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Paul Söderlind

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Personal Details

First Name: Paul
Middle Name:
Last Name: Söderlind
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RePEc Short-ID: pso16

Email:
Homepage: http://home.datacomm.ch/paulsoderlind/
Postal Address: SBF University of St. Gallen Rosenbergstr 52 CH-9000 ST. Gallen Switzerland
Phone:

Affiliation

School of Economics and Political Science
Universität St. Gallen
Location: Sankt Gallen, Switzerland
Homepage: http://www.seps.unisg.ch/
Email:
Phone: +41 71 224 23 25
Fax: +41 71 224 31 35
Postal: Dufourstrasse 50, CH - 9000 St.Gallen
Handle: RePEc:edi:vwasgch (more details at EDIRC)

Works

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Working papers

  1. Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul, 2013. "Understanding FX Liquidity," Working Papers on Finance 1315, University of St. Gallen, School of Finance.
  2. Dahlquist, Magnus & Martinez, José Vicente & Söderlind, Paul, 2012. "Individual Investor Activity and Performance," CEPR Discussion Papers 8744, C.E.P.R. Discussion Papers.
  3. Thomas Jordan & Angelo Ranaldo & Paul Soderlind, 2009. "The Implementation of SNB Monetary Policy," University of St. Gallen Department of Economics working paper series 2009 2009-08, Department of Economics, University of St. Gallen.
  4. Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," University of St. Gallen Department of Economics working paper series 2009 2009-06, Department of Economics, University of St. Gallen.
  5. Paul Soderlind, 2009. "Reaction of Swiss Term Premia to Monetary Policy Surprises," University of St. Gallen Department of Economics working paper series 2009 2009-33, Department of Economics, University of St. Gallen.
  6. Paul Söderlind, 2008. "Why Disagreement May Not Matter (much) for Asset Prices," University of St. Gallen Department of Economics working paper series 2008 2008-11, Department of Economics, University of St. Gallen.
  7. Paul Söderlind, 2008. "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," University of St. Gallen Department of Economics working paper series 2008 2008-12, Department of Economics, University of St. Gallen.
  8. Angelo Ranaldo & Paul Söderlind, 2007. "Safe Haven Currencies," University of St. Gallen Department of Economics working paper series 2007 2007-22, Department of Economics, University of St. Gallen.
  9. Paul Söderlind, 2007. "Predicting Stock Price Movements: Regressions versus Economists," University of St. Gallen Department of Economics working paper series 2007 2007-23, Department of Economics, University of St. Gallen.
  10. Paul Söderlind, 2006. "C-CAPM Refinements and the Cross-Section of Returns," University of St. Gallen Department of Economics working paper series 2006 2006-07, Department of Economics, University of St. Gallen.
  11. Paul Söderlind, 2006. "Monetary Policy Effects on Financial Risk Premia," University of St. Gallen Department of Economics working paper series 2006 2006-26, Department of Economics, University of St. Gallen.
  12. Söderlind, Paul, 2005. "C-CAPM Without Ex Post Data," CEPR Discussion Papers 5407, C.E.P.R. Discussion Papers.
  13. Söderlind, Paul & Söderström, Ulf & Vredin, Anders, 2003. "Taylor Rules and the Predictability of Interest Rates," Working Paper Series 147, Sveriges Riksbank (Central Bank of Sweden).
  14. Söderlind, Paul, 2003. "C-CAPM and the Cross-Section of Sharpe Ratios," SIFR Research Report Series 18, Institute for Financial Research.
  15. Giordani, Paolo & Söderlind, Paul, 2002. "Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions," Working Paper Series in Economics and Finance 499, Stockholm School of Economics, revised 15 May 2003.
  16. Söderström, Ulf & Söderlind, Paul & Vredin, Anders, 2002. "New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts," Working Paper Series in Economics and Finance 511, Stockholm School of Economics, revised 15 Aug 2003.
  17. Giordani, Paolo & Söderlind, Paul, 2002. "Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel," Working Paper Series in Economics and Finance 519, Stockholm School of Economics, revised 15 Aug 2003.
  18. Söderström, Ulf & Söderlind, Paul & Vredin, Anders, 2002. "Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts?," Working Paper Series 140, Sveriges Riksbank (Central Bank of Sweden).
  19. Söderlind, Paul, 2001. "What if the Fed Had Been an Inflation Nutter?," Working Paper Series in Economics and Finance 0443, Stockholm School of Economics.
  20. Söderlind, Paul, 2001. "Monetary Policy and Bond Option Pricing in an Analytical RBC Model," Working Paper Series in Economics and Finance 0447, Stockholm School of Economics, revised 24 Aug 2001.
  21. Söderlind, Paul, 2000. "Inflation Forecast Uncertainty," CEPR Discussion Papers 2499, C.E.P.R. Discussion Papers.
  22. Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 1999. "Performance and Characteristics of Swedish Mutual Funds," Working Paper Series in Economics and Finance 312, Stockholm School of Economics, revised 25 Nov 1999.
  23. Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 1999. "Performance and Characteristics of Swedish Mutual Funds 1993-97," CEPR Discussion Papers 2166, C.E.P.R. Discussion Papers.
  24. Söderlind, Paul, 1998. "Extracting Expectations about 1992 UK Monetary Policy from Option Prices," CEPR Discussion Papers 1823, C.E.P.R. Discussion Papers.
  25. Söderlind, Paul, 1998. "Solution and Estimation of RE Macromodels with Optimal Policy," Working Paper Series in Economics and Finance 256, Stockholm School of Economics.
  26. Söderlind, Paul & Svensson, Lars E O, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," CEPR Discussion Papers 1556, C.E.P.R. Discussion Papers.
  27. Dahlquist, Magnus & Söderlind, Paul, 1997. "Evaluating Portfolio Performance with Stochastic Discount Factors," CEPR Discussion Papers 1663, C.E.P.R. Discussion Papers.
  28. Söderlind, Paul, 1997. "Market Expectations in the UK Before and After the ERM Crisis," Working Paper Series in Economics and Finance 210, Stockholm School of Economics, revised 01 Sep 1998.
  29. Söderlind, Paul, 1997. "Monetary Policy and the Fisher Effect," CEPR Discussion Papers 1610, C.E.P.R. Discussion Papers.
  30. Söderlind, Paul & Vredin, Anders, 1995. "Applied Cointegration Analysis in the Mirror of Macroeconomic Theory," CEPR Discussion Papers 1120, C.E.P.R. Discussion Papers.
  31. Söderlind, Paul, 1995. "Forward Interest Rates as Indicators of Inflation Expectations," CEPR Discussion Papers 1313, C.E.P.R. Discussion Papers.
  32. John Hassler & Petter Lundvik & Torsten Persson & Paul Soderlind, 1992. "The Swedish business cycle: stylized facts over 130 years," Discussion Paper / Institute for Empirical Macroeconomics 63, Federal Reserve Bank of Minneapolis.
  33. Lindbecg, H. Soderlind, P., 1992. "Target Zone Models and the Intervention Policy; The Swedish Case," Papers 496, Stockholm - International Economic Studies.
  34. Lindberg, H. & Svensson, L.E. & Soderlind, P., 1991. "Devaluation Expectations: the Swedish Krona 1982-1991," Papers 495, Stockholm - International Economic Studies.
  35. Lindberg, H. & Soderlind, P., 1991. "Testing the Basic Target Zone Model on Swedish Data," Papers 488, Stockholm - International Economic Studies.
  36. Soderlind, P., 1990. "The Swedish Tax Reform From An Intertemporal Perspective," Papers 465, Stockholm - International Economic Studies.

Articles

  1. Paul Söderlind, 2011. "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," International Journal of Central Banking, International Journal of Central Banking, vol. 7(2), pages 113-133, June.
  2. Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011. "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(04), pages 1107-1125, September.
  3. Angelo Ranaldo & Paul Söderlind, 2010. "Safe Haven Currencies," Review of Finance, European Finance Association, vol. 14(3), pages 385-407.
  4. Paul Söderlind, 2010. "Reaction of Swiss Term Premia to Monetary Policy Surprises," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 385-404, March.
  5. Paul Soderlind, 2010. "Predicting stock price movements: regressions versus economists," Applied Economics Letters, Taylor & Francis Journals, vol. 17(9), pages 869-874.
  6. Angelo Ranaldo & Paul Söderlind, 2009. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 23(4), pages 333-334, December.
  7. Thomas Jordan & Angelo Ranaldo & Paul Söderlind, 2009. "The implementation of SNB monetary policy," Financial Markets and Portfolio Management, Springer, vol. 23(4), pages 349-359, December.
  8. Paul Soderlind, 2009. "An extended Stein's lemma for asset pricing," Applied Economics Letters, Taylor & Francis Journals, vol. 16(10), pages 1005-1008.
  9. Söderlind, Paul, 2009. "Why disagreement may not matter (much) for asset prices," Finance Research Letters, Elsevier, vol. 6(2), pages 73-82, June.
  10. Söderlind, Paul, 2009. "The C-CAPM without ex post data," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 721-729, December.
  11. Marten Palme & Annika Sundén & Paul Söderlind, 2007. "How Do Individual Accounts Work in the Swedish Pension System?," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 636-646, 04-05.
  12. Paul Söderlind, 2006. "C-CAPM Refinements and the Cross-Section of Returns," Financial Markets and Portfolio Management, Springer, vol. 20(1), pages 49-73, April.
  13. Giordani, Paolo & Soderlind, Paul, 2006. "Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 30(6), pages 1027-1043, June.
  14. Paul Soderlind, 2006. "Prediction of stock returns (in Russian)," Quantile, Quantile, issue 1, pages 27-38, September.
  15. Ulf Söderström & Paul Söderlind & Anders Vredin, 2005. "New-Keynesian Models and Monetary Policy: A Re-examination of the Stylized Facts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 107(3), pages 521-546, 09.
  16. Paul Soderlind, 2004. "What if the Fed had been an inflation nutter?," Applied Economics, Taylor & Francis Journals, vol. 36(13), pages 1471-1473.
  17. Giordani, Paolo & Soderlind, Paul, 2004. "Solution of macromodels with Hansen-Sargent robust policies: some extensions," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2367-2397, December.
  18. Soderlind, Paul, 2003. "Monetary policy and bond option pricing in an analytical RBC model," Journal of Economics and Business, Elsevier, vol. 55(4), pages 321-330.
  19. Giordani, Paolo & Soderlind, Paul, 2003. "Inflation forecast uncertainty," European Economic Review, Elsevier, vol. 47(6), pages 1037-1059, December.
  20. Soderlind, Paul, 2001. "Monetary policy and the Fisher effect," Journal of Policy Modeling, Elsevier, vol. 23(5), pages 491-495, July.
  21. Soderlind, Paul, 2000. "Market Expectations in the UK before and after the ERM Crisis," Economica, London School of Economics and Political Science, vol. 67(265), pages 1-18, February.
  22. Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 2000. "Performance and Characteristics of Swedish Mutual Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(03), pages 409-423, September.
  23. Dahlquist, Magnus & Soderlind, Paul, 1999. "Evaluating Portfolio Performance with Stochastic Discount Factors," The Journal of Business, University of Chicago Press, vol. 72(3), pages 347-83, July.
  24. Soderlind, Paul, 1999. "Solution and estimation of RE macromodels with optimal policy," European Economic Review, Elsevier, vol. 43(4-6), pages 813-823, April.
  25. Soderlind, Paul, 1998. " Nominal Interest Rates as Indicators of Inflation Expectations," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(2), pages 457-72, June.
  26. Soderlind, Paul & Svensson, Lars, 1997. "New techniques to extract market expectations from financial instruments," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 383-429, October.
  27. Soderlind, Paul & Vredin, Anders, 1996. "Applied Cointegration Analysis in the Mirror of Macroeconomic Theory," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(4), pages 363-81, July-Aug..
  28. Lindberg, Hans & Soderlind, Paul, 1994. " Intervention Policy and Mean Reversion in Exchange Rate Target Zones: The Swedish Case," Scandinavian Journal of Economics, Wiley Blackwell, vol. 96(4), pages 499-513.
  29. Soderlind, Paul, 1994. "Cyclical Properties of a Real Business Cycle Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(S), pages S113-22, Suppl. De.
  30. Soderlind, Paul, 1994. "International Spillovers in an Endogenous Growth Model," Empirical Economics, Springer, vol. 19(3), pages 501-15.
  31. Lindberg, Hans & Soderlind, Paul, 1994. "Testing the basic target zone model on Swedish data 1982-1990," European Economic Review, Elsevier, vol. 38(7), pages 1441-1469, August.
  32. Lindberg, Hans & Soderlind, Paul & Svensson, Lars E O, 1993. "Devaluation Expectations: The Swedish Krona 1985-92," Economic Journal, Royal Economic Society, vol. 103(420), pages 1170-79, September.

NEP Fields

30 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (9) 2002-09-28 2006-11-18 2007-07-20 2008-06-27 2009-04-25 2009-04-25 2009-05-02 2010-01-10 2013-10-05. Author is listed
  2. NEP-CFN: Corporate Finance (3) 2003-05-15 2003-12-14 2004-02-29
  3. NEP-DGE: Dynamic General Equilibrium (3) 1998-09-14 2002-05-14 2008-06-13
  4. NEP-ECM: Econometrics (2) 1998-09-14 2000-06-12
  5. NEP-EEC: European Economics (1) 1999-03-29
  6. NEP-ETS: Econometric Time Series (1) 2000-06-12
  7. NEP-FIN: Finance (8) 2003-05-15 2003-07-13 2003-12-14 2004-02-29 2006-01-24 2006-01-24 2006-04-01 2006-10-14. Author is listed
  8. NEP-FMK: Financial Markets (5) 2003-12-14 2004-02-29 2006-04-01 2006-10-14 2009-05-02. Author is listed
  9. NEP-FOR: Forecasting (1) 2007-07-20
  10. NEP-IFN: International Finance (2) 1999-03-29 2007-07-20
  11. NEP-MAC: Macroeconomics (9) 2006-01-24 2006-04-01 2006-10-14 2006-11-18 2008-06-13 2008-06-27 2009-04-25 2009-05-02 2010-01-10. Author is listed
  12. NEP-MON: Monetary Economics (14) 1999-03-29 2000-06-12 2001-05-16 2002-09-28 2003-05-15 2003-07-13 2006-11-18 2007-07-20 2008-06-27 2009-04-25 2009-04-25 2009-05-02 2010-01-10 2013-10-05. Author is listed
  13. NEP-MST: Market Microstructure (3) 2007-07-20 2009-04-25 2013-10-05
  14. NEP-PKE: Post Keynesian Economics (1) 1999-03-08
  15. NEP-RMG: Risk Management (4) 2004-02-29 2006-04-01 2007-07-20 2009-05-02
  16. NEP-UPT: Utility Models & Prospect Theory (1) 2008-06-13

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
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  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Discounted by Citation Age
  9. Number of Citations, Weighted by Simple Impact Factor
  10. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Recursive Impact Factor
  12. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors
  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
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  22. Wu-Index

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