housing Economics2

Working Papers Series with more than one paper published# docs
Working Papers on Finance / University of St. Gallen, School of Finance17
ERES / European Real Estate Society (ERES)8
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research2

Recent works citing Roland Füss (2025 and 2024)

YearTitle of citing document
2024The Retreat from BIST: Insights into Foreign Portfolio Investment Movements. (2024). Babuu, Enol ; Hazar, Adalet ; Alp, Ozge Sezgin. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:9:y:2024:i:3:p:503-519.

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2024Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk. (2024). Cook, Samantha ; Rigana, Katerina ; Wit, Ernst C. In: Papers. RePEc:arx:papers:2402.06032.

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2025A Framework to Monitor the Effects of External Shocks on Housing Markets. (2025). Waltl, Sofie ; Omerovic, Sanela ; Hahn, Anja. In: Papers. RePEc:arx:papers:2502.03012.

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2025Koedds: A National Real Estate Investment Analysis. (2025). Edds, William ; Kouma, Sean. In: Papers. RePEc:arx:papers:2503.15532.

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2024Regional Variation in German Real Estate Prices: Socio-Economic and Pandemic Influences. (2024). Wedemeier, Jan ; Lagemann, Andreas ; Ehlert, Andree. In: Bremen Papers on Economics & Innovation. RePEc:atv:wpaper:2402.

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2025Assessment of Portfolio Credit Risk under Dynamic Default Correlation. (2025). Matveev, Aleksandr. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:129-142.

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2024Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573.

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2024Do high housing prices inhibit entrepreneurial activity?—Evidence from Yangtze River Delta cities, China. (2024). Juanfeng, Zhang ; Hui, Zeng ; Yupiaopiao, Lin ; Lele, LI ; Rui, Han. In: Growth and Change. RePEc:bla:growch:v:55:y:2024:i:3:n:e12735.

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2024Bubble detective: City‐level analysis of house price cycles. (2024). Cevik, Serhan ; Naik, Sadhna. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:2-16.

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2024Interactions between Equity REITs and S&P 500 Returns. (2024). Rahman, Matiur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-23.

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2024Financial resource pooling in club deals. (2024). Faverzani, Lara. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001876.

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2024Financial shock transmission in Chinas banking and housing sectors: A network analysis. (2024). Yu, Ziliang ; Li, Yang ; Nong, Huifu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:701-723.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2024Intermittently coupled electricity markets. (2024). Schneider, Lorenz ; Pierre, Erwan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000355.

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2024Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Hajek, Petr ; Abedin, Mohammad Zoynul ; Yuan, Kunpeng ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719.

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2024It is a small world: The effect of analyst-media school ties on analyst performance. (2024). Guo, Yongzhen ; Wang, Yinghuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001820.

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2024The innovation effect of digital M&As: Evidence from China. (2024). Fang, Senhui ; Liang, Jiaxuan ; Tang, Haodan. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005271.

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2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach N. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2024Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064.

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2024Price diffusion across international private commercial real estate markets. (2024). Lizieri, Colin ; van Dijk, Dorinth ; Zhu, Bing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001778.

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2024No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Bei, Zeyun ; Zhou, Yinggang ; Lin, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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2024Digital economy, land resource mismatch, and urban housing costs: Evidence from Chinas digital governance policy perspective. (2024). Zhang, Meng ; Wang, Hong ; Osmadi, Atasya Binti. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003982.

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2024Determinants of sustainable customary land secretariats in Ghana: An economic modelling approach. (2024). Kwakye, Benjamin ; Sasu, Alexander. In: Land Use Policy. RePEc:eee:lauspo:v:146:y:2024:i:c:s0264837724002801.

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2024Polycrisis: Factors, impacts, and responses in the housing market. (2024). Jagun, Zainab Toyin ; Abdul, Mohd Shahril ; Awang, Mariah. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:202:y:2024:i:c:s1364032124004398.

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2024Measuring spatial impacts and tracking cross-border risk. (2024). Xiao, Yang ; Wang, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:50-84.

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2024Exploring the Spillover effects of tail risk fluctuations in the RMB exchange rate—The time-frequency and quantile connectivity perspective. (2024). Huang, Zhigang ; Zhang, Weilan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003271.

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2024The Role of the Real Estate Sector in the Economy: Cross-National Disparities and Their Determinants. (2024). Li, Xiuting ; Gao, Wei ; Liu, Shuqin ; Wei, Shan ; He, Jing ; Geng, Chen. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:17:p:7697-:d:1471432.

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2024House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks. (2024). Martinez, Andrew ; Larson, William. In: Working Papers. RePEc:gwc:wpaper:2024-002.

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2024Intermittently coupled electricity markets. (2024). Schneider, Lorenz ; Pierre, Erwan. In: Post-Print. RePEc:hal:journl:hal-04411166.

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2024Analyzing Pre- and Post-Pandemic Housing Market Trends in India: A Quasi-Experimental Approach Using ITS and Panel Data Analysis. (2024). Moovendhan, V ; Humnekar, Trupti Dandekar ; Dugar, Muskan. In: International Real Estate Review. RePEc:ire:issued:v:27:n:03:2024:p:393-411.

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2024Drivers of European housing prices in the new millennium: demand, financial, and supply determinants. (2024). Melecky, Ales ; Paksi, Daniel. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:3:d:10.1007_s10663-024-09611-5.

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2024Accounting for Spatial Autocorrelation in Algorithm-Driven Hedonic Models: A Spatial Cross-Validation Approach. (2024). Cajias, Marcelo ; Deppner, Juergen. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:2:d:10.1007_s11146-022-09915-y.

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2024Spatial Market Inefficiency in Housing Market: A Spatial Quantile Regression Approach. (2024). Chae, Jiyoung ; Bera, Anil K. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:1:d:10.1007_s11146-022-09923-y.

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2024Price Exuberance and Contagion across Housing Markets: Evidence from US Metropolitan Areas. (2024). Escobari, Diego ; Shahedur, MD ; Damianov, Damian S. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:1:d:10.1007_s11146-022-09925-w.

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2024Spread Too Thin: REIT Asset Dispersion and Divergence of Opinion. (2024). Sirmans, Stacy G ; Letdin, Mariya. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09920-1.

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2024Volatility in U.S. Housing Sector and the REIT Equity Return. (2024). Alam, Masud. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09897-x.

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2024Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR. (2024). Sun, Xiaojin ; Forster, Robert. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09902-3.

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2024Local Beta: Has Local Real Estate Market Risk Been Priced in REIT Returns?. (2024). Lizieri, Colin ; Zhu, Bing. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:4:d:10.1007_s11146-022-09890-4.

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2024Core-satellite investing with commodity futures momentum. (2024). Stadtmuller, Immo ; Schuhmacher, Frank ; Auer, Benjamin R. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:3:d:10.1057_s41260-024-00352-5.

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2024Family house prices in the US: Convergence clubs by county (1975-2022). (2024). Belloc, Ignacio. In: MPRA Paper. RePEc:pra:mprapa:121487.

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2024Climate Risk and Financial Stability: A Systemic Risk Perspective from Thailand. (2024). Luangaram, Pongsak ; Sethapramote, Yuthana ; Uddin, Gazi Salah ; Thampanishvong, Kannika. In: PIER Discussion Papers. RePEc:pui:dpaper:224.

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2024Using machine learning to identify spatial market segments. A reproducible study of major Spanish markets. (2024). Arbus, Pelayo ; Lpez, Fernando A ; Rey-Blanco, David. In: Environment and Planning B. RePEc:sae:envirb:v:51:y:2024:i:1:p:89-108.

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2025Housing prices and import competition. (2025). Zietz, Joachim ; Teimouri, Sheida. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:1:d:10.1007_s00181-024-02645-5.

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2024Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors. (2024). Vo, Duc Hong ; Nguyen, Hung Le-Phuc. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00602-2.

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2024Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH. (2024). Rahman, Mohammad Mafizur ; Haneklaus, Nils ; Li, Binlin. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00607-x.

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2024Improved robust price bounds for multi-asset derivatives under market-implied dependence information. (2024). Lütkebohmert, Eva ; Ansari, Jonathan ; Sester, Julian ; Neufeld, Ariel ; Lutkebohmert, Eva. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:4:d:10.1007_s00780-024-00539-z.

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2024Forecasting risk and return of listed real estate:. (2024). Brandt, Felix ; Lausberg, Carsten. In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research). RePEc:spr:gjorer:v:10:y:2024:i:1:d:10.1365_s41056-024-00070-4.

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2025Affinities and Complementarities of Methods and Information Sets in the Estimation of Prices in Real Estate Markets. (2025). Goic, Marcel ; Bozanicleal, Mirko S ; Thraves, Charles. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:356-375.

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2025Optimal Versus Naive Diversification in Commodity Futures Markets. (2025). Schuhmacher, Frank ; Auer, Benjamin R ; Heide, Max. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:1:p:3-22.

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Works by Roland Füss:

YearTitleTypeCited
2009Does the Top Executive Influence the Performance of US Real Estate Investment Trusts? In: ERES.
[Full Text][Citation analysis]		paper0
2009An Equilibrium Model of German Real Office Rents Using Panel Cointegration Analysis In: ERES.
[Full Text][Citation analysis]		paper0
2010WHAT DRIVES CEOS TO TAKE ON MORE RISK? SOME EVIDENCE FROM THE LABORATORY OF REITS In: ERES.
[Full Text][Citation analysis]		paper0
2011What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs.(2011) In: Journal of Applied Corporate Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 0		article
2012The sources of risk spillovers among US REITs: Asset similarities and regional proximity In: ERES.
[Full Text][Citation analysis]		paper6
2016Efficient Land Use with Congestion: Determining Land Values from Residential Rents In: ERES.
[Full Text][Citation analysis]		paper0
2017Homeowner Effect and Strategic Interaction in Local Property Taxation In: ERES.
[Full Text][Citation analysis]		paper0
2018Risk Factors in Private Commercial Real Estate In: ERES.
[Full Text][Citation analysis]		paper0
2019A Behavioral Explanation to Spatial Dependencies in Commercial Real Estate Asset Prices In: ERES.
[Full Text][Citation analysis]		paper0
2019Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]		paper0
2011Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio In: Perspektiven der Wirtschaftspolitik.
[Full Text][Citation analysis]		article1
2012A Regime-Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors In: Real Estate Economics.
[Full Text][Citation analysis]		article4
2013Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets In: Real Estate Economics.
[Full Text][Citation analysis]		article45
2015The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity In: Real Estate Economics.
[Full Text][Citation analysis]		article18
2021Local house price comovements In: Real Estate Economics.
[Full Text][Citation analysis]		article3
2019Local House Price Comovements.(2019) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 3		paper
2011Scattered Trust - Did the 2007-08 financial crisis change risk perceptions? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2014Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article80
2013Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach.(2013) In: SAFE Working Paper Series.
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This paper has nother version. Agregated cites: 80		paper
2021Winning a deal in private equity: Do educational ties matter? In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article6
2015Electricity derivatives pricing with forward-looking information In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article20
2013Electricity Derivatives Pricing with Forward-Looking Information.(2013) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 20		paper
2018Something in the air: Information density, news surprises, and price jumps In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2015Something in the Air: Information Density, News Surprises, and Price Jumps.(2015) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 4		paper
2016The role of spatial and temporal structure for residential rent predictions In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2015The Role of Spatial and Temporal Structure for Residential Rent Predictions.(2015) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2020The cross-over effect of irrational sentiments in housing, commercial property, and stock markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2021Bank systemic risk exposure and office market interconnectedness In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2022Information precision and return co-movements in private commercial real estate markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2014A jackknife-type estimator for portfolio revision In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2017Are correlations constant? Empirical and theoretical results on popular correlation models in finance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article35
2016Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance.(2016) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 35		paper
2010Macroeconomic determinants of international housing markets In: Journal of Housing Economics.
[Full Text][Citation analysis]		article109
2016The economic drivers of differences in house price inflation rates across MSAs In: Journal of Housing Economics.
[Full Text][Citation analysis]		article12
2015The Economic Drivers of Differences in House Price Inflation Rates across MSAs.(2015) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 12		paper
2017Modeling the multivariate dynamic dependence structure of commodity futures portfolios In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article13
2008Capitalizing on Partisan Politics: Expected Government Partisanship and Sector-Specific Redistribution in Germany In: EcoMod2008.
[Full Text][Citation analysis]		paper0
2012Excess return sources of active property management: a case study In: Journal of Property Investment & Finance.
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2021Determining Land Values from Residential Rents In: Land.
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2021The Predictability of House Prices: Human Against Machine In: International Real Estate Review.
[Full Text][Citation analysis]		article0
2005Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article12
2007The tactical and strategic value of hedge fund strategies: a cointegration approach In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article3
2008The nature of listed real estate companies: property or equity market? In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article15
2018Financial crises, price discovery, and information transmission: a high-frequency perspective In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article1
2021COVID-19’s impact on real estate markets: review and outlook In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article10
2011The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article7
2012Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article4
2008Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election In: Public Choice.
[Full Text][Citation analysis]		article34
2012Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article5
2010Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany In: Journal of Money, Credit and Banking.
[Citation analysis]		article11
2010Capitalizing on Partisan Politics? The Political Economy of Sector‐Specific Redistribution in Germany.(2010) In: Journal of Money, Credit and Banking.
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2016Changing Risk Perception and the Time-Varying Price of Risk In: Review of Finance.
[Full Text][Citation analysis]		article8
2010The predictive power of value-at-risk models in commodity futures markets In: Journal of Asset Management.
[Full Text][Citation analysis]		article15
2012Investment choice and performance potential in the mutual fund industry In: Journal of Asset Management.
[Full Text][Citation analysis]		article0
2011Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regression In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2014Valuation effects of termination of cross-listings In: Journal of Financial Perspectives.
[Citation analysis]		article0
2013Electricity Spot and Derivatives Pricing when Markets are Interconnected In: Working Papers on Finance.
[Full Text][Citation analysis]		paper1
2014Corporate Transparency and Bond Liquidity In: Working Papers on Finance.
[Full Text][Citation analysis]		paper4
2015Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach In: Working Papers on Finance.
[Full Text][Citation analysis]		paper2
2015Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation In: Working Papers on Finance.
[Full Text][Citation analysis]		paper1
2017Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0
2019Best Land Use with Negative Externalities: Determining Land Values from Residential Rents In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0
2017Do Local Governments Tax Homeowner Communities Differently? In: Working Papers on Finance.
[Full Text][Citation analysis]		paper2
2017Do Local Governments Tax Homeowner Communities Differently?.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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This paper has nother version. Agregated cites: 2		paper
2017Do local governments tax homeowner communities differently?.(2017) In: ZEW Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
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