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 0 3 47
An Equilibrium Model of German Real Office Rents Using Panel Cointegration Analysis 0 0 0 8 0 1 3 25
Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance 0 0 0 45 1 7 8 105
Best Land Use with Negative Externalities: Determining Land Values from Residential Rents 0 0 2 34 4 12 15 106
Capitalizing on Partisan Politics: Expected Government Partisanship and Sector-Specific Redistribution in Germany 0 0 0 20 1 3 3 24
Corporate Transparency and Bond Liquidity 0 0 0 32 0 7 12 144
Do Local Governments Tax Homeowner Communities Differently? 0 0 0 38 5 13 17 52
Do Local Governments Tax Homeowner Communities Differently? 0 0 0 11 0 2 5 30
Do local governments tax homeowner communities differently? 0 0 0 25 5 19 19 57
Does the Top Executive Influence the Performance of US Real Estate Investment Trusts? 0 0 0 2 2 3 4 19
Efficient Land Use with Congestion: Determining Land Values from Residential Rents 0 0 0 4 1 1 2 14
Electricity Derivatives Pricing with Forward-Looking Information 0 0 1 52 3 8 16 152
Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach 0 0 2 64 0 7 21 185
Electricity Spot and Derivatives Pricing when Markets are Interconnected 0 0 3 35 1 7 14 109
Homeowner Effect and Strategic Interaction in Local Property Taxation 0 0 0 10 0 3 4 48
Local House Price Comovements 0 0 0 11 0 2 3 35
Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation 0 0 0 79 2 7 13 184
Office Market Interconnectedness and Systemic Risk Exposure 0 0 1 27 1 12 13 55
Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets 0 0 0 46 0 13 15 103
Risk Factors in Private Commercial Real Estate 0 1 1 59 0 5 7 191
Scattered Trust - Did the 2007-08 financial crisis change risk perceptions? 0 0 0 160 0 4 5 319
Sentiment Risk Premia In The Cross-Section of Global Equity 0 0 0 63 5 17 23 133
Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns 1 1 3 93 2 6 12 151
Should Investors Care Where Private Equity Managers Went To School? 0 0 2 60 1 13 22 213
Something in the Air: Information Density, News Surprises, and Price Jumps 0 0 0 17 0 2 6 170
Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach 0 0 0 117 3 4 10 386
Testing the predictability and efficiency of securitized real estate markets 0 0 0 91 0 5 5 243
The Economic Drivers of Differences in House Price Inflation Rates across MSAs 0 0 0 62 1 5 8 134
The Role of Spatial and Temporal Structure for Residential Rent Predictions 0 0 0 47 5 9 15 99
The sources of risk spillovers among US REITs: Asset similarities and regional proximity 0 0 0 8 0 5 6 43
WHAT DRIVES CEOS TO TAKE ON MORE RISK? SOME EVIDENCE FROM THE LABORATORY OF REITS 0 0 0 10 0 2 2 30
Winning a Deal in Private Equity: Do Educational Networks Matter? 0 0 0 20 2 8 11 98
Total Working Papers 1 2 16 1,371 45 212 322 3,704


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 4 6 64
A jackknife-type estimator for portfolio revision 0 0 0 8 1 5 7 81
Are correlations constant? Empirical and theoretical results on popular correlation models in finance 1 1 1 11 2 12 18 118
Bank systemic risk exposure and office market interconnectedness 0 0 1 3 2 8 11 35
COVID-19’s impact on real estate markets: review and outlook 1 1 1 25 3 10 21 148
Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany 0 0 0 30 0 2 7 214
Capitalizing on Partisan Politics? The Political Economy of Sector‐Specific Redistribution in Germany 0 0 1 3 0 4 9 24
Changing Risk Perception and the Time-Varying Price of Risk 0 0 11 394 1 4 19 477
Determinants of Liquidity (Re)Allocation and the Decision to Cross‐List or Cross‐Delist 0 0 0 5 0 3 4 25
Determining Land Values from Residential Rents 0 0 1 2 2 15 17 41
Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process 0 0 0 20 0 4 12 120
Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio 0 1 2 20 2 9 12 106
Electricity derivatives pricing with forward-looking information 0 0 0 13 1 2 6 110
Excess return sources of active property management: a case study 1 1 1 4 1 1 3 34
Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets 0 0 0 116 0 1 3 351
Financial crises, price discovery, and information transmission: a high-frequency perspective 0 0 1 10 0 2 4 52
Information precision and return co-movements in private commercial real estate markets 0 1 1 6 0 13 19 41
Investment choice and performance potential in the mutual fund industry 0 0 0 3 1 6 8 20
Local house price comovements 0 0 0 3 1 5 8 28
Macroeconomic determinants of international housing markets 2 5 27 1,073 6 31 111 2,526
Modeling the multivariate dynamic dependence structure of commodity futures portfolios 0 0 1 6 2 9 14 46
Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election 0 0 1 67 0 6 14 330
Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States 1 1 1 44 3 9 12 162
Something in the air: Information density, news surprises, and price jumps 0 0 0 9 1 4 5 98
Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets 0 0 0 38 2 2 4 96
Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach 0 0 0 51 0 2 4 165
The Predictability of House Prices: "Human Against Machine" 0 0 4 32 6 10 24 121
The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices 0 0 0 17 1 4 7 154
The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity 0 0 0 16 0 6 15 98
The cross-over effect of irrational sentiments in housing, commercial property, and stock markets 0 0 0 16 1 4 9 89
The economic drivers of differences in house price inflation rates across MSAs 0 2 2 26 1 10 14 150
The nature of listed real estate companies: property or equity market? 0 0 0 188 0 5 10 479
The predictive power of value-at-risk models in commodity futures markets 0 0 1 2 1 4 8 16
The role of spatial and temporal structure for residential rent predictions 0 0 0 9 0 5 9 54
The tactical and strategic value of hedge fund strategies: a cointegration approach 1 1 1 120 3 8 9 249
Valuation effects of termination of cross-listings 0 0 0 0 1 3 6 197
What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs 0 0 0 0 2 3 3 102
Winning a deal in private equity: Do educational ties matter? 0 0 1 14 1 6 15 63
Total Journal Articles 7 14 61 2,431 48 241 487 7,284


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 1 5 6 27
Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regression 0 0 0 0 0 2 3 9
Total Chapters 0 0 0 5 1 7 9 36


Statistics updated 2026-03-04