Details about Paul Söderlind

Access statistics for papers by Paul Söderlind.

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Short-id: pso16

Working Papers

2021

1. Non-Standard Errors
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck View citations (6)

2016

2. Individual Investor Activity and Performance
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (2)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (1)
   See also Journal Article Individual Investor Activity and Performance, The Review of Financial Studies, Society for Financial Studies (2017) View citations (10) (2017)
3. Testing Competing Factor Pricing Models
   Working Papers on Finance, University of St. Gallen, School of Finance
4. Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions
   Working Papers, Swiss National Bank View citations (15)
   Also in Working Papers on Finance, University of St. Gallen, School of Finance (2016) View citations (15)

2015

5. Understanding FX Liquidity
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (98)
   See also Journal Article Understanding FX Liquidity, The Review of Financial Studies, Society for Financial Studies (2015) View citations (87) (2015)

2010

6. The Time-Varying Systematic Risk of Carry Trade Strategies
   Working Papers, Swiss National Bank View citations (5)
   Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009) View citations (5)
   University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen (2009) View citations (3)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (8)
   See also Journal Article The Time-Varying Systematic Risk of Carry Trade Strategies, Journal of Financial and Quantitative Analysis, Cambridge University Press (2011) View citations (114) (2011)

2009

7. Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty
   Working Papers, Swiss National Bank View citations (2)
   Also in University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen (2008) View citations (1)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (2)
   See also Journal Article Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty, International Journal of Central Banking, International Journal of Central Banking (2011) View citations (19) (2011)
8. 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 Reaction of Swiss Term Premia to Monetary Policy Surprises, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (2010) View citations (1) (2010)
9. Safe Haven Currencies
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
   Also in Working Papers, Swiss National Bank (2007) View citations (17)
   University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen (2007) View citations (12)
   See also Journal Article Safe Haven Currencies, Review of Finance, European Finance Association (2010) View citations (247) (2010)
10. 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 (10)
    See also Journal Article The implementation of SNB monetary policy, Financial Markets and Portfolio Management, Springer (2009) View citations (10) (2009)

2008

11. 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 View citations (1)
    See also Journal Article Why disagreement may not matter (much) for asset prices, Finance Research Letters, Elsevier (2009) View citations (3) (2009)

2007

12. 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 Predicting stock price movements: regressions versus economists, Applied Economics Letters, Taylor & Francis Journals (2010) View citations (5) (2010)

2006

13. 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 View citations (3)
    See also Journal Article C-CAPM Refinements and the Cross-Section of Returns, Financial Markets and Portfolio Management, Springer (2006) View citations (3) (2006)
14. C-CAPM without Ex Post Data
    University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen View citations (1)
    Also in SIFR Research Report Series, Institute for Financial Research (2005) View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (3)
    See also Journal Article The C-CAPM without ex post data, Journal of Macroeconomics, Elsevier (2009) View citations (2) (2009)
15. 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 View citations (1)
    See also Journal Article MONETARY POLICY EFFECTS ON FINANCIAL RISK PREMIA*, Manchester School, University of Manchester (2008) (2008)

2003

16. C-CAPM and the Cross-Section of Sharpe Ratios
    SIFR Research Report Series, Institute for Financial Research
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003)
17. Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel
    SIFR Research Report Series, Institute for Financial Research View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (9)
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2003) View citations (6)
18. Monetary Policy and Bond Option Pricing in an Analytical RBC Model
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics
    See also Journal Article Monetary policy and bond option pricing in an analytical RBC model, Journal of Economics and Business, Elsevier (2003) View citations (3) (2003)
19. New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (11)
    See also Journal Article New‐Keynesian Models and Monetary Policy: A Re‐examination of the Stylized Facts*, Scandinavian Journal of Economics, Wiley Blackwell (2005) View citations (23) (2005)
20. Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (11)
    See also Journal Article Solution of macromodels with Hansen-Sargent robust policies: some extensions, Journal of Economic Dynamics and Control, Elsevier (2004) View citations (114) (2004)
21. Taylor Rules and the Predictability of Interest Rates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2003) View citations (12)

2002

22. Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts?
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (7)

2001

23. Inflation Forecast Uncertainty
    SSE/EFI 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 Inflation forecast uncertainty, European Economic Review, Elsevier (2003) View citations (234) (2003)
24. What if the Fed Had Been an Inflation Nutter?
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (6)
    See also Journal Article What if the Fed had been an inflation nutter?, Applied Economics, Taylor & Francis Journals (2004) View citations (1) (2004)

2000

25. Performance and Characteristics of Swedish Mutual Funds
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (25)
    See also Journal Article Performance and Characteristics of Swedish Mutual Funds, Journal of Financial and Quantitative Analysis, Cambridge University Press (2000) View citations (67) (2000)

1999

26. Market Expectations in the UK Before and After the ERM Crisis
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (2)
27. Monetary Policy and the Fisher Effect
    SSE/EFI 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 (3)
    See also Journal Article Monetary policy and the Fisher effect, Journal of Policy Modeling, Elsevier (2001) View citations (11) (2001)
28. Performance and Characteristics of Swedish Mutual Funds 1993-97
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

1998

29. Evaluating Portfolio Performance with Stochastic Discount Factors
    SSE/EFI 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 Evaluating Portfolio Performance with Stochastic Discount Factors, The Journal of Business, University of Chicago Press (1999) View citations (22) (1999)
30. Extracting Expectations about 1992 UK Monetary Policy from Option Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
31. Solution and Estimation of RE Macromodels with Optimal Policy
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (7)
    See also Journal Article Solution and estimation of RE macromodels with optimal policy, European Economic Review, Elsevier (1999) View citations (293) (1999)

1997

32. 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 (5)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) View citations (5)
33. New Techniques to Extract Market Expectations from Financial Instruments
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (220)
    Also in Seminar Papers, Stockholm University, Institute for International Economic Studies (1997) View citations (202)
    Working Papers, Stockholm - International Economic Studies (1996) View citations (13)
    NBER Working Papers, National Bureau of Economic Research, Inc (1997) View citations (218)
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1996) View citations (6)
    See also Journal Article New techniques to extract market expectations from financial instruments, Journal of Monetary Economics, Elsevier (1997) View citations (228) (1997)

1995

34. Applied Cointegration Analysis in the Mirror of Macroeconomic Theory
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in Working Papers, Stockholm - International Economic Studies (1994)
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1994) View citations (2)
    See also Journal Article Applied Cointegration Analysis in the Mirror of Macroeconomic Theory, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1996) View citations (28) (1996)

1992

35. Target Zone Models and the Intervention Policy; The Swedish Case
    Working Papers, Stockholm - International Economic Studies View citations (16)
36. The Swedish business cycle: stylized facts over 130 years
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (41)

1991

37. Devaluation Expectations: The Swedish Krona 1982-1991
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
    Also in Working Papers, Stockholm - International Economic Studies (1991) View citations (6)
38. Testing the Basic Target Zone Model on Swedish Data
    Working Papers, Stockholm - International Economic Studies View citations (20)

1990

39. THE SWEDISH TAX REFORM FROM AN INTERTEMPORAL PERSPECTIVE
    Working Papers, Stockholm - International Economic Studies

Journal Articles

2019

1. Verbal interventions and exchange rate policies: The case of Swiss franc cap
   Journal of International Money and Finance, 2019, 93, (C), 42-54 View citations (11)

2017

2. Individual Investor Activity and Performance
   The Review of Financial Studies, 2017, 30, (3), 866-899 View citations (10)
   See also Working Paper Individual Investor Activity and Performance, Working Papers on Finance (2016) View citations (2) (2016)

2015

3. Understanding FX Liquidity
   The Review of Financial Studies, 2015, 28, (11), 3073-3108 View citations (87)
   See also Working Paper Understanding FX Liquidity, Working Papers on Finance (2015) View citations (98) (2015)

2011

4. Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty
   International Journal of Central Banking, 2011, 7, (2), 113-133 View citations (19)
   See also Working Paper Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty, Working Papers (2009) View citations (2) (2009)
5. The Time-Varying Systematic Risk of Carry Trade Strategies
   Journal of Financial and Quantitative Analysis, 2011, 46, (4), 1107-1125 View citations (114)
   See also Working Paper The Time-Varying Systematic Risk of Carry Trade Strategies, Working Papers (2010) View citations (5) (2010)

2010

6. Predicting stock price movements: regressions versus economists
   Applied Economics Letters, 2010, 17, (9), 869-874 View citations (5)
   See also Working Paper Predicting Stock Price Movements: Regressions versus Economists, University of St. Gallen Department of Economics working paper series 2007 (2007) (2007)
7. Reaction of Swiss Term Premia to Monetary Policy Surprises
   Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 385-404 View citations (1)
   See also Working Paper Reaction of Swiss Term Premia to Monetary Policy Surprises, University of St. Gallen Department of Economics working paper series 2009 (2009) (2009)
8. Safe Haven Currencies
   Review of Finance, 2010, 14, (3), 385-407 View citations (247)
   See also Working Paper Safe Haven Currencies, CEPR Discussion Papers (2009) View citations (7) (2009)

2009

9. An extended Stein's lemma for asset pricing
   Applied Economics Letters, 2009, 16, (10), 1005-1008
10. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (4), 333-334
11. The C-CAPM without ex post data
    Journal of Macroeconomics, 2009, 31, (4), 721-729 View citations (2)
    See also Working Paper C-CAPM without Ex Post Data, University of St. Gallen Department of Economics working paper series 2006 (2006) View citations (1) (2006)
12. The implementation of SNB monetary policy
    Financial Markets and Portfolio Management, 2009, 23, (4), 349-359 View citations (10)
    See also Working Paper The Implementation of SNB Monetary Policy, University of St. Gallen Department of Economics working paper series 2009 (2009) View citations (10) (2009)
13. Why disagreement may not matter (much) for asset prices
    Finance Research Letters, 2009, 6, (2), 73-82 View citations (3)
    See also Working Paper Why Disagreement May Not Matter (much) for Asset Prices, University of St. Gallen Department of Economics working paper series 2008 (2008) View citations (1) (2008)

2008

14. MONETARY POLICY EFFECTS ON FINANCIAL RISK PREMIA*
    Manchester School, 2008, 76, (6), 690-707
    See also Working Paper Monetary Policy Effects on Financial Risk Premia, University of St. Gallen Department of Economics working paper series 2006 (2006) View citations (1) (2006)

2007

15. How Do Individual Accounts Work in the Swedish Pension System?
    Journal of the European Economic Association, 2007, 5, (2-3), 636-646 View citations (13)

2006

16. C-CAPM Refinements and the Cross-Section of Returns
    Financial Markets and Portfolio Management, 2006, 20, (1), 49-73 View citations (3)
    See also Working Paper C-CAPM Refinements and the Cross-Section of Returns, University of St. Gallen Department of Economics working paper series 2006 (2006) View citations (3) (2006)
17. 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 (43)
18. Prediction of stock returns (in Russian)
    Quantile, 2006, (1), 27-38

2005

19. DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES
    Macroeconomic Dynamics, 2005, 9, (3), 412-428 View citations (27)
20. New‐Keynesian Models and Monetary Policy: A Re‐examination of the Stylized Facts*
    Scandinavian Journal of Economics, 2005, 107, (3), 521-546 View citations (23)
    See also Working Paper New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts, SSE/EFI Working Paper Series in Economics and Finance (2003) View citations (11) (2003)

2004

21. Solution of macromodels with Hansen-Sargent robust policies: some extensions
    Journal of Economic Dynamics and Control, 2004, 28, (12), 2367-2397 View citations (114)
    See also Working Paper Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions, SSE/EFI Working Paper Series in Economics and Finance (2003) View citations (11) (2003)
22. What if the Fed had been an inflation nutter?
    Applied Economics, 2004, 36, (13), 1471-1473 View citations (1)
    See also Working Paper What if the Fed Had Been an Inflation Nutter?, SSE/EFI Working Paper Series in Economics and Finance (2001) View citations (6) (2001)

2003

23. Inflation forecast uncertainty
    European Economic Review, 2003, 47, (6), 1037-1059 View citations (234)
    See also Working Paper Inflation Forecast Uncertainty, SSE/EFI Working Paper Series in Economics and Finance (2001) View citations (1) (2001)
24. Monetary policy and bond option pricing in an analytical RBC model
    Journal of Economics and Business, 2003, 55, (4), 321-330 View citations (3)
    See also Working Paper Monetary Policy and Bond Option Pricing in an Analytical RBC Model, SSE/EFI Working Paper Series in Economics and Finance (2003) (2003)

2001

25. Monetary policy and the Fisher effect
    Journal of Policy Modeling, 2001, 23, (5), 491-495 View citations (11)
    See also Working Paper Monetary Policy and the Fisher Effect, SSE/EFI Working Paper Series in Economics and Finance (1999) View citations (2) (1999)

2000

26. Performance and Characteristics of Swedish Mutual Funds
    Journal of Financial and Quantitative Analysis, 2000, 35, (3), 409-423 View citations (67)
    See also Working Paper Performance and Characteristics of Swedish Mutual Funds, SSE/EFI Working Paper Series in Economics and Finance (2000) View citations (25) (2000)

1999

27. An Interpretation of SDF Based Performance Measures
    Review of Finance, 1999, 3, (2), 233-237 View citations (2)
28. Evaluating Portfolio Performance with Stochastic Discount Factors
    The Journal of Business, 1999, 72, (3), 347-83 View citations (22)
    See also Working Paper Evaluating Portfolio Performance with Stochastic Discount Factors, SSE/EFI Working Paper Series in Economics and Finance (1998) View citations (1) (1998)
29. Solution and estimation of RE macromodels with optimal policy
    European Economic Review, 1999, 43, (4-6), 813-823 View citations (293)
    See also Working Paper Solution and Estimation of RE Macromodels with Optimal Policy, SSE/EFI Working Paper Series in Economics and Finance (1998) View citations (7) (1998)

1998

30. Nominal Interest Rates as Indicators of Inflation Expectations
    Scandinavian Journal of Economics, 1998, 100, (2), 457-472 View citations (4)

1997

31. New techniques to extract market expectations from financial instruments
    Journal of Monetary Economics, 1997, 40, (2), 383-429 View citations (228)
    See also Working Paper New Techniques to Extract Market Expectations from Financial Instruments, CEPR Discussion Papers (1997) View citations (220) (1997)

1996

32. Applied Cointegration Analysis in the Mirror of Macroeconomic Theory
    Journal of Applied Econometrics, 1996, 11, (4), 363-81 View citations (28)
    See also Working Paper Applied Cointegration Analysis in the Mirror of Macroeconomic Theory, CEPR Discussion Papers (1995) View citations (1) (1995)

1994

33. Cyclical Properties of a Real Business Cycle Model
    Journal of Applied Econometrics, 1994, 9, (S), S113-22 View citations (11)
34. International Spillovers in an Endogenous Growth Model
    Empirical Economics, 1994, 19, (3), 501-15
35. Testing the basic target zone model on Swedish data 1982-1990
    European Economic Review, 1994, 38, (7), 1441-1469 View citations (27)

1993

36. Devaluation Expectations: The Swedish Krona 1985-92
    Economic Journal, 1993, 103, (420), 1170-79 View citations (10)