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Details about Paul Söderlind

E-mail:
Homepage:http://home.datacomm.ch/paulsoderlind/
Postal address:SBF University of St. Gallen Rosenbergstr 52 CH-9000 ST. Gallen Switzerland
Workplace:Schweizerisches Institut für Banken und Finanzen (SBF) (Swiss Institute for Banking and Finance), School of Finance, Universität St. Gallen (University of St. Gallen), (more information at EDIRC)

Access statistics for papers by Paul Söderlind.

Last updated 2016-11-09. Update your information in the RePEc Author Service.

Short-id: pso16


Jump to Journal Articles

Working Papers

2016

  1. Individual Investor Activity and Performance
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (1)
  2. Testing Competing Factor Pricing Models
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads
  3. Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions
    Working Papers, Swiss National Bank Downloads View citations (2)
    Also in Working Papers on Finance, University of St. Gallen, School of Finance (2016) Downloads View citations (2)

2015

  1. Understanding FX Liquidity
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads View citations (7)
    See also Journal Article in Review of Financial Studies (2015)

2010

  1. The Time-Varying Systematic Risk of Carry Trade Strategies
    Working Papers, Swiss National Bank Downloads View citations (2)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009) Downloads View citations (5)
    University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen (2009) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (8)

    See also Journal Article in Journal of Financial and Quantitative Analysis (2011)

2009

  1. Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty
    Working Papers, Swiss National Bank Downloads View citations (2)
    Also in University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen (2008) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (2)

    See also Journal Article in International Journal of Central Banking (2011)
  2. 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 Downloads
    See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (2010)
  3. Safe Haven Currencies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Working Papers, Swiss National Bank (2007) Downloads View citations (10)
    University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen (2007) Downloads View citations (4)

    See also Journal Article in Review of Finance (2010)
  4. The Implementation of SNB Monetary Policy
    University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen Downloads View citations (4)
    See also Journal Article in Financial Markets and Portfolio Management (2009)

2008

  1. 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 Downloads
    See also Journal Article in Finance Research Letters (2009)

2007

  1. 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 Downloads
    See also Journal Article in Applied Economics Letters (2010)

2006

  1. 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 Downloads View citations (1)
    See also Journal Article in Financial Markets and Portfolio Management (2006)
  2. C-CAPM without Ex Post Data
    University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen Downloads
    Also in SIFR Research Report Series, Institute for Financial Research (2005) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (1)
  3. 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 Downloads
    See also Journal Article in Manchester School (2008)

2003

  1. C-CAPM and the Cross-Section of Sharpe Ratios
    SIFR Research Report Series, Institute for Financial Research Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads
  2. Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel
    SIFR Research Report Series, Institute for Financial Research Downloads View citations (6)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2003) Downloads View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (9)
  3. 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 in Journal of Economics and Business (2003)
  4. 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 Downloads View citations (11)
    See also Journal Article in Scandinavian Journal of Economics (2005)
  5. Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (12)
    See also Journal Article in Journal of Economic Dynamics and Control (2004)
  6. Taylor Rules and the Predictability of Interest Rates
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (17)

2002

  1. Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts?
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (4)

2001

  1. Inflation Forecast Uncertainty
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) Downloads View citations (1)

    See also Journal Article in European Economic Review (2003)
  2. What if the Fed Had Been an Inflation Nutter?
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (4)
    See also Journal Article in Applied Economics (2004)

2000

  1. Performance and Characteristics of Swedish Mutual Funds
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (15)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2000)

1999

  1. 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)
    See also Journal Article in Economica (2000)
  2. 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) Downloads View citations (1)

    See also Journal Article in Journal of Policy Modeling (2001)
  3. Performance and Characteristics of Swedish Mutual Funds 1993-97
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

1998

  1. 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) Downloads View citations (1)

    See also Journal Article in The Journal of Business (1999)
  2. Extracting Expectations about 1992 UK Monetary Policy from Option Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  3. 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 in European Economic Review (1999)

1997

  1. Forward Interest Rates as Indicators of Inflation Expectations
    Seminar Papers, Stockholm University, Institute for International Economic Studies Downloads
    Also in Working Papers, Stockholm - International Economic Studies (1995) View citations (5)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) Downloads View citations (5)
  2. New Techniques to Extract Market Expectations from Financial Instruments
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (130)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1997) Downloads View citations (128)
    Seminar Papers, Stockholm University, Institute for International Economic Studies (1997) Downloads View citations (130)
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1996) View citations (4)
    Working Papers, Stockholm - International Economic Studies (1996) View citations (11)

    See also Journal Article in Journal of Monetary Economics (1997)

1995

  1. Applied Cointegration Analysis in the Mirror of Macroeconomic Theory
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1994) View citations (3)
    Working Papers, Stockholm - International Economic Studies (1994)

    See also Journal Article in Journal of Applied Econometrics (1996)

1992

  1. Target Zone Models and the Intervention Policy; The Swedish Case
    Working Papers, Stockholm - International Economic Studies View citations (16)
  2. The Swedish business cycle: stylized facts over 130 years
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis Downloads View citations (29)

1991

  1. Devaluation Expectations: The Swedish Krona 1982-1991
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Working Papers, Stockholm - International Economic Studies (1991) View citations (3)
  2. Testing the Basic Target Zone Model on Swedish Data
    Working Papers, Stockholm - International Economic Studies View citations (18)

1990

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

Journal Articles

2015

  1. Understanding FX Liquidity
    Review of Financial Studies, 2015, 28, (11), 3073-3108 Downloads View citations (2)
    See also Working Paper (2015)

2011

  1. Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty
    International Journal of Central Banking, 2011, 7, (2), 113-133 Downloads 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 Downloads View citations (43)
    See also Working Paper (2010)

2010

  1. Predicting stock price movements: regressions versus economists
    Applied Economics Letters, 2010, 17, (9), 869-874 Downloads View citations (4)
    See also Working Paper (2007)
  2. Reaction of Swiss Term Premia to Monetary Policy Surprises
    Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 385-404 Downloads
    See also Working Paper (2009)
  3. Safe Haven Currencies
    Review of Finance, 2010, 14, (3), 385-407 Downloads View citations (70)
    See also Working Paper (2009)

2009

  1. An extended Stein's lemma for asset pricing
    Applied Economics Letters, 2009, 16, (10), 1005-1008 Downloads
  2. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (4), 333-334 Downloads
  3. The C-CAPM without ex post data
    Journal of Macroeconomics, 2009, 31, (4), 721-729 Downloads View citations (1)
  4. The implementation of SNB monetary policy
    Financial Markets and Portfolio Management, 2009, 23, (4), 349-359 Downloads View citations (5)
    See also Working Paper (2009)
  5. Why disagreement may not matter (much) for asset prices
    Finance Research Letters, 2009, 6, (2), 73-82 Downloads View citations (1)
    See also Working Paper (2008)

2008

  1. MONETARY POLICY EFFECTS ON FINANCIAL RISK PREMIA
    Manchester School, 2008, 76, (6), 690-707 Downloads
    See also Working Paper (2006)

2007

  1. How Do Individual Accounts Work in the Swedish Pension System?
    Journal of the European Economic Association, 2007, 5, (2-3), 636-646 Downloads View citations (4)

2006

  1. C-CAPM Refinements and the Cross-Section of Returns
    Financial Markets and Portfolio Management, 2006, 20, (1), 49-73 Downloads View citations (3)
    See also Working Paper (2006)
  2. 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 Downloads View citations (24)
  3. Prediction of stock returns (in Russian)
    Quantile, 2006, (1), 27-38 Downloads

2005

  1. New-Keynesian Models and Monetary Policy: A Re-examination of the Stylized Facts
    Scandinavian Journal of Economics, 2005, 107, (3), 521-546 Downloads View citations (17)
    See also Working Paper (2003)

2004

  1. Solution of macromodels with Hansen-Sargent robust policies: some extensions
    Journal of Economic Dynamics and Control, 2004, 28, (12), 2367-2397 Downloads View citations (60)
    See also Working Paper (2003)
  2. What if the Fed had been an inflation nutter?
    Applied Economics, 2004, 36, (13), 1471-1473 Downloads View citations (1)
    See also Working Paper (2001)

2003

  1. Inflation forecast uncertainty
    European Economic Review, 2003, 47, (6), 1037-1059 Downloads View citations (125)
    See also Working Paper (2001)
  2. Monetary policy and bond option pricing in an analytical RBC model
    Journal of Economics and Business, 2003, 55, (4), 321-330 Downloads View citations (1)
    See also Working Paper (2003)

2001

  1. Monetary policy and the Fisher effect
    Journal of Policy Modeling, 2001, 23, (5), 491-495 Downloads View citations (7)
    See also Working Paper (1999)

2000

  1. Market Expectations in the UK before and after the ERM Crisis
    Economica, 2000, 67, (265), 1-18 Downloads View citations (12)
    See also Working Paper (1999)
  2. Performance and Characteristics of Swedish Mutual Funds
    Journal of Financial and Quantitative Analysis, 2000, 35, (03), 409-423 Downloads View citations (44)
    See also Working Paper (2000)

1999

  1. An Interpretation of SDF Based Performance Measures
    Review of Finance, 1999, 3, (2), 233-237 Downloads
  2. Evaluating Portfolio Performance with Stochastic Discount Factors
    The Journal of Business, 1999, 72, (3), 347-83 Downloads View citations (13)
    See also Working Paper (1998)
  3. Solution and estimation of RE macromodels with optimal policy
    European Economic Review, 1999, 43, (4-6), 813-823 Downloads View citations (239)
    See also Working Paper (1998)

1998

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

1997

  1. New techniques to extract market expectations from financial instruments
    Journal of Monetary Economics, 1997, 40, (2), 383-429 Downloads View citations (127)
    See also Working Paper (1997)

1996

  1. Applied Cointegration Analysis in the Mirror of Macroeconomic Theory
    Journal of Applied Econometrics, 1996, 11, (4), 363-81 Downloads View citations (26)
    See also Working Paper (1995)

1994

  1. Cyclical Properties of a Real Business Cycle Model
    Journal of Applied Econometrics, 1994, 9, (S), S113-22 Downloads View citations (8)
  2. International Spillovers in an Endogenous Growth Model
    Empirical Economics, 1994, 19, (3), 501-15
  3. Intervention Policy and Mean Reversion in Exchange Rate Target Zones: The Swedish Case
    Scandinavian Journal of Economics, 1994, 96, (4), 499-513 View citations (21)
  4. Testing the basic target zone model on Swedish data 1982-1990
    European Economic Review, 1994, 38, (7), 1441-1469 Downloads View citations (17)

1993

  1. Devaluation Expectations: The Swedish Krona 1985-92
    Economic Journal, 1993, 103, (420), 1170-79 Downloads View citations (7)
 
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