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Roland Füss

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Personal Details

First Name:Roland
Middle Name:
Last Name:Füss
RePEc Short-ID:pfs2
Postal Address:Swiss Institute of Banking and Finance University of St.Gallen Rosenbergstrasse 52 9000 St. Gallen Switzerland
Phone:+41 (0)71 224 7055
Location: Sankt Gallen, Switzerland
Phone: +41 71 243 40 11
Fax: +41 71 243 40 40
Handle: RePEc:edi:cfisgch (more details at EDIRC)
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  1. 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.
  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. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  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. R.Füss Zeno Adams & F. Schindler, 2012. "The sources of risk spillovers among US REITs: Asset similarities and regional proximity," ERES eres2012_140, European Real Estate Society (ERES).
  12. 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.
  13. R. Füss & N. Rottke & J. 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).
  14. N. Rottke & R. Füss, 2009. "Does the Top Executive Influence the Performance of US Real Estate Investment Trusts?," ERES eres2009_228, European Real Estate Society (ERES).
  15. 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.
  16. R. Füss & Z. Adams, 2009. "An Equilibrium Model of German Real Office Rents Using Panel Cointegration Analysis," ERES eres2009_277, European Real Estate Society (ERES).
  17. Roland FÜSS & Michael M. BECHTEL, . "Capitalizing on Partisan Politics: Expected Government Partisanship and Sector-Specific Redistribution in Germany," EcoMod2008 23800040, EcoMod.
  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Adams, Zeno & Füss, Roland, 2010. "Macroeconomic determinants of international housing markets," Journal of Housing Economics, Elsevier, vol. 19(1), pages 38-50, March.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2014-01-17
  2. NEP-CFN: Corporate Finance (1) 2014-01-17
  3. NEP-CSE: Economics of Strategic Management (1) 2015-10-04
  4. NEP-ECM: Econometrics (1) 2015-08-30
  5. NEP-ENE: Energy Economics (2) 2013-10-18 2015-09-05
  6. NEP-ETS: Econometric Time Series (1) 2015-08-30
  7. NEP-FOR: Forecasting (2) 2015-08-30 2015-11-21
  8. NEP-GEO: Economic Geography (2) 2015-10-04 2015-11-21
  9. NEP-GER: German Papers (2) 2015-08-30 2015-08-30
  10. NEP-IFN: International Finance (1) 2015-10-04
  11. NEP-MAC: Macroeconomics (1) 2016-01-18
  12. NEP-MST: Market Microstructure (1) 2015-08-30
  13. NEP-POL: Positive Political Economics (1) 2014-10-13
  14. NEP-REG: Regulation (1) 2013-10-18
  15. NEP-RMG: Risk Management (1) 2014-01-17
  16. NEP-URE: Urban & Real Estate Economics (4) 2009-10-10 2015-10-04 2015-11-21 2016-01-18. Author is listed

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