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 1 1 21 0 1 1 45
An Equilibrium Model of German Real Office Rents Using Panel Cointegration Analysis 0 0 0 8 0 0 2 24
Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance 0 0 1 45 1 1 2 98
Best Land Use with Negative Externalities: Determining Land Values from Residential Rents 0 0 2 34 0 1 3 94
Capitalizing on Partisan Politics: Expected Government Partisanship and Sector-Specific Redistribution in Germany 0 0 0 20 0 0 0 21
Corporate Transparency and Bond Liquidity 0 0 0 32 0 0 4 136
Do Local Governments Tax Homeowner Communities Differently? 0 0 0 38 1 2 4 37
Do Local Governments Tax Homeowner Communities Differently? 0 0 0 11 1 2 2 27
Do local governments tax homeowner communities differently? 0 0 0 25 0 0 0 38
Does the Top Executive Influence the Performance of US Real Estate Investment Trusts? 0 0 0 2 1 1 1 16
Efficient Land Use with Congestion: Determining Land Values from Residential Rents 0 0 0 4 0 0 1 13
Electricity Derivatives Pricing with Forward-Looking Information 0 0 1 52 1 2 5 141
Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach 0 0 3 64 0 2 11 172
Electricity Spot and Derivatives Pricing when Markets are Interconnected 0 1 2 34 0 2 8 100
Homeowner Effect and Strategic Interaction in Local Property Taxation 0 0 0 10 0 0 1 44
Local House Price Comovements 0 0 0 11 0 0 1 32
Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation 0 0 0 79 0 2 5 176
Office Market Interconnectedness and Systemic Risk Exposure 0 0 0 26 0 0 0 42
Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets 0 0 0 46 0 0 2 89
Risk Factors in Private Commercial Real Estate 0 0 0 58 0 1 1 185
Scattered Trust - Did the 2007-08 financial crisis change risk perceptions? 0 0 0 160 0 1 1 315
Sentiment Risk Premia In The Cross-Section of Global Equity 0 0 1 63 0 0 6 114
Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns 1 1 1 91 1 4 6 143
Should Investors Care Where Private Equity Managers Went To School? 0 0 4 60 1 3 9 197
Something in the Air: Information Density, News Surprises, and Price Jumps 0 0 0 17 1 1 3 166
Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach 0 0 1 117 1 1 9 381
Testing the predictability and efficiency of securitized real estate markets 0 0 0 91 0 0 0 238
The Economic Drivers of Differences in House Price Inflation Rates across MSAs 0 0 0 62 1 1 4 128
The Role of Spatial and Temporal Structure for Residential Rent Predictions 0 0 0 47 0 0 5 88
The sources of risk spillovers among US REITs: Asset similarities and regional proximity 0 0 0 8 0 0 1 37
WHAT DRIVES CEOS TO TAKE ON MORE RISK? SOME EVIDENCE FROM THE LABORATORY OF REITS 0 0 0 10 0 0 0 28
Winning a Deal in Private Equity: Do Educational Networks Matter? 0 0 1 20 2 3 5 90
Total Working Papers 1 3 18 1,366 12 31 103 3,455


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 1 27 0 0 2 60
A jackknife-type estimator for portfolio revision 0 0 0 8 0 0 2 75
Are correlations constant? Empirical and theoretical results on popular correlation models in finance 0 0 0 10 0 2 6 105
Bank systemic risk exposure and office market interconnectedness 0 0 1 3 0 2 4 27
COVID-19’s impact on real estate markets: review and outlook 0 0 0 24 2 5 12 137
Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany 0 0 0 30 0 0 3 210
Capitalizing on Partisan Politics? The Political Economy of Sector‐Specific Redistribution in Germany 0 0 1 3 0 0 4 19
Changing Risk Perception and the Time-Varying Price of Risk 1 2 14 392 2 4 16 469
Determinants of Liquidity (Re)Allocation and the Decision to Cross‐List or Cross‐Delist 0 0 0 5 0 0 2 22
Determining Land Values from Residential Rents 1 1 1 2 1 1 3 26
Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process 0 0 1 20 1 1 6 111
Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio 0 0 1 19 0 0 3 95
Electricity derivatives pricing with forward-looking information 0 0 0 13 0 0 5 107
Excess return sources of active property management: a case study 0 0 0 3 0 0 1 32
Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets 0 0 0 116 1 1 1 349
Financial crises, price discovery, and information transmission: a high-frequency perspective 1 1 2 10 2 2 3 50
Information precision and return co-movements in private commercial real estate markets 0 0 0 5 1 2 5 25
Investment choice and performance potential in the mutual fund industry 0 0 0 3 1 2 3 14
Local house price comovements 0 0 0 3 1 2 2 22
Macroeconomic determinants of international housing markets 4 7 41 1,067 8 15 107 2,483
Modeling the multivariate dynamic dependence structure of commodity futures portfolios 0 0 1 6 0 0 5 36
Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election 0 0 2 67 1 1 8 323
Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States 0 0 0 43 0 0 3 152
Something in the air: Information density, news surprises, and price jumps 0 0 0 9 0 0 1 94
Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets 0 0 0 38 2 2 2 94
Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach 0 0 1 51 0 0 2 162
The Predictability of House Prices: "Human Against Machine" 2 2 4 31 4 7 15 107
The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices 0 0 0 17 0 0 1 148
The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity 0 0 0 16 2 6 8 89
The cross-over effect of irrational sentiments in housing, commercial property, and stock markets 0 0 0 16 1 2 5 85
The economic drivers of differences in house price inflation rates across MSAs 0 0 1 24 0 0 3 137
The nature of listed real estate companies: property or equity market? 0 0 0 188 4 4 5 474
The predictive power of value-at-risk models in commodity futures markets 0 1 1 2 0 1 4 12
The role of spatial and temporal structure for residential rent predictions 0 0 0 9 0 1 2 47
The tactical and strategic value of hedge fund strategies: a cointegration approach 0 0 0 119 0 0 0 240
Valuation effects of termination of cross-listings 0 0 0 0 1 1 1 192
What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs 0 0 0 0 0 0 2 99
Winning a deal in private equity: Do educational ties matter? 0 1 1 14 3 5 10 57
Total Journal Articles 9 15 74 2,413 38 69 267 6,986


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 0 2 22
Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regression 0 0 0 0 0 1 1 7
Total Chapters 0 0 0 5 0 1 3 29


Statistics updated 2025-11-08