Paul Söderlind : Citation Profile

Are you Paul Söderlind?

Universität St. Gallen

17

H index

28

i10 index

1874

Citations

RESEARCH PRODUCTION:

35

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: 81.    Total self citations: 34 (1.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pso16
   Updated: 2024-11-04    RAS profile: 2024-01-04    
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Relations with other researchers

Works with:

Abudy, Menachem (2)

Pelizzon, Loriana (2)

Xiu, Dacheng (2)

Ranaldo, Angelo (2)

Walther, Thomas (2)

Ferrara, Gerardo (2)

Lof, Matthijs (2)

Taylor, Nick (2)

Bjønnes, Geir (2)

Reitz, Stefan (2)

Chow, Nikolai Sheung-Chi (2)

Adrian, Tobias (2)

Caporin, Massimiliano (2)

Ait-Sahalia, Yacine (2)

Frijns, Bart (2)

Gehrig, Thomas (2)

Prokopczuk, Marcel (2)

Huang, Wenqian (2)

Roy, Saurabh (2)

Gerritsen, Dirk (2)

Moinas, Sophie (2)

Xia, Shuo (2)

Gorbenko, Arseny (2)

Mihet, Roxana (2)

Kassner, Bernhard (2)

Jurkatis, Simon (2)

LINTON, OLIVER (2)

Smales, Lee (2)

Scaillet, Olivier (2)

Brownlees, Christian (2)

Hurlin, Christophe (2)

Nielsson, Ulf (2)

Rakowski, David (2)

Lajaunie, Quentin (2)

Schwarz, Marco (2)

Schenk-Hoppé, Klaus (2)

Shachar, Or (2)

Ødegaard, Bernt (2)

Hjalmarsson, Erik (2)

Degryse, Hans (2)

Bos, Charles (2)

Zhou, Chen (2)

Dreber, Anna (2)

Frömmel, Michael (2)

Sarno, Lucio (2)

Roy, Saurabh (2)

Voigt, Stefan (2)

Patton, Andrew (2)

Lopez-Lira, Alejandro (2)

Foucault, Thierry (2)

Johannesson, Magnus (2)

Hautsch, Nikolaus (2)

van Kervel, Vincent (2)

He, Xuezhong (Tony) (2)

Palan, Stefan (2)

Kearney, Fearghal (2)

PASCUAL, ROBERTO (2)

Deku, Solomon (2)

Davies, Ryan (2)

Vogel, Sebastian (2)

Renault, Thomas (2)

Verousis, Thanos (2)

Alexeev, Vitali (2)

Regis, Luca (2)

Horenstein, Alex (2)

CAPELLE-BLANCARD, Gunther (2)

Putnins, Talis (2)

Deev, Oleg (2)

Harris, Jeffrey (2)

Stefanova, Denitsa (2)

Bouri, Elie (2)

Pasquariello, Paolo (2)

Chernov, Mikhail (2)

Park, Andreas (2)

FERROUHI, EL MEHDI (2)

Jalkh, Naji (2)

Heath, Davidson (2)

Wolff, Christian (2)

Sojli, Elvira (2)

Tonks, Ian (2)

Colliard, Jean-Edouard (2)

Rinne, Kalle (2)

Menkveld, Albert (2)

Füllbrunn, Sascha (2)

Theissen, Erik (2)

Dimpfl, Thomas (2)

Zhang, S. Sarah (2)

Holzmeister, Felix (2)

Pastor, Lubos (2)

Schuerhoff, Norman (2)

Wong, Wing-Keung (2)

Wilhelmsson, Anders (2)

Bohorquez Correa, Santiago (2)

Talavera, Oleksandr (2)

Vilkov, Grigory (2)

Dumitrescu, Ariadna (2)

Korajczyk, Robert (2)

Liew, Chee (2)

Patel, Vinay (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)

Ralf, Kirsten (28)

Chatelain, Jean-Bernard (28)

Kirsanova, Tatiana (25)

Ranaldo, Angelo (18)

Clements, Michael (17)

Leitemo, Kai (17)

Dennis, Richard (16)

Nitschka, Thomas (15)

Söderström, Ulf (13)

Schrimpf, Andreas (12)

Cites to:

Svensson, Lars (17)

Woodford, Michael (12)

Campbell, John (12)

Galí, Jordi (11)

Rebelo, Sergio (11)

Gertler, Mark (11)

West, Kenneth (10)

Eichenbaum, Martin (10)

Ranaldo, Angelo (10)

Clarida, Richard (9)

Johannesson, Magnus (9)

Main data

Where Paul Söderlind has published?

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

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 on Finance / University of St. Gallen, School of Finance4
Working Papers / Swiss National Bank4
SIFR Research Report Series / Institute for Financial Research3
University of St. Gallen Department of Economics working paper series 2006 / Department of Economics, University of St. Gallen3
University of St. Gallen Department of Economics working paper series 2009 / Department of Economics, University of St. Gallen3
Seminar Papers / Stockholm University, Institute for International Economic Studies2
NBER Working Papers / National Bureau of Economic Research, Inc2
University of St. Gallen Department of Economics working paper series 2007 / Department of Economics, University of St. Gallen2
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)2
University of St. Gallen Department of Economics working paper series 2008 / Department of Economics, University of St. Gallen2

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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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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2023HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading. (2023). Ranaldo, Angelo ; Huang, Wenqian ; Yu, Shihao ; O'Neill, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2348.

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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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2024Are FX communications effective? Evidence from emerging markets. (2024). Parra-Polanía, Julián ; Sanchez-Jabba, Andres ; Parra-Polania, Julian ; Sarmiento, Miguel. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123000961.

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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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2023A new way of measuring effects of financial crisis on contagion in currency markets. (2023). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923002806.

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2024Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x.

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2024Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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2024The impact of macroeconomic news sentiment on interest rates. (2024). Offner, Eric A ; Audrino, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

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2024Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe. (2024). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002552.

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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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2023International capital flow pressures and global factors. (2023). Krogstrup, Signe ; Goldberg, Linda S. In: Journal of International Economics. RePEc:eee:inecon:v:146:y:2023:i:c:s0022199623000351.

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2024UIP deviations: Insights from event studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000011.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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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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2024The out-of-sample performance of carry trades. (2024). Li, Yan ; Wang, Zigan ; Taylor, Mark P ; Hsu, Po-Hsuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299.

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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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2024Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic. (2024). Jiang, Mingxuan ; Yuan, Ying ; Feng, Jingyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:275-301.

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2024Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Raza, Syed ; Guesmi, Khaled ; Anwar, Rija ; Benkraiem, Ramzi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002647.

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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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2024Four Facts about International Central Bank Communication. (2024). Hull, Isaiah ; Bertsch, Christoph ; Zhang, Xin ; Lumsdaine, Robin L. In: Working Paper Series. RePEc:hhs:rbnkwp:0432.

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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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2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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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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2024The Relationship Between Financial Knowledge, Investment Strategy and Satisfaction From Pension Schemes: Evidence From India. (2024). Parayitam, Satyanarayana ; Sharma, Tejinder ; Saini, Shallu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09408-9.

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2024Expected inflation and interest-rate dynamics in the COVID era: evidence from the time–frequency domain. (2024). Mutascu, Mihai Ioan ; Hegerty, Scott W. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:2:d:10.1007_s10663-024-09610-6.

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2023Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme
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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2023A Tale of Two Cities: Mainland Chinese Buyers in the Hong Kong Housing Market. (2023). Wan, Wayne ; Wang, Zhenping ; Rong, Maggie ; Fan, YI. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:6:p:2205-2232..

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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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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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2023The determinants of liquidity commonality in the Euro-area sovereign bond market. (2023). Jiang, XU ; Panagiotou, Panagiotis ; Gavilan, Angel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:29:y:2023:i:10:p:1144-1186.

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2023Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869.

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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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2024.

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2024A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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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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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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This paper has nother version. Agregated cites: 126		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 nother version. Agregated cites: 126		paper
2008MONETARY POLICY EFFECTS ON FINANCIAL RISK PREMIA* In: Manchester School.
[Full Text][Citation analysis]		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		paper
1998Nominal Interest Rates as Indicators of Inflation Expectations In: Scandinavian Journal of Economics.
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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.
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This paper has nother 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 nother 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 nother version. Agregated cites: 31		article
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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This paper has nother version. Agregated cites: 5		paper
1997Forward Interest Rates as Indicators of Inflation Expectations.(1997) In: Seminar Papers.
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This paper has nother version. Agregated cites: 5		paper
1997New Techniques to Extract Market Expectations from Financial Instruments In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper234
1997New techniques to extract market expectations from financial instruments.(1997) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 234		article
1996New Techniques to Extract Market Expectations from Financial Instruments..(1996) In: Stockholm - International Economic Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 234		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 nother version. Agregated cites: 234		paper
1997New Techniques to Extract Market Expectations from Financial Instruments.(1997) In: Seminar Papers.
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This paper has nother version. Agregated cites: 234		paper
1997New Techniques to Extract Market Expectations from Financial Instruments.(1997) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 234		paper
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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This paper has nother version. Agregated cites: 13		article
1999Monetary Policy and the Fisher Effect.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
1997Evaluating Portfolio Performance with Stochastic Discount Factors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper22
1998Evaluating Portfolio Performance with Stochastic Discount Factors.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 22		paper
1999Evaluating Portfolio Performance with Stochastic Discount Factors..(1999) In: The Journal of Business.
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This paper has nother version. Agregated cites: 22		article
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.
[Full Text][Citation analysis]		paper224
2003Inflation forecast uncertainty.(2003) In: European Economic Review.
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This paper has nother version. Agregated cites: 224		article
2000Inflation Forecast Uncertainty.(2000) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has nother version. Agregated cites: 224		paper
2003Taylor Rules and the Predictability of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper22
2003Taylor Rules and the Predictability of Interest Rates.(2003) In: Working Paper Series.
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This paper has nother version. Agregated cites: 22		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 nother 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 nother 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 nother version. Agregated cites: 9		paper
2005C-CAPM Without Ex Post Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2009The C-CAPM without ex post data.(2009) In: Journal of Macroeconomics.
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This paper has nother version. Agregated cites: 6		article
2005C-CAPM without Ex Post Data.(2005) In: SIFR Research Report Series.
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This paper has nother version. Agregated cites: 6		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 nother version. Agregated cites: 6		paper
2009Safe Haven Currencies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper261
2010Safe Haven Currencies.(2010) In: Review of Finance.
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This paper has nother version. Agregated cites: 261		article
2007Safe Haven Currencies.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 261		paper
2007Safe Haven Currencies.(2007) In: University of St. Gallen Department of Economics working paper series 2007.
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This paper has nother version. Agregated cites: 261		paper
2009Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper22
2011Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty.(2011) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 22		article
2009Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2008Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty.(2008) In: University of St. Gallen Department of Economics working paper series 2008.
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This paper has nother version. Agregated cites: 22		paper
2012Individual Investor Activity and Performance In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2017Individual Investor Activity and Performance.(2017) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 12		article
2016Individual Investor Activity and Performance.(2016) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 12		paper
2000Performance and Characteristics of Swedish Mutual Funds In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article73
1999Performance and Characteristics of Swedish Mutual Funds.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2005DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article27
1993Devaluation Expectations: The Swedish Krona 1985-92. In: Economic Journal.
[Full Text][Citation analysis]		article10
2004Solution of macromodels with Hansen-Sargent robust policies: some extensions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article120
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 nother version. Agregated cites: 120		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]		article37
1994Testing the basic target zone model on Swedish data 1982-1990 In: European Economic Review.
[Full Text][Citation analysis]		article27
1999Solution and estimation of RE macromodels with optimal policy In: European Economic Review.
[Full Text][Citation analysis]		article297
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 nother version. Agregated cites: 297		paper
2009Why disagreement may not matter (much) for asset prices In: Finance Research Letters.
[Full Text][Citation analysis]		article2
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 nother version. Agregated cites: 2		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 nother 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]		article10
1992The Swedish business cycle: stylized facts over 130 years In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper41
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]		paper11
1991Devaluation Expectations: The Swedish Krona 1982-1991.(1991) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 11		paper
1992Target Zone Models and the Intervention Policy; The Swedish Case. In: Stockholm - International Economic Studies.
[Citation analysis]		paper15
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
1998Market Expectations in the UK Before and After the ERM Crisis In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper2
2001What if the Fed Had Been an Inflation Nutter? In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper7
2004What if the Fed had been an inflation nutter?.(2004) In: Applied Economics.
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This paper has nother version. Agregated cites: 7		article
2003New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper11
2002Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts? In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]		paper9
1994Cyclical Properties of a Real Business Cycle Model. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article11
2006C-CAPM Refinements and the Cross-Section of Returns In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article3
2006C-CAPM Refinements and the Cross-Section of Returns.(2006) In: University of St. Gallen Department of Economics working paper series 2006.
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This paper has nother version. Agregated cites: 3		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]		article10
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 nother version. Agregated cites: 10		paper
1999An Interpretation of SDF Based Performance Measures In: Review of Finance.
[Full Text][Citation analysis]		article2
2015Understanding FX Liquidity In: The Review of Financial Studies.
[Full Text][Citation analysis]		article97
2015Understanding FX Liquidity.(2015) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 97		paper
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]		article1
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 nother version. Agregated cites: 1		paper
2016Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions In: Working Papers.
[Full Text][Citation analysis]		paper15
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 nother version. Agregated cites: 15		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]		article5
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 nother version. Agregated cites: 5		paper
2007How Do Individual Accounts Work in the Swedish Pension System? In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article11
2016Testing Competing Factor Pricing Models In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0

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