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Roland Füss

This is information that was supplied by Roland Füss in registering through RePEc. If you are Roland Füss , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Roland
Middle Name:
Last Name:Füss
RePEc Short-ID:pfs2
Swiss Institute of Banking and Finance University of St.Gallen Rosenbergstrasse 52 9000 St. Gallen Switzerland
+41 (0)71 224 7055
Sankt Gallen, Switzerland

: +41 71 243 40 11
+41 71 243 40 40

RePEc:edi:cfisgch (more details at EDIRC)
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  1. Adams, Zeno & Fuess, Roland & Glueck, Thorsten, 2016. "Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance," Working Papers on Finance 1613, University of St. Gallen, School of Finance.
  2. Fuess, Roland & Koller, Jan, 2015. "The Role of Spatial and Temporal Structure for Residential Rent Predictions," Working Papers on Finance 1523, University of St. Gallen, School of Finance.
  3. Fuess, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2015. "Something in the Air: Information Density, News Surprises, and Price Jumps," Working Papers on Finance 1517, University of St. Gallen, School of Finance.
  4. Mahringer, Steffen & Fuess, Roland & Prokopczuk, Marcel, 2015. "Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach," Working Papers on Finance 1512, University of St. Gallen, School of Finance.
  5. Aepli, Matthias D. & Frauendorfer, Karl & Fuess, Roland & Paraschiv, Florentina, 2015. "Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation," Working Papers on Finance 1513, University of St. Gallen, School of Finance.
  6. Fuess, Roland & Zietz, Joachim, 2015. "The Economic Drivers of Differences in House Price Inflation Rates across MSAs," Working Papers on Finance 1526, University of St. Gallen, School of Finance.
  7. Fuess, Roland & Ruf, Daniel, 2015. "Learning Externalities in Opaque Asset Markets: Evidence from International Commercial Real Estate," Working Papers on Finance 1520, University of St. Gallen, School of Finance, revised Jan 2016.
  8. Fecht, Falko & Füss, Roland & Rindler, Philipp B., 2014. "Corporate Transparency and Bond Liquidity," Working Papers on Finance 1404, University of St. Gallen, School of Finance.
  9. Adams, Zeno & Füss, Roland & Gropp, Reint, 2013. "Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach," SAFE Working Paper Series 20, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  10. Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2013. "Electricity Spot and Derivatives Pricing when Markets are Interconnected," Working Papers on Finance 1323, University of St. Gallen, School of Finance.
  11. Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2013. "Electricity Derivatives Pricing with Forward-Looking Information," Working Papers on Finance 1317, University of St. Gallen, School of Finance.
  12. Roland Füss Zeno Adams & Felix Schindler, 2012. "The sources of risk spillovers among US REITs: Asset similarities and regional proximity," ERES eres2012_140, European Real Estate Society (ERES).
  13. Füss, Roland & Gehrig, Thomas & Rindler, Philipp B, 2011. "Scattered Trust - Did the 2007-08 financial crisis change risk perceptions?," CEPR Discussion Papers 8714, C.E.P.R. Discussion Papers.
  14. Roland Füss & Nico Rottke & Joachim Zietz, 2010. "What Drives Ceos To Take On More Risk? Some Evidence From The Laboratory Of Reits," ERES eres2010_059, European Real Estate Society (ERES).
  15. Roland Füss & Zeno Adams, 2009. "An Equilibrium Model of German Real Office Rents Using Panel Cointegration Analysis," ERES eres2009_277, European Real Estate Society (ERES).
  16. Nico Rottke & Roland Füss, 2009. "Does the Top Executive Influence the Performance of US Real Estate Investment Trusts?," ERES eres2009_228, European Real Estate Society (ERES).
  17. Schindler, Felix & Rottke, Nico & Füss, Roland, 2009. "Testing the predictability and efficiency of securitized real estate markets," ZEW Discussion Papers 09-054, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    repec:arz:wpaper:eres2010-059 is not listed on IDEAS
    repec:arz:wpaper:eres2009-277 is not listed on IDEAS
  18. Roland FÜSS & Michael M. BECHTEL, . "Capitalizing on Partisan Politics: Expected Government Partisanship and Sector-Specific Redistribution in Germany," EcoMod2008 23800040, EcoMod.
  1. Füss, Roland & Koller, Jan A., 2016. "The role of spatial and temporal structure for residential rent predictions," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1352-1368.
  2. Roland Füss & Thomas Gehrig & Philipp B. Rindler, 2016. "Changing Risk Perception and the Time-Varying Price of Risk," Review of Finance, European Finance Association, vol. 20(4), pages 1549-1585.
  3. Füss, Roland & Zietz, Joachim, 2016. "The economic drivers of differences in house price inflation rates across MSAs," Journal of Housing Economics, Elsevier, vol. 31(C), pages 35-53.
  4. Zeno Adams & Roland Füss & Felix Schindler, 2015. "The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(1), pages 67-100, 03.
  5. Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2015. "Electricity derivatives pricing with forward-looking information," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 34-57.
  6. Füss, Roland & Miebs, Felix & Trübenbach, Fabian, 2014. "A jackknife-type estimator for portfolio revision," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 14-28.
  7. Adams, Zeno & Füss, Roland & Gropp, Reint, 2014. "Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(03), pages 575-598, June.
  8. Füss, Roland & Hommel, Urich & Plagge, Jan-Carl, 2014. "Valuation effects of termination of cross-listings," Journal of Financial Perspectives, EY Global FS Institute, vol. 2(1), pages 177-193.
  9. Bing Zhu & Roland Füss & Nico B. Rottke, 2013. "Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 41(1), pages 29-64, 03.
  10. Zeno Adams & Roland Füss, 2012. "Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process," The Journal of Real Estate Finance and Economics, Springer, vol. 44(4), pages 570-590, May.
  11. Roland Füss & Michael Stein & Joachim Zietz, 2012. "A Regime-Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(2), pages 317-350, 06.
  12. Roland Füss & Denis Schweizer, 2012. "Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States," Review of Quantitative Finance and Accounting, Springer, vol. 38(3), pages 391-410, April.
  13. Bing Zhu & Roland Füss & Nico Rottke, 2011. "The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 542-565, May.
  14. Roland Füss & Nico Rottke & Joachim Zietz, 2011. "What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs," Journal of Applied Corporate Finance, Morgan Stanley, vol. 23(1), pages 92-105, 01.
  15. Roland Füss & Felix Schindler, 2011. "Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 12(2), pages 170-191, 05.
  16. Michael M. Bechtel & Roland Füss, 2010. "Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 203-235, 03.
  17. Adams, Zeno & Füss, Roland, 2010. "Macroeconomic determinants of international housing markets," Journal of Housing Economics, Elsevier, vol. 19(1), pages 38-50, March.
  18. Jaroslaw Morawski & Heinz Rehkugler & Roland Füss, 2008. "The nature of listed real estate companies: property or equity market?," Financial Markets and Portfolio Management, Springer, vol. 22(2), pages 101-126, June.
  19. Roland Füss & Michael Bechtel, 2008. "Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election," Public Choice, Springer, vol. 135(3), pages 131-150, June.
  20. Roland Füss & Dieter Kaiser, 2007. "The tactical and strategic value of hedge fund strategies: a cointegration approach," Financial Markets and Portfolio Management, Springer, vol. 21(4), pages 425-444, December.
  21. Roland Füss, 2005. "Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets," Economic Change and Restructuring, Springer, vol. 38(1), pages 37-62, 03.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban & Real Estate Economics (5) 2009-10-10 2015-10-04 2015-11-21 2016-01-18 2016-01-29. Author is listed
  2. NEP-ENE: Energy Economics (2) 2013-10-18 2015-09-05
  3. NEP-ETS: Econometric Time Series (2) 2015-08-30 2016-07-09
  4. NEP-FOR: Forecasting (2) 2015-08-30 2015-11-21
  5. NEP-GEO: Economic Geography (2) 2015-10-04 2015-11-21
  6. NEP-GER: German Papers (2) 2015-08-30 2015-08-30
  7. NEP-MAC: Macroeconomics (2) 2016-01-18 2016-01-29
  8. NEP-RMG: Risk Management (2) 2014-01-17 2016-07-09
  9. NEP-BAN: Banking (1) 2014-01-17
  10. NEP-CFN: Corporate Finance (1) 2014-01-17
  11. NEP-CSE: Economics of Strategic Management (1) 2015-10-04
  12. NEP-ECM: Econometrics (1) 2015-08-30
  13. NEP-IFN: International Finance (1) 2015-10-04
  14. NEP-MST: Market Microstructure (1) 2015-08-30
  15. NEP-POL: Positive Political Economics (1) 2014-10-13
  16. NEP-REG: Regulation (1) 2013-10-18
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