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Details about Roland Füss

Phone:+41 (0)71 224 7055
Postal address:Swiss Institute of Banking and Finance University of St.Gallen Rosenbergstrasse 52 9000 St. Gallen Switzerland
Workplace:School of Finance, Universität St. Gallen (University of St. Gallen), (more information at EDIRC)

Access statistics for papers by Roland Füss.

Last updated 2015-07-07. Update your information in the RePEc Author Service.

Short-id: pfs2

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Working Papers


  1. Corporate Transparency and Bond Liquidity
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads


  1. Electricity Derivatives Pricing with Forward-Looking Information
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads View citations (2)
  2. Electricity Spot and Derivatives Pricing when Markets are Interconnected
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads
  3. Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach
    SAFE Working Paper Series, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads View citations (15)


  1. Scattered Trust - Did the 2007-08 financial crisis change risk perceptions?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads


  1. Testing the predictability and efficiency of securitized real estate markets
    ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research Downloads View citations (2)


  1. Capitalizing on Partisan Politics: Expected Government Partisanship and Sector-Specific Redistribution in Germany
    EcoMod2008, EcoMod Downloads

Journal Articles


  1. A jackknife-type estimator for portfolio revision
    Journal of Banking & Finance, 2014, 43, (C), 14-28 Downloads
  2. Valuation effects of termination of cross-listings
    Journal of Financial Perspectives, 2014, 2, (1), 177-193


  1. Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets
    Real Estate Economics, 2013, 41, (1), 29-64 Downloads


  1. A Regime-Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors
    Real Estate Economics, 2012, 40, (2), 317-350 Downloads View citations (1)
  2. Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process
    The Journal of Real Estate Finance and Economics, 2012, 44, (4), 570-590 Downloads
  3. Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States
    Review of Quantitative Finance and Accounting, 2012, 38, (3), 391-410 Downloads


  1. Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio
    Perspektiven der Wirtschaftspolitik, 2011, 12, (2), 170-191 Downloads
  2. The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices
    The Journal of Real Estate Finance and Economics, 2011, 42, (4), 542-565 Downloads View citations (2)
  3. What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs
    Journal of Applied Corporate Finance, 2011, 23, (1), 92-105


  1. Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany
    Journal of Money, Credit and Banking, 2010, 42, (2-3), 203-235 Downloads View citations (5)
  2. Macroeconomic determinants of international housing markets
    Journal of Housing Economics, 2010, 19, (1), 38-50 Downloads View citations (24)


  1. Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election
    Public Choice, 2008, 135, (3), 131-150 Downloads View citations (16)
  2. The nature of listed real estate companies: property or equity market?
    Financial Markets and Portfolio Management, 2008, 22, (2), 101-126 Downloads View citations (4)


  1. The tactical and strategic value of hedge fund strategies: a cointegration approach
    Financial Markets and Portfolio Management, 2007, 21, (4), 425-444 Downloads View citations (4)


  1. Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets
    Economic Change and Restructuring, 2005, 38, (1), 37-62 Downloads View citations (5)
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