Access Statistics for Roland Füss

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Behavioral Explanation to Spatial Dependencies in Commercial Real Estate Asset Prices 0 0 1 21 0 4 7 51
An Equilibrium Model of German Real Office Rents Using Panel Cointegration Analysis 0 0 0 8 0 2 5 27
Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance 0 0 0 45 1 5 13 110
Best Land Use with Negative Externalities: Determining Land Values from Residential Rents 0 0 1 34 0 4 18 110
Capitalizing on Partisan Politics: Expected Government Partisanship and Sector-Specific Redistribution in Germany 0 0 0 20 2 5 8 29
Corporate Transparency and Bond Liquidity 0 0 0 32 1 3 12 147
Do Local Governments Tax Homeowner Communities Differently? 0 0 0 38 0 3 20 55
Do Local Governments Tax Homeowner Communities Differently? 0 0 0 11 0 2 7 32
Do local governments tax homeowner communities differently? 0 0 0 25 1 4 23 61
Does the Top Executive Influence the Performance of US Real Estate Investment Trusts? 0 0 0 2 0 2 6 21
Efficient Land Use with Congestion: Determining Land Values from Residential Rents 0 0 0 4 0 1 3 15
Electricity Derivatives Pricing with Forward-Looking Information 1 1 1 53 2 4 19 156
Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach 0 0 2 64 2 8 28 193
Electricity Spot and Derivatives Pricing when Markets are Interconnected 0 0 3 35 0 4 18 113
Homeowner Effect and Strategic Interaction in Local Property Taxation 0 0 0 10 0 2 6 50
Local House Price Comovements 0 0 0 11 0 2 5 37
Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation 0 1 1 80 1 7 17 191
Office Market Interconnectedness and Systemic Risk Exposure 0 0 1 27 1 7 20 62
Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets 0 0 0 46 1 3 18 106
Risk Factors in Private Commercial Real Estate 0 0 1 59 0 2 9 193
Scattered Trust - Did the 2007-08 financial crisis change risk perceptions? 0 0 0 160 0 2 7 321
Sentiment Risk Premia In The Cross-Section of Global Equity 0 0 0 63 2 14 34 147
Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns 0 1 4 94 1 5 17 156
Should Investors Care Where Private Equity Managers Went To School? 0 0 2 60 0 4 25 217
Something in the Air: Information Density, News Surprises, and Price Jumps 0 0 0 17 0 5 10 175
Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach 0 0 0 117 2 4 11 390
Testing the predictability and efficiency of securitized real estate markets 0 0 0 91 2 4 9 247
The Economic Drivers of Differences in House Price Inflation Rates across MSAs 0 1 1 63 0 5 13 139
The Role of Spatial and Temporal Structure for Residential Rent Predictions 0 0 0 47 0 1 13 100
The sources of risk spillovers among US REITs: Asset similarities and regional proximity 0 0 0 8 0 1 7 44
WHAT DRIVES CEOS TO TAKE ON MORE RISK? SOME EVIDENCE FROM THE LABORATORY OF REITS 0 0 0 10 0 4 6 34
Winning a Deal in Private Equity: Do Educational Networks Matter? 0 0 0 20 1 8 19 106
Total Working Papers 1 4 18 1,375 20 131 433 3,835


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Regime-Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors 0 0 0 27 0 1 5 65
A jackknife-type estimator for portfolio revision 0 0 0 8 1 2 8 83
Are correlations constant? Empirical and theoretical results on popular correlation models in finance 0 0 1 11 2 8 25 126
Bank systemic risk exposure and office market interconnectedness 0 0 1 3 1 4 15 39
COVID-19’s impact on real estate markets: review and outlook 0 0 1 25 3 9 26 157
Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany 0 0 0 30 1 4 10 218
Capitalizing on Partisan Politics? The Political Economy of Sector‐Specific Redistribution in Germany 1 2 2 5 1 7 12 31
Changing Risk Perception and the Time-Varying Price of Risk 0 0 7 394 0 0 15 477
Determinants of Liquidity (Re)Allocation and the Decision to Cross‐List or Cross‐Delist 0 0 0 5 0 2 5 27
Determining Land Values from Residential Rents 0 1 2 3 0 4 20 45
Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process 0 0 0 20 0 0 11 120
Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio 0 0 2 20 0 0 12 106
Electricity derivatives pricing with forward-looking information 0 0 0 13 1 5 10 115
Excess return sources of active property management: a case study 0 0 1 4 1 5 8 39
Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets 0 0 0 116 1 1 4 352
Financial crises, price discovery, and information transmission: a high-frequency perspective 0 0 1 10 0 1 5 53
Information precision and return co-movements in private commercial real estate markets 0 0 1 6 1 6 25 47
Investment choice and performance potential in the mutual fund industry 0 0 0 3 1 3 11 23
Local house price comovements 0 1 1 4 2 6 14 34
Macroeconomic determinants of international housing markets 2 11 32 1,084 9 34 115 2,560
Modeling the multivariate dynamic dependence structure of commodity futures portfolios 0 1 1 7 2 10 21 56
Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election 0 0 0 67 1 2 14 332
Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States 0 0 1 44 0 0 11 162
Something in the air: Information density, news surprises, and price jumps 0 0 0 9 2 6 11 104
Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets 0 1 1 39 0 2 6 98
Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach 0 0 0 51 1 3 7 168
The Predictability of House Prices: "Human Against Machine" 0 0 4 32 0 7 30 128
The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices 0 0 0 17 1 3 10 157
The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity 0 0 0 16 0 1 16 99
The cross-over effect of irrational sentiments in housing, commercial property, and stock markets 0 0 0 16 1 5 11 94
The economic drivers of differences in house price inflation rates across MSAs 0 1 3 27 0 2 16 152
The nature of listed real estate companies: property or equity market? 0 0 0 188 1 4 13 483
The predictive power of value-at-risk models in commodity futures markets 0 0 1 2 1 4 11 20
The role of spatial and temporal structure for residential rent predictions 0 0 0 9 1 4 12 58
The tactical and strategic value of hedge fund strategies: a cointegration approach 0 0 1 120 1 3 12 252
Valuation effects of termination of cross-listings 0 0 0 0 0 1 7 198
What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs 0 0 0 0 0 2 5 104
Winning a deal in private equity: Do educational ties matter? 0 0 1 14 1 7 21 70
Total Journal Articles 3 18 65 2,449 38 168 590 7,452


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Electricity Market Coupling in Europe: Status Quo and Future Challenges 0 0 0 5 0 3 9 30
Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regression 0 0 0 0 0 3 6 12
Total Chapters 0 0 0 5 0 6 15 42


Statistics updated 2026-06-04