Details about Paul Söderlind

Access statistics for papers by Paul Söderlind.

Last updated 2012-05-24. Update your information in the RePEc Author Service.

Short-id: pso16

Working Papers

2012

1. Individual Investor Activity and Performance
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2010

2. The Time-Varying Systematic Risk of Carry Trade Strategies
   Working Papers, Swiss National Bank
   Also in CREATES Research Papers, School of Economics and Management, University of Aarhus (2009) View citations (3)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (2)
   University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen (2009) View citations (1)
   See also Journal Article in Journal of Financial and Quantitative Analysis (2011)

2009

3. Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty
   Working Papers, Swiss National Bank View citations (2)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (2)
   University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen (2008)
   See also Journal Article in International Journal of Central Banking (2011)
4. Reaction of Swiss Term Premia to Monetary Policy Surprises
   University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen
   See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (2010)
5. Safe Haven Currencies
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in Working Papers, Swiss National Bank (2007) View citations (7)
   University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen (2007) View citations (6)
   See also Journal Article in Review of Finance (2010)
6. The Implementation of SNB Monetary Policy
   University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen View citations (4)
   See also Journal Article in Financial Markets and Portfolio Management (2009)

2008

7. Why Disagreement May Not Matter (much) for Asset Prices
   University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen
   See also Journal Article in Finance Research Letters (2009)

2007

8. Predicting Stock Price Movements: Regressions versus Economists
   University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen
   See also Journal Article in Applied Economics Letters (2010)

2006

9. C-CAPM Refinements and the Cross-Section of Returns
   University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen
   See also Journal Article in Financial Markets and Portfolio Management (2006)
10. C-CAPM without Ex Post Data
    University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen
    Also in SIFR Research Report Series, Institute for Financial Research (2005)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (1)
11. Monetary Policy Effects on Financial Risk Premia
    University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen

2003

12. C-CAPM and the Cross-Section of Sharpe Ratios
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in SIFR Research Report Series, Institute for Financial Research (2003)
13. Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
    Also in SIFR Research Report Series, Institute for Financial Research (2003) View citations (5)
    Working Paper Series in Economics and Finance, Stockholm School of Economics (2003) View citations (5)
14. Monetary Policy and Bond Option Pricing in an Analytical RBC Model
    Working Paper Series in Economics and Finance, Stockholm School of Economics
    See also Journal Article in Journal of Economics and Business (2003)
15. New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (11)
    See also Journal Article in Scandinavian Journal of Economics (2005)
16. Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (15)
    See also Journal Article in Journal of Economic Dynamics and Control (2004)
17. Taylor Rules and the Predictability of Interest Rates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (19)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2003) View citations (7)

2002

18. Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts?
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (3)

2001

19. Inflation Forecast Uncertainty
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) View citations (1)
    See also Journal Article in European Economic Review (2003)
20. What if the Fed Had Been an Inflation Nutter?
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (1)
    See also Journal Article in Applied Economics (2004)

2000

21. Performance and Characteristics of Swedish Mutual Funds
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (9)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2000)

1999

22. Market Expectations in the UK Before and After the ERM Crisis
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (1)
    See also Journal Article in Economica (2000)
23. Monetary Policy and the Fisher Effect
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) View citations (1)
    See also Journal Article in Journal of Policy Modeling (2001)
24. Performance and Characteristics of Swedish Mutual Funds 1993-97
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

1998

25. Evaluating Portfolio Performance with Stochastic Discount Factors
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) View citations (1)
    See also Journal Article in The Journal of Business (1999)
26. Extracting Expectations about 1992 UK Monetary Policy from Option Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
27. Solution and Estimation of RE Macromodels with Optimal Policy
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (7)
    See also Journal Article in European Economic Review (1999)

1997

28. Forward Interest Rates as Indicators of Inflation Expectations
    Seminar Papers, Stockholm University, Institute for International Economic Studies
    Also in Working Papers, Stockholm - International Economic Studies (1995) View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) View citations (4)
29. New Techniques to Extract Market Expectations from Financial Instruments
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (89)
    Also in Working Papers, Stockholm - International Economic Studies (1996) View citations (13)
    NBER Working Papers, National Bureau of Economic Research, Inc (1997) View citations (89)
    Seminar Papers, Stockholm University, Institute for International Economic Studies (1997) View citations (89)
    Working Paper Series in Economics and Finance, Stockholm School of Economics (1996) View citations (5)
    See also Journal Article in Journal of Monetary Economics (1997)

1995

30. Applied Cointegration Analysis in the Mirror of Macroeconomic Theory
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Working Papers, Stockholm - International Economic Studies (1994)
    Working Paper Series in Economics and Finance, Stockholm School of Economics (1994) View citations (3)
    See also Journal Article in Journal of Applied Econometrics (1996)

1992

31. Target Zone Models and the Intervention Policy; The Swedish Case
    Working Papers, Stockholm - International Economic Studies View citations (16)
32. The Swedish business cycle: stylized facts over 130 years
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (27)

1991

33. Devaluation Expectations: The Swedish Krona 1982-1991
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    Also in Working Papers, Stockholm - International Economic Studies (1991) View citations (3)
34. Testing the Basic Target Zone Model on Swedish Data
    Working Papers, Stockholm - International Economic Studies View citations (15)

1990

35. THE SWEDISH TAX REFORM FROM AN INTERTEMPORAL PERSPECTIVE
    Working Papers, Stockholm - International Economic Studies View citations (1)

Journal Articles

2011

1. Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty
   International Journal of Central Banking, 2011, 7, (2), 113-133 View citations (1)
   See also Working Paper (2009)
2. The Time-Varying Systematic Risk of Carry Trade Strategies
   Journal of Financial and Quantitative Analysis, 2011, 46, (04), 1107-1125 View citations (1)
   See also Working Paper (2010)

2010

3. Predicting stock price movements: regressions versus economists
   Applied Economics Letters, 2010, 17, (9), 869-874
   See also Working Paper (2007)
4. Reaction of Swiss Term Premia to Monetary Policy Surprises
   Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 385-404
   See also Working Paper (2009)
5. Safe Haven Currencies
   Review of Finance, 2010, 14, (3), 385-407 View citations (7)
   See also Working Paper (2009)

2009

6. An extended Stein's lemma for asset pricing
   Applied Economics Letters, 2009, 16, (10), 1005-1008
7. Editorial
   Financial Markets and Portfolio Management, 2009, 23, (4), 333-334
8. The C-CAPM without ex post data
   Journal of Macroeconomics, 2009, 31, (4), 721-729 View citations (1)
9. The implementation of SNB monetary policy
   Financial Markets and Portfolio Management, 2009, 23, (4), 349-359 View citations (2)
   See also Working Paper (2009)
10. Why disagreement may not matter (much) for asset prices
    Finance Research Letters, 2009, 6, (2), 73-82 View citations (1)
    See also Working Paper (2008)

2007

11. How Do Individual Accounts Work in the Swedish Pension System?
    Journal of the European Economic Association, 2007, 5, (2-3), 636-646

2006

12. C-CAPM Refinements and the Cross-Section of Returns
    Financial Markets and Portfolio Management, 2006, 20, (1), 49-73 View citations (2)
    See also Working Paper (2006)
13. Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle
    Journal of Economic Dynamics and Control, 2006, 30, (6), 1027-1043 View citations (15)
14. Prediction of stock returns (in Russian)
    Quantile, 2006, (1), 27-38

2005

15. New-Keynesian Models and Monetary Policy: A Re-examination of the Stylized Facts
    Scandinavian Journal of Economics, 2005, 107, (3), 521-546 View citations (7)
    See also Working Paper (2003)

2004

16. Solution of macromodels with Hansen-Sargent robust policies: some extensions
    Journal of Economic Dynamics and Control, 2004, 28, (12), 2367-2397 View citations (34)
    See also Working Paper (2003)
17. What if the Fed had been an inflation nutter?
    Applied Economics, 2004, 36, (13), 1471-1473 View citations (1)
    See also Working Paper (2001)

2003

18. Inflation forecast uncertainty
    European Economic Review, 2003, 47, (6), 1037-1059 View citations (75)
    See also Working Paper (2001)
19. Monetary policy and bond option pricing in an analytical RBC model
    Journal of Economics and Business, 2003, 55, (4), 321-330 View citations (1)
    See also Working Paper (2003)

2001

20. Monetary policy and the Fisher effect
    Journal of Policy Modeling, 2001, 23, (5), 491-495 View citations (4)
    See also Working Paper (1999)

2000

21. Market Expectations in the UK before and after the ERM Crisis
    Economica, 2000, 67, (265), 1-18 View citations (10)
    See also Working Paper (1999)
22. Performance and Characteristics of Swedish Mutual Funds
    Journal of Financial and Quantitative Analysis, 2000, 35, (03), 409-423 View citations (18)
    See also Working Paper (2000)

1999

23. Evaluating Portfolio Performance with Stochastic Discount Factors
    The Journal of Business, 1999, 72, (3), 347-83 View citations (9)
    See also Working Paper (1998)
24. Solution and estimation of RE macromodels with optimal policy
    European Economic Review, 1999, 43, (4-6), 813-823 View citations (211)
    See also Working Paper (1998)

1998

25. Nominal Interest Rates as Indicators of Inflation Expectations
    Scandinavian Journal of Economics, 1998, 100, (2), 457-72 View citations (5)

1997

26. New techniques to extract market expectations from financial instruments
    Journal of Monetary Economics, 1997, 40, (2), 383-429 View citations (89)
    See also Working Paper (1997)

1996

27. Applied Cointegration Analysis in the Mirror of Macroeconomic Theory
    Journal of Applied Econometrics, 1996, 11, (4), 363-81 View citations (23)
    See also Working Paper (1995)

1994

28. Cyclical Properties of a Real Business Cycle Model
    Journal of Applied Econometrics, 1994, 9, (S), S113-22 View citations (10)
29. International Spillovers in an Endogenous Growth Model
    Empirical Economics, 1994, 19, (3), 501-15
30. Intervention Policy and Mean Reversion in Exchange Rate Target Zones: The Swedish Case
    Scandinavian Journal of Economics, 1994, 96, (4), 499-513 View citations (15)
31. Testing the basic target zone model on Swedish data 1982-1990
    European Economic Review, 1994, 38, (7), 1441-1469 View citations (4)

1993

32. Devaluation Expectations: The Swedish Krona 1985-92
    Economic Journal, 1993, 103, (420), 1170-79 View citations (4)