11
H index
13
i10 index
500
Citations
Universität St. Gallen | 11 H index 13 i10 index 500 Citations RESEARCH PRODUCTION: 35 Articles 32 Papers 2 Chapters RESEARCH ACTIVITY: 17 years (2005 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfs2 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Roland Füss. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Banking & Finance | 5 |
Real Estate Economics | 4 |
Financial Markets and Portfolio Management | 4 |
Journal of Asset Management | 2 |
The Journal of Real Estate Finance and Economics | 2 |
Journal of Housing Economics | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers on Finance / University of St. Gallen, School of Finance | 17 |
ERES / European Real Estate Society (ERES) | 8 |
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research | 2 |
Year | Title of citing document |
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2023 | Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets. (2023). Mugrabi, Farah Daniela. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023001. Full description at Econpapers || Download paper |
2023 | Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information. (2022). Sester, Julian ; Neufeld, Ariel ; Lutkebohmert, Eva ; Ansari, Jonathan. In: Papers. RePEc:arx:papers:2204.01071. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | A novel approach to portfolio selection using news volume and sentiment. (2023). Wang, Wanbin Walter ; Ho, Kinyip. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:4:p:903-917. Full description at Econpapers || Download paper |
2023 | Nonparametric prediction for univariate spatial data: Methods and applications. (2023). Lovatto, Mariel ; Llop, Pamela ; Arancibia, Rodrigo Garcia. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:3:p:635-672. Full description at Econpapers || Download paper |
2023 | Externalities of residential property flipping. (2023). Zhu, Bing ; Yavas, Abdullah ; Li, Lingxiao. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:1:p:233-271. Full description at Econpapers || Download paper |
2023 | Nature of comovements in US state and MSA housing prices. (2023). Banerjee, Piyali ; Lee, Junsoo ; Lu, Yan ; Tidwell, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:959-989. Full description at Econpapers || Download paper |
2023 | Impact of Petroleum Energy Price Volatility on Commodity Prices in Ghana. (2023). Obobi, Belinda Ameh ; Nambie, Nicholas Bamegne ; Dadzie, Philomena. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-9. Full description at Econpapers || Download paper |
2023 | Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo. (2023). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633. Full description at Econpapers || Download paper |
2024 | Financial resource pooling in club deals. (2024). Faverzani, Lara. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001876. Full description at Econpapers || Download paper |
2023 | Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach. (2023). Iitsuka, Yoshitaka ; Motegi, Kaiji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001759. Full description at Econpapers || Download paper |
2023 | Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels. (2023). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300058x. Full description at Econpapers || Download paper |
2024 | Contagion 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. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2023 | Housing prices and macroprudential policies: Evidence from microdata. (2023). Singh, Bhupal. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s093936252200070x. Full description at Econpapers || Download paper |
2024 | Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Park, Dojoon ; Kang, Yong Joo. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116. Full description at Econpapers || Download paper |
2024 | Intermittently coupled electricity markets. (2024). Schneider, Lorenz ; Pierre, Erwan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000355. Full description at Econpapers || Download paper |
2023 | Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844. Full description at Econpapers || Download paper |
2023 | Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594. Full description at Econpapers || Download paper |
2024 | Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719. Full description at Econpapers || Download paper |
2024 | It is a small world: The effect of analyst-media school ties on analyst performance. (2024). Wang, Yinghuan ; Guo, Yongzhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001820. Full description at Econpapers || Download paper |
2023 | The reaction of the financial market to the January 6 United States Capitol attack: An intraday study. (2023). Stoica, Ovidiu ; Gherghina, Ştefan ; Mehdian, Seyed ; Stephens, John. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004208. Full description at Econpapers || Download paper |
2023 | Community resilience and house prices: A machine learning approach. (2023). Zheng, YI. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007729. Full description at Econpapers || Download paper |
2024 | Contagion 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. Full description at Econpapers || Download paper |
2023 | Correlation scenarios and correlation stress testing. (2023). Woebbeking, F ; Packham, N. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:55-67. Full description at Econpapers || Download paper |
2023 | Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war. (2023). Wagner, Niklas ; Boubaker, Sabri ; Batten, Jonathan ; Choudhury, Tonmoy ; Kinateder, Harald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:215:y:2023:i:c:p:325-350. Full description at Econpapers || Download paper |
2023 | Macro-financial spillovers. (2023). Yilmaz, Kamil ; Hallam, Mark ; Cotter, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000256. Full description at Econpapers || Download paper |
2024 | Price 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. Full description at Econpapers || Download paper |
2024 | No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Zhou, Yinggang ; Lin, Juan ; Bei, Zeyun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561. Full description at Econpapers || Download paper |
2023 | Estimation of value at risk for copper. (2023). Papathanasiou, Spyros ; Konstantatos, Christoforos ; Gkillas, Konstantinos ; Wohar, Mark. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000417. Full description at Econpapers || Download paper |
2023 | Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2023). Herrera, Rodrigo ; Gaete, Michael. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000533. Full description at Econpapers || Download paper |
2023 | Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives. (2023). Li, Jiang-Cheng ; Zhong, Guang-Yan ; Tao, Chen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:614:y:2023:i:c:s0378437123001139. Full description at Econpapers || Download paper |
2023 | Stock markets and economic uncertainty: Roles of legislative sessions and coalition strength. (2023). Sensarma, Rudra ; Kakani, Ram Kumar ; Chakraborty, Sandip ; Ghalke, Avinash. In: European Journal of Political Economy. RePEc:eee:poleco:v:78:y:2023:i:c:s0176268022001562. Full description at Econpapers || Download paper |
2024 | Measuring 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | State-Space Modeling of Housing Sentiment for Regressing Changes of Real Estate Prices Following Short-Term Control Policy in China. (2023). Gu, Hongmei ; Zang, Taiyi. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:16:p:12660-:d:1221931. Full description at Econpapers || Download paper |
2023 | Government policies and manufacturing production during the COVID-19 pandemic. (2023). Villarreal, Cuauhtemoc Calderon ; Cuevas, Victor Manuel. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:18:y:2023:i:4:p:2. Full description at Econpapers || Download paper |
2023 | Induced earthquakes and house prices: the role of spatiotemporal and global effects. (2023). Elhorst, Paul J ; Duran, Nicolas. In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:25:y:2023:i:2:d:10.1007_s10109-022-00403-8. Full description at Econpapers || Download paper |
2023 | The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis. (2023). Guidolin, Massimo ; Petrova, Milena T ; Pedio, Manuela. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:1:d:10.1007_s11146-020-09769-2. Full description at Econpapers || Download paper |
2023 | Sentimental Shocks and House Prices. (2023). Kapopoulos, Panayotis ; Anastasiou, Dimitris ; Zekente, Kalliopi-Maria. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09871-z. Full description at Econpapers || Download paper |
2023 | Can volume be more informative than prices? Evidence from Chinese housing markets. (2023). Yu, Ziliang ; Tong, Meng ; Yang, Jian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01161-4. Full description at Econpapers || Download paper |
2023 | Identifying Risk Factors and Their Premia: A Study on Electricity Prices*. (2023). Lunde, Asger ; Wei, Wei. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:5:p:1647-1679.. Full description at Econpapers || Download paper |
2023 | Housing price diffusions in mainland China: evidence from a spatially penalized graphical VAR model. (2023). Shi, Yanlin ; Chang, LE ; Jiang, Xiandeng. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02264-y. Full description at Econpapers || Download paper |
2023 | Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x. Full description at Econpapers || Download paper |
2023 | Empirical evidence on the ownership and liquidity of real estate tokens. (2023). Swinkels, Laurens. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00427-5. Full description at Econpapers || Download paper |
2023 | Dynamic spatiotemporal correlation coefficient based on adaptive weight. (2023). Yu, Xuezeng ; Zhang, Weiguo ; Tan, Chunzhi ; Mo, Guoli. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00437-3. Full description at Econpapers || Download paper |
2023 | Interest 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. Full description at Econpapers || Download paper |
2024 | Measuring systemic risk and dependence structure between real estates and banking sectors in China using a CoVaR?copula method. (2021). Cao, Yufei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5930-5947. Full description at Econpapers || Download paper |
2023 | From Black Wednesday to Brexit: Macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom. (2023). Gottschalk, Sylvia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2843-2873. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Estimating the effects of wind loss mitigation on home value. (2023). Wade, Chip ; Powell, Lawrence ; Hollans, Harris ; Awondo, Sebastain. In: Southern Economic Journal. RePEc:wly:soecon:v:90:y:2023:i:1:p:71-89. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2009 | Does the Top Executive Influence the Performance of US Real Estate Investment Trusts? In: ERES. [Full Text][Citation analysis] | paper | 0 |
2009 | An Equilibrium Model of German Real Office Rents Using Panel Cointegration Analysis In: ERES. [Full Text][Citation analysis] | paper | 0 |
2010 | WHAT DRIVES CEOS TO TAKE ON MORE RISK? SOME EVIDENCE FROM THE LABORATORY OF REITS In: ERES. [Full Text][Citation analysis] | paper | 0 |
2011 | What 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 | |
2012 | The sources of risk spillovers among US REITs: Asset similarities and regional proximity In: ERES. [Full Text][Citation analysis] | paper | 6 |
2016 | Efficient Land Use with Congestion: Determining Land Values from Residential Rents In: ERES. [Full Text][Citation analysis] | paper | 0 |
2017 | Homeowner Effect and Strategic Interaction in Local Property Taxation In: ERES. [Full Text][Citation analysis] | paper | 0 |
2018 | Risk Factors in Private Commercial Real Estate In: ERES. [Full Text][Citation analysis] | paper | 0 |
2019 | A Behavioral Explanation to Spatial Dependencies in Commercial Real Estate Asset Prices In: ERES. [Full Text][Citation analysis] | paper | 0 |
2019 | Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | A Regime-Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors In: Real Estate Economics. [Full Text][Citation analysis] | article | 4 |
2013 | Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 44 |
2015 | The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity In: Real Estate Economics. [Full Text][Citation analysis] | article | 17 |
2021 | Local house price comovements In: Real Estate Economics. [Full Text][Citation analysis] | article | 3 |
2019 | Local House Price Comovements.(2019) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2011 | Scattered Trust - Did the 2007-08 financial crisis change risk perceptions? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 75 |
2013 | Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach.(2013) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
2021 | Winning a deal in private equity: Do educational ties matter? In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 5 |
2015 | Electricity derivatives pricing with forward-looking information In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 20 |
2013 | Electricity Derivatives Pricing with Forward-Looking Information.(2013) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2018 | Something in the air: Information density, news surprises, and price jumps In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
2015 | Something in the Air: Information Density, News Surprises, and Price Jumps.(2015) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2016 | The role of spatial and temporal structure for residential rent predictions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
2015 | The 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: 8 | paper | |
2020 | The cross-over effect of irrational sentiments in housing, commercial property, and stock markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
2021 | Bank systemic risk exposure and office market interconnectedness In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
2022 | Information precision and return co-movements in private commercial real estate markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2014 | A jackknife-type estimator for portfolio revision In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
2017 | Are correlations constant? Empirical and theoretical results on popular correlation models in finance In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 33 |
2016 | Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance.(2016) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2010 | Macroeconomic determinants of international housing markets In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 107 |
2016 | The economic drivers of differences in house price inflation rates across MSAs In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 11 |
2015 | The Economic Drivers of Differences in House Price Inflation Rates across MSAs.(2015) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2017 | Modeling the multivariate dynamic dependence structure of commodity futures portfolios In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 12 |
2008 | Capitalizing on Partisan Politics: Expected Government Partisanship and Sector-Specific Redistribution in Germany In: EcoMod2008. [Full Text][Citation analysis] | paper | 0 |
2012 | Excess return sources of active property management: a case study In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Determining Land Values from Residential Rents In: Land. [Full Text][Citation analysis] | article | 0 |
2021 | The Predictability of House Prices: Human Against Machine In: International Real Estate Review. [Full Text][Citation analysis] | article | 0 |
2005 | Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 12 |
2007 | The tactical and strategic value of hedge fund strategies: a cointegration approach In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 3 |
2008 | The nature of listed real estate companies: property or equity market? In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 14 |
2018 | Financial crises, price discovery, and information transmission: a high-frequency perspective In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 1 |
2021 | COVID-19’s impact on real estate markets: review and outlook In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 6 |
2011 | The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 7 |
2012 | Disentangling 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] | article | 4 |
2008 | Partisan 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] | article | 34 |
2012 | Short 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] | article | 5 |
2010 | Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany In: Journal of Money, Credit and Banking. [Citation analysis] | article | 11 |
2016 | Changing Risk Perception and the Time-Varying Price of Risk In: Review of Finance. [Full Text][Citation analysis] | article | 8 |
2010 | The predictive power of value-at-risk models in commodity futures markets In: Journal of Asset Management. [Full Text][Citation analysis] | article | 15 |
2012 | Investment choice and performance potential in the mutual fund industry In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
2011 | Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regression In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2014 | Valuation effects of termination of cross-listings In: Journal of Financial Perspectives. [Citation analysis] | article | 0 |
2013 | Electricity Spot and Derivatives Pricing when Markets are Interconnected In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 1 |
2014 | Corporate Transparency and Bond Liquidity In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 4 |
2015 | Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 2 |
2015 | Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 1 |
2017 | Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 0 |
2019 | Best Land Use with Negative Externalities: Determining Land Values from Residential Rents In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 0 |
2017 | Do Local Governments Tax Homeowner Communities Differently? In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 2 |
2017 | Do Local Governments Tax Homeowner Communities Differently?.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2017 | Do local governments tax homeowner communities differently?.(2017) In: ZEW Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2017 | Winning a Deal in Private Equity: Do Educational Networks Matter? In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 1 |
2018 | Should Investors Care Where Private Equity Managers Went To School? In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 0 |
2018 | Office Market Interconnectedness and Systemic Risk Exposure In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 0 |
2020 | Sentiment Risk Premia In The Cross-Section of Global Equity In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 1 |
2020 | Electricity Market Coupling in Europe: Status Quo and Future Challenges In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2009 | Testing the predictability and efficiency of securitized real estate markets In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
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