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 0 20 0 0 1 44
An Equilibrium Model of German Real Office Rents Using Panel Cointegration Analysis 0 0 0 8 0 0 0 22
Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance 0 0 1 45 0 0 3 97
Best Land Use with Negative Externalities: Determining Land Values from Residential Rents 0 1 1 33 0 1 2 92
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 1 32 0 1 6 135
Do Local Governments Tax Homeowner Communities Differently? 0 0 0 11 0 0 0 25
Do Local Governments Tax Homeowner Communities Differently? 0 0 0 38 0 0 4 35
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 0 0 0 15
Efficient Land Use with Congestion: Determining Land Values from Residential Rents 0 0 0 4 0 0 0 12
Electricity Derivatives Pricing with Forward-Looking Information 0 1 1 52 2 3 4 139
Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach 1 1 2 63 3 3 9 168
Electricity Spot and Derivatives Pricing when Markets are Interconnected 0 0 1 32 0 0 4 95
Homeowner Effect and Strategic Interaction in Local Property Taxation 0 0 0 10 0 0 2 44
Local House Price Comovements 0 0 0 11 0 0 2 32
Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation 0 0 0 79 0 2 5 174
Office Market Interconnectedness and Systemic Risk Exposure 0 0 0 26 0 0 1 42
Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets 0 0 0 46 0 0 3 88
Risk Factors in Private Commercial Real Estate 0 0 0 58 0 0 0 184
Scattered Trust - Did the 2007-08 financial crisis change risk perceptions? 0 0 0 160 0 0 0 314
Sentiment Risk Premia In The Cross-Section of Global Equity 0 0 2 63 0 1 10 113
Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns 0 0 0 90 0 0 3 139
Should Investors Care Where Private Equity Managers Went To School? 1 1 3 59 1 2 12 193
Something in the Air: Information Density, News Surprises, and Price Jumps 0 0 0 17 0 0 4 165
Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach 0 0 2 117 1 3 9 380
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 0 0 3 126
The Role of Spatial and Temporal Structure for Residential Rent Predictions 0 0 0 47 0 1 5 87
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 0 0 3 87
Total Working Papers 2 4 15 1,359 7 17 96 3,409


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 3 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 1 10 2 3 7 103
Bank systemic risk exposure and office market interconnectedness 0 0 1 2 0 0 4 24
COVID-19’s impact on real estate markets: review and outlook 0 0 0 24 1 4 12 132
Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany 0 0 0 30 0 1 1 208
Capitalizing on Partisan Politics? The Political Economy of Sector‐Specific Redistribution in Germany 0 1 1 3 0 4 7 19
Changing Risk Perception and the Time-Varying Price of Risk 3 7 12 390 3 7 12 465
Determinants of Liquidity (Re)Allocation and the Decision to Cross‐List or Cross‐Delist 0 0 0 5 0 1 2 22
Determining Land Values from Residential Rents 0 0 0 1 0 0 2 25
Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process 0 0 1 20 1 1 6 110
Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio 1 1 1 19 1 1 4 95
Electricity derivatives pricing with forward-looking information 0 0 0 13 2 2 5 107
Excess return sources of active property management: a case study 0 0 0 3 1 1 1 32
Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets 0 0 1 116 0 0 2 348
Financial crises, price discovery, and information transmission: a high-frequency perspective 0 0 1 9 0 0 2 48
Information precision and return co-movements in private commercial real estate markets 0 0 0 5 0 0 4 22
Investment choice and performance potential in the mutual fund industry 0 0 0 3 0 0 2 12
Local house price comovements 0 0 0 3 0 0 0 20
Macroeconomic determinants of international housing markets 4 9 48 1,056 13 41 115 2,458
Modeling the multivariate dynamic dependence structure of commodity futures portfolios 0 1 1 6 0 1 4 35
Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election 0 1 2 67 3 4 7 321
Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States 0 0 0 43 0 0 3 151
Something in the air: Information density, news surprises, and price jumps 0 0 0 9 1 1 1 94
Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets 0 0 0 38 0 0 0 92
Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach 0 0 1 51 1 1 2 162
The Predictability of House Prices: "Human Against Machine" 0 0 1 28 0 1 13 98
The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices 0 0 0 17 0 0 0 147
The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity 0 0 0 16 0 0 2 83
The cross-over effect of irrational sentiments in housing, commercial property, and stock markets 0 0 0 16 0 2 3 83
The economic drivers of differences in house price inflation rates across MSAs 0 0 2 24 1 1 4 137
The nature of listed real estate companies: property or equity market? 0 0 0 188 0 1 4 470
The predictive power of value-at-risk models in commodity futures markets 0 0 0 1 1 2 3 10
The role of spatial and temporal structure for residential rent predictions 0 0 0 9 0 0 1 46
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 0 0 0 191
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 0 0 13 3 4 7 52
Total Journal Articles 8 20 75 2,392 34 84 249 6,896


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 1 3 22
Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regression 0 0 0 0 0 0 0 6
Total Chapters 0 0 0 5 1 1 3 28


Statistics updated 2025-07-04