Roland Füss : Citation Profile


Are you Roland Füss?

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.
   Cites by year: 29
   Journals where Roland Füss has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 12 (2.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfs2
   Updated: 2024-12-03    RAS profile: 2022-12-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Weigand, Alois (3)

Guidolin, Massimo (2)

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

Is cited by:

GUPTA, RANGAN (11)

Potrafke, Niklas (7)

Antonakakis, Nikolaos (6)

Demirer, Riza (5)

Shahzad, Syed Jawad Hussain (5)

Chatziantoniou, Ioannis (5)

Lucas, Andre (5)

Anastasiou, Dimitris (4)

Afanasyev, Dmitriy (4)

Petrella, Lea (4)

Yilmaz, Kamil (4)

Cites to:

Engle, Robert (31)

Shiller, Robert (22)

Campbell, John (19)

Gyourko, Joseph (18)

Pesaran, Mohammad (17)

Shleifer, Andrei (17)

Acharya, Viral (15)

French, Kenneth (15)

Ling, David (14)

Bollerslev, Tim (13)

Bekaert, Geert (13)

Main data


Where Roland Füss has published?


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

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

Recent works citing Roland Füss (2024 and 2023)


YearTitle of citing document
2023Detecting 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

2023Improved 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

2023A 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

2023Nonparametric 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

2023Externalities 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

2023Nature 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

2023Impact 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

2023Hurst 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

2024Financial 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

2023Inter-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

2023Cross-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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Housing 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

2024Global 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

2024Intermittently 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

2023Co-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

2023Commodity 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

2024Cryptocurrency 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

2024It 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

2023The 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

2023Community 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

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

Full description at Econpapers || Download paper

2023Correlation 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

2023Volatility 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

2023Macro-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

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

Full description at Econpapers || Download paper

2024No 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

2023Estimation 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

2023Diversification 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

2023Dynamic 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

2023Stock 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

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

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023State-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

2023Government 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

2023Induced 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

2023The 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

2023Sentimental 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

2023Can 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

2023Identifying 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

2023Housing 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

2023Quantifying 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

2023Empirical 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

2023Dynamic 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

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.

Full description at Econpapers || Download paper

2024Measuring 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

2023From 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

2023Estimating 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

Works by Roland Füss:


YearTitleTypeCited
2009Does the Top Executive Influence the Performance of US Real Estate Investment Trusts? In: ERES.
[Full Text][Citation analysis]
paper0
2009An Equilibrium Model of German Real Office Rents Using Panel Cointegration Analysis In: ERES.
[Full Text][Citation analysis]
paper0
2010WHAT DRIVES CEOS TO TAKE ON MORE RISK? SOME EVIDENCE FROM THE LABORATORY OF REITS In: ERES.
[Full Text][Citation analysis]
paper0
2011What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs.(2011) In: Journal of Applied Corporate Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 0
article
2012The sources of risk spillovers among US REITs: Asset similarities and regional proximity In: ERES.
[Full Text][Citation analysis]
paper6
2016Efficient Land Use with Congestion: Determining Land Values from Residential Rents In: ERES.
[Full Text][Citation analysis]
paper0
2017Homeowner Effect and Strategic Interaction in Local Property Taxation In: ERES.
[Full Text][Citation analysis]
paper0
2018Risk Factors in Private Commercial Real Estate In: ERES.
[Full Text][Citation analysis]
paper0
2019A Behavioral Explanation to Spatial Dependencies in Commercial Real Estate Asset Prices In: ERES.
[Full Text][Citation analysis]
paper0
2019Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]
paper0
2012A Regime-Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors In: Real Estate Economics.
[Full Text][Citation analysis]
article4
2013Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets In: Real Estate Economics.
[Full Text][Citation analysis]
article44
2015The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity In: Real Estate Economics.
[Full Text][Citation analysis]
article17
2021Local house price comovements In: Real Estate Economics.
[Full Text][Citation analysis]
article3
2019Local House Price Comovements.(2019) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2011Scattered Trust - Did the 2007-08 financial crisis change risk perceptions? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2014Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article75
2013Spillover 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
2021Winning a deal in private equity: Do educational ties matter? In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article5
2015Electricity derivatives pricing with forward-looking information In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article20
2013Electricity Derivatives Pricing with Forward-Looking Information.(2013) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
paper
2018Something in the air: Information density, news surprises, and price jumps In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article4
2015Something in the Air: Information Density, News Surprises, and Price Jumps.(2015) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2016The role of spatial and temporal structure for residential rent predictions In: International Journal of Forecasting.
[Full Text][Citation analysis]
article8
2015The Role of Spatial and Temporal Structure for Residential Rent Predictions.(2015) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2020The cross-over effect of irrational sentiments in housing, commercial property, and stock markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article8
2021Bank systemic risk exposure and office market interconnectedness In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article1
2022Information precision and return co-movements in private commercial real estate markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article2
2014A jackknife-type estimator for portfolio revision In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article1
2017Are correlations constant? Empirical and theoretical results on popular correlation models in finance In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article33
2016Are 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
2010Macroeconomic determinants of international housing markets In: Journal of Housing Economics.
[Full Text][Citation analysis]
article107
2016The economic drivers of differences in house price inflation rates across MSAs In: Journal of Housing Economics.
[Full Text][Citation analysis]
article11
2015The 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
2017Modeling the multivariate dynamic dependence structure of commodity futures portfolios In: Journal of Commodity Markets.
[Full Text][Citation analysis]
article12
2008Capitalizing on Partisan Politics: Expected Government Partisanship and Sector-Specific Redistribution in Germany In: EcoMod2008.
[Full Text][Citation analysis]
paper0
2012Excess return sources of active property management: a case study In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]
article0
2021Determining Land Values from Residential Rents In: Land.
[Full Text][Citation analysis]
article0
2021The Predictability of House Prices: Human Against Machine In: International Real Estate Review.
[Full Text][Citation analysis]
article0
2005Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article12
2007The tactical and strategic value of hedge fund strategies: a cointegration approach In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article3
2008The nature of listed real estate companies: property or equity market? In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article14
2018Financial crises, price discovery, and information transmission: a high-frequency perspective In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article1
2021COVID-19’s impact on real estate markets: review and outlook In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article6
2011The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article7
2012Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article4
2008Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election In: Public Choice.
[Full Text][Citation analysis]
article34
2012Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article5
2010Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany In: Journal of Money, Credit and Banking.
[Citation analysis]
article11
2016Changing Risk Perception and the Time-Varying Price of Risk In: Review of Finance.
[Full Text][Citation analysis]
article8
2010The predictive power of value-at-risk models in commodity futures markets In: Journal of Asset Management.
[Full Text][Citation analysis]
article15
2012Investment choice and performance potential in the mutual fund industry In: Journal of Asset Management.
[Full Text][Citation analysis]
article0
2011Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regression In: Palgrave Macmillan Books.
[Citation analysis]
chapter0
2014Valuation effects of termination of cross-listings In: Journal of Financial Perspectives.
[Citation analysis]
article0
2013Electricity Spot and Derivatives Pricing when Markets are Interconnected In: Working Papers on Finance.
[Full Text][Citation analysis]
paper1
2014Corporate Transparency and Bond Liquidity In: Working Papers on Finance.
[Full Text][Citation analysis]
paper4
2015Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach In: Working Papers on Finance.
[Full Text][Citation analysis]
paper2
2015Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation In: Working Papers on Finance.
[Full Text][Citation analysis]
paper1
2017Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets In: Working Papers on Finance.
[Full Text][Citation analysis]
paper0
2019Best Land Use with Negative Externalities: Determining Land Values from Residential Rents In: Working Papers on Finance.
[Full Text][Citation analysis]
paper0
2017Do Local Governments Tax Homeowner Communities Differently? In: Working Papers on Finance.
[Full Text][Citation analysis]
paper2
2017Do Local Governments Tax Homeowner Communities Differently?.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2017Do local governments tax homeowner communities differently?.(2017) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2017Winning a Deal in Private Equity: Do Educational Networks Matter? In: Working Papers on Finance.
[Full Text][Citation analysis]
paper1
2018Should Investors Care Where Private Equity Managers Went To School? In: Working Papers on Finance.
[Full Text][Citation analysis]
paper0
2018Office Market Interconnectedness and Systemic Risk Exposure In: Working Papers on Finance.
[Full Text][Citation analysis]
paper0
2020Sentiment Risk Premia In The Cross-Section of Global Equity In: Working Papers on Finance.
[Full Text][Citation analysis]
paper1
2020Electricity Market Coupling in Europe: Status Quo and Future Challenges In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2009Testing the predictability and efficiency of securitized real estate markets In: ZEW Discussion Papers.
[Full Text][Citation analysis]
paper7

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team