Paul Söderlind : Citation Profile


Are you Paul Söderlind?

Universität St. Gallen

18

H index

26

i10 index

1868

Citations

RESEARCH PRODUCTION:

36

Articles

67

Papers

RESEARCH ACTIVITY:

   31 years (1990 - 2021). See details.
   Cites by year: 60
   Journals where Paul Söderlind has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 34 (1.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso16
   Updated: 2024-04-18    RAS profile: 2024-01-04    
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Relations with other researchers


Works with:

Davies, Ryan (2)

Kassner, Bernhard (2)

Colliard, Jean-Edouard (2)

Roy, Saurabh (2)

Regis, Luca (2)

Tonks, Ian (2)

Degryse, Hans (2)

Shachar, Or (2)

Smales, Lee (2)

Mihet, Roxana (2)

Huang, Wenqian (2)

He, Xuezhong (Tony) (2)

Bos, Charles (2)

Voigt, Stefan (2)

Sojli, Elvira (2)

Stefanova, Denitsa (2)

Ranaldo, Angelo (2)

Schwarz, Marco (2)

Renault, Thomas (2)

FERROUHI, EL MEHDI (2)

Rakowski, David (2)

Dumitrescu, Ariadna (2)

Moinas, Sophie (2)

Roy, Saurabh (2)

van Kervel, Vincent (2)

Pelizzon, Loriana (2)

Wong, Wing-Keung (2)

Chow, Nikolai Sheung-Chi (2)

Sarno, Lucio (2)

Brownlees, Christian (2)

Bouri, Elie (2)

Dreber, Anna (2)

Hautsch, Nikolaus (2)

Ferrara, Gerardo (2)

Frijns, Bart (2)

Horenstein, Alex (2)

Zhang, S. Sarah (2)

Holzmeister, Felix (2)

Foucault, Thierry (2)

Patton, Andrew (2)

Caporin, Massimiliano (2)

Kearney, Fearghal (2)

Walther, Thomas (2)

Xia, Shuo (2)

Adrian, Tobias (2)

Dimpfl, Thomas (2)

Nielsson, Ulf (2)

Schuerhoff, Norman (2)

Frömmel, Michael (2)

Verousis, Thanos (2)

Gerritsen, Dirk (2)

Reitz, Stefan (2)

Gehrig, Thomas (2)

Zhou, Chen (2)

Korajczyk, Robert (2)

Wolff, Christian (2)

Theissen, Erik (2)

Bohorquez Correa, Santiago (2)

Lof, Matthijs (2)

Bjønnes, Geir (2)

Ødegaard, Bernt (2)

CAPELLE-BLANCARD, Gunther (2)

Rinne, Kalle (2)

Johannesson, Magnus (2)

Deev, Oleg (2)

Heath, Davidson (2)

Gorbenko, Arseny (2)

Deku, Solomon (2)

Scaillet, Olivier (2)

Liew, Chee (2)

Taylor, Nick (2)

Abudy, Menachem (2)

LINTON, OLIVER (2)

Jalkh, Naji (2)

Jurkatis, Simon (2)

Prokopczuk, Marcel (2)

Xiu, Dacheng (2)

Palan, Stefan (2)

Hjalmarsson, Erik (2)

Wilhelmsson, Anders (2)

Schenk-Hoppé, Klaus (2)

Vogel, Sebastian (2)

Chernov, Mikhail (2)

Vilkov, Grigory (2)

Lajaunie, Quentin (2)

Putnins, Talis (2)

Patel, Vinay (2)

Menkveld, Albert (2)

Pastor, Lubos (2)

PASCUAL, ROBERTO (2)

Park, Andreas (2)

Hurlin, Christophe (2)

Harris, Jeffrey (2)

Ait-Sahalia, Yacine (2)

Alexeev, Vitali (2)

Pasquariello, Paolo (2)

Lopez-Lira, Alejandro (2)

Talavera, Oleksandr (2)

Füllbrunn, Sascha (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 (30)

Chatelain, Jean-Bernard (30)

Ralf, Kirsten (30)

Kirsanova, Tatiana (25)

Leitemo, Kai (17)

Clements, Michael (17)

Ranaldo, Angelo (17)

Dennis, Richard (16)

Nitschka, Thomas (15)

Söderström, Ulf (13)

Hartmann, Matthias (12)

Cites to:

Svensson, Lars (15)

Galí, Jordi (13)

Gertler, Mark (13)

Campbell, John (12)

West, Kenneth (11)

Rebelo, Sergio (11)

Fuhrer, Jeffrey (11)

Eichenbaum, Martin (10)

Ranaldo, Angelo (10)

Newey, Whitney (9)

Clarida, Richard (9)

Main data


Where Paul Söderlind has published?


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

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers16
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics13
Working Papers / Swiss National Bank4
Working Papers on Finance / University of St. Gallen, School of Finance4
SIFR Research Report Series / Institute for Financial Research3
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
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)2
NBER Working Papers / National Bureau of Economic Research, Inc2
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
Seminar Papers / Stockholm University, Institute for International Economic Studies2

Recent works citing Paul Söderlind (2024 and 2023)


YearTitle of citing document
2023The foreign exchange market. (2023). Sushko, Vladyslav ; Rime, Dagfinn ; Chaboud, Alain. In: BIS Working Papers. RePEc:bis:biswps:1094.

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2023The term structure of inflation forecasts disagreement and monetary policy transmission. (2023). Zhu, Sonya ; Xia, Dora ; Barbera, Alessandro. In: BIS Working Papers. RePEc:bis:biswps:1114.

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2023Gender, Financial Literacy and Pension Savings. (2023). Wright, Robert E ; Preston, Alison. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:324:p:58-83.

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2023On Market?Friendly Central Bankers. (2023). Wu, Sherry X ; Gai, Prasanna. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:238-252.

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2023.

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2023Workers’ Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10300.

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2023Volatility Connectedness on the Central European Forex Markets. (2023). Kočenda, Evžen ; Albrecht, Peter ; Kocenda, Even ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10728.

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2023Global and local drivers of Bitcoin trading vis-à-vis fiat currencies. (2023). Habib, Maurizio Michael ; di Casola, Paola ; Tercero-Lucas, David. In: Working Paper Series. RePEc:ecb:ecbwps:20232868.

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2023Optimal monetary policy delegation in a small-open new Keynesian model with robust control. (2023). Okano, Mitsuhiro ; Ida, Daisuke. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003911.

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2023On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668.

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2023Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796.

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2023Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2023On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x.

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2023Expectation dispersion, uncertainty, and the reaction to news. (2023). Enders, Zeno ; Dovern, Jonas ; Born, Benjamin. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000697.

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2023Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838.

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2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340.

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2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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2023The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213.

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2023Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies. (2023). Hu, Bing ; Lin, Zhitao ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000533.

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2023Time-varying market efficiency of safe-haven assets. (2023). Leirvik, Thomas ; Okoroafor, Ugochi C. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323003963.

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2023Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453.

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2023Deviations from covered interest parity in the emerging markets after the global financial crisis. (2023). Geyikçi, Utku ; Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000331.

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2023Investor trade allocation patterns in stock markets. (2023). Kanniainen, Juho ; Baltakys, Kstutis ; Kivela, Mikko ; Saramaki, Jari. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:191-209.

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2023A credit-based theory of the currency risk premium. (2023). , Ella ; Jeanneret, Alexandre ; della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:473-496.

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2023What do mutual fund managers’ private portfolios tell us about their skills?. (2023). Ibert, Markus. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000523.

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2023Determinants and dynamic interactions of trader positions in the gold futures market. (2023). Mo, Wan-Shin ; Chen, Yu-Lun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000338.

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2023Risk-off shocks and spillovers in safe havens. (2023). Beirne, John ; Sugandi, Eric. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001737.

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2023Beyond risk attitude: Unpacking behavioral drivers of supply chain contracts. (2023). Bergey, Paul ; Olaru, Doina ; Goudarzi, Fatemeh. In: International Journal of Production Economics. RePEc:eee:proeco:v:255:y:2023:i:c:s0925527322002602.

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2023Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study. (2023). Xu, Xiangyun ; Shi, YU ; Xie, Lijuan ; Zhong, Changbiao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:51-62.

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2023The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072.

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2023Workers’ Perceptions of Earnings Growth and Employment Risk. (2023). van der Klaauw, Wilbert ; Koar, Gizem. In: Staff Reports. RePEc:fip:fednsr:95724.

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2023The Trend Effect of Foreign Exchange Intervention. (2023). Yamamoto, Yohei ; Chen, Binwei ; Fatum, Rasmus. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-132.

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2023Chinese Asset Managers’ Monetary Policy Forecasts and Fund Performance. (2023). Yu, Yang ; Wang, Gang ; Rogers, John ; Ammer, John. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:598-616.

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2023Workers Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert ; Koar, Gizem. In: IZA Discussion Papers. RePEc:iza:izadps:dp16013.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Market Timing and Predictability in FX Markets. (2023). Tran, Ngoc-Khanh ; To, Thuy-Duong ; Maurer, Thomas A. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:223-246..

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2023Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

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2023Examining the dependence structure between carry trade and equity market returns in BRICS countries. (2023). Manguzvane, Mathias Mandla ; Bonga-Bonga, Lumengo ; Makhanya, Kabelo Collen. In: MPRA Paper. RePEc:pra:mprapa:117461.

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2024Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması. (2015). Mammadov, Fuad ; Karimli, Tural ; Huseynov, Salman ; Ahmadov, Vugar. In: MPRA Paper. RePEc:pra:mprapa:65704.

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2023Workers Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert ; Koar, Gizem. In: Working Paper series. RePEc:rim:rimwps:23-05.

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2023Regime-dependent drivers of the EUR/CHF exchange rate. (2023). Stockl, Sebastian ; Hanke, Michael ; Kotlarz, Piotr. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00107-w.

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2023Interest rates and real estate prices: a panel study. (2023). Vonlanthen, Joel. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00111-0.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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2023Followers of the pied piper of pensioners. (2023). Sanclemente, Mario ; Bernhardt, Dan ; Cuevas, Conrado. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:4:p:1517-1550.

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2023Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country. (2023). Marcelino, Igor Mendes ; Montes, Gabriel Caldas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:937-956.

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2023Eliciting expectation uncertainty from private households. (2023). Dovern, Jonas. In: Working Papers. RePEc:zbw:pp1859:38.

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Works by Paul Söderlind:


YearTitleTypeCited
2009The Time-Varying Systematic Risk of Carry Trade Strategies In: CREATES Research Papers.
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paper124
2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: CEPR Discussion Papers.
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2011The Time-Varying Systematic Risk of Carry Trade Strategies.(2011) In: Journal of Financial and Quantitative Analysis.
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2010The Time-Varying Systematic Risk of Carry Trade Strategies.(2010) In: Working Papers.
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2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: University of St. Gallen Department of Economics working paper series 2009.
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2008MONETARY POLICY EFFECTS ON FINANCIAL RISK PREMIA* In: Manchester School.
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article1
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 nother version. Agregated cites: 1
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1998Nominal Interest Rates as Indicators of Inflation Expectations In: Scandinavian Journal of Economics.
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2005New?Keynesian Models and Monetary Policy: A Re?examination of the Stylized Facts* In: Scandinavian Journal of Economics.
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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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1995Applied Cointegration Analysis in the Mirror of Macroeconomic Theory In: CEPR Discussion Papers.
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1994Applied Conintegration Analysis in the Mirror of Macroeconomic Theory..(1994) In: Stockholm - International Economic Studies.
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1994Applied Cointegration Analysis in the Mirror of Macroeconomic Theory.(1994) In: SSE/EFI Working Paper Series in Economics and Finance.
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1996Applied Cointegration Analysis in the Mirror of Macroeconomic Theory..(1996) In: Journal of Applied Econometrics.
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1995Forward Interest Rates as Indicators of Inflation Expectations In: CEPR Discussion Papers.
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1995Forward Interest Rates as Indicators of Inflation Expectations..(1995) In: Stockholm - International Economic Studies.
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1997Forward Interest Rates as Indicators of Inflation Expectations.(1997) In: Seminar Papers.
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1997New Techniques to Extract Market Expectations from Financial Instruments In: CEPR Discussion Papers.
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1997New techniques to extract market expectations from financial instruments.(1997) In: Journal of Monetary Economics.
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1996New Techniques to Extract Market Expectations from Financial Instruments..(1996) In: Stockholm - International Economic Studies.
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1996New Techniques to Extract Market expectations from Financial Instruments.(1996) In: SSE/EFI Working Paper Series in Economics and Finance.
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1997New Techniques to Extract Market Expectations from Financial Instruments.(1997) In: Seminar Papers.
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1997New Techniques to Extract Market Expectations from Financial Instruments.(1997) In: NBER Working Papers.
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1997Monetary Policy and the Fisher Effect In: CEPR Discussion Papers.
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2001Monetary policy and the Fisher effect.(2001) In: Journal of Policy Modeling.
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1999Monetary Policy and the Fisher Effect.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
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1997Evaluating Portfolio Performance with Stochastic Discount Factors In: CEPR Discussion Papers.
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1998Evaluating Portfolio Performance with Stochastic Discount Factors.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
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1999Evaluating Portfolio Performance with Stochastic Discount Factors..(1999) In: The Journal of Business.
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1998Extracting Expectations about 1992 UK Monetary Policy from Option Prices In: CEPR Discussion Papers.
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1999Performance and Characteristics of Swedish Mutual Funds 1993-97 In: CEPR Discussion Papers.
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2000Inflation Forecast Uncertainty In: CEPR Discussion Papers.
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2003Inflation forecast uncertainty.(2003) In: European Economic Review.
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2000Inflation Forecast Uncertainty.(2000) In: SSE/EFI Working Paper Series in Economics and Finance.
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2003Taylor Rules and the Predictability of Interest Rates In: CEPR Discussion Papers.
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2003Taylor Rules and the Predictability of Interest Rates.(2003) In: Working Paper Series.
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2003C-CAPM and the Cross-Section of Sharpe Ratios In: CEPR Discussion Papers.
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2003C-CAPM and the Cross-Section of Sharpe Ratios.(2003) In: SIFR Research Report Series.
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2003Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel In: CEPR Discussion Papers.
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2003Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel.(2003) In: SSE/EFI Working Paper Series in Economics and Finance.
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2003Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel.(2003) In: SIFR Research Report Series.
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2005C-CAPM Without Ex Post Data In: CEPR Discussion Papers.
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2009The C-CAPM without ex post data.(2009) In: Journal of Macroeconomics.
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2005C-CAPM without Ex Post Data.(2005) In: SIFR Research Report Series.
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2006C-CAPM without Ex Post Data.(2006) In: University of St. Gallen Department of Economics working paper series 2006.
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