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Details about Roland Füss

E-mail:
Homepage:http://www.sbf.unisg.ch/de/Lehrstuehle/Lehrstuhl_Fuess/Homepage_Fuess.aspx
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 2017-11-01. Update your information in the RePEc Author Service.

Short-id: pfs2


Jump to Journal Articles

Working Papers

2017

  1. Best Land Use with Negative Externalities: Determining Land Values from Residential Rents
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads
  2. Do Local Governments Tax Homeowner Communities Differently?
    Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association Downloads
    Also in ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research (2017) Downloads
    Working Papers on Finance, University of St. Gallen, School of Finance (2017) Downloads
  3. Homeowner Effect and Strategic Interaction in Local Property Taxation
    ERES, European Real Estate Society (ERES) Downloads
  4. Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads

2016

  1. Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads
  2. Efficient Land Use with Congestion: Determining Land Values from Residential Rents
    ERES, European Real Estate Society (ERES) Downloads

2015

  1. Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads View citations (1)
  2. Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads
  3. Something in the Air: Information Density, News Surprises, and Price Jumps
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads
  4. The Economic Drivers of Differences in House Price Inflation Rates across MSAs
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads
    See also Journal Article in Journal of Housing Economics (2016)
  5. The Role of Spatial and Temporal Structure for Residential Rent Predictions
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads
    See also Journal Article in International Journal of Forecasting (2016)

2014

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

2013

  1. Electricity Derivatives Pricing with Forward-Looking Information
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2015)
  2. Electricity Spot and Derivatives Pricing when Markets are Interconnected
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads View citations (2)
  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 (18)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2014)

2012

  1. The sources of risk spillovers among US REITs: Asset similarities and regional proximity
    ERES, European Real Estate Society (ERES) Downloads

2011

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

2010

  1. WHAT DRIVES CEOS TO TAKE ON MORE RISK? SOME EVIDENCE FROM THE LABORATORY OF REITS
    ERES, European Real Estate Society (ERES) Downloads
    See also Journal Article in Journal of Applied Corporate Finance (2011)

2009

  1. An Equilibrium Model of German Real Office Rents Using Panel Cointegration Analysis
    ERES, European Real Estate Society (ERES) Downloads
  2. Does the Top Executive Influence the Performance of US Real Estate Investment Trusts?
    ERES, European Real Estate Society (ERES) Downloads
  3. 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 (3)

Undated

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

Journal Articles

2016

  1. Changing Risk Perception and the Time-Varying Price of Risk
    Review of Finance, 2016, 20, (4), 1549-1585 Downloads View citations (4)
  2. Determinants of Liquidity (Re)Allocation and the Decision to Cross‐List or Cross‐Delist
    International Journal of Finance & Economics, 2016, 21, (4), 447-471 Downloads
  3. The economic drivers of differences in house price inflation rates across MSAs
    Journal of Housing Economics, 2016, 31, (C), 35-53 Downloads View citations (2)
    See also Working Paper (2015)
  4. The role of spatial and temporal structure for residential rent predictions
    International Journal of Forecasting, 2016, 32, (4), 1352-1368 Downloads
    See also Working Paper (2015)

2015

  1. Electricity derivatives pricing with forward-looking information
    Journal of Economic Dynamics and Control, 2015, 58, (C), 34-57 Downloads
    See also Working Paper (2013)
  2. The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity
    Real Estate Economics, 2015, 43, (1), 67-100 Downloads

2014

  1. A jackknife-type estimator for portfolio revision
    Journal of Banking & Finance, 2014, 43, (C), 14-28 Downloads
  2. Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach
    Journal of Financial and Quantitative Analysis, 2014, 49, (03), 575-598 Downloads View citations (16)
    See also Working Paper (2013)
  3. Valuation effects of termination of cross-listings
    Journal of Financial Perspectives, 2014, 2, (1), 177-193

2013

  1. Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets
    Real Estate Economics, 2013, 41, (1), 29-64 Downloads View citations (6)

2012

  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 View citations (2)
  3. Excess return sources of active property management: a case study
    Journal of Property Investment & Finance, 2012, 30, (4), 354-374 Downloads
  4. 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 View citations (1)

2011

  1. Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio
    Perspektiven der Wirtschaftspolitik, 2011, 12, (2), 170-191 Downloads View citations (1)
  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 (3)
  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
    See also Working Paper (2010)

2010

  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 (8)
  2. Macroeconomic determinants of international housing markets
    Journal of Housing Economics, 2010, 19, (1), 38-50 Downloads View citations (50)

2008

  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 (21)
  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 (5)

2007

  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)

2005

  1. Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets
    Economic Change and Restructuring, 2005, 38, (1), 37-62 Downloads View citations (8)
 
Page updated 2017-11-19