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 2 2 3 47
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 0 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 1 1 5 137
Do Local Governments Tax Homeowner Communities Differently? 0 0 0 11 1 2 3 28
Do Local Governments Tax Homeowner Communities Differently? 0 0 0 38 2 3 6 39
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 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 3 5 8 144
Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach 0 0 3 64 6 7 17 178
Electricity Spot and Derivatives Pricing when Markets are Interconnected 1 2 3 35 2 4 10 102
Homeowner Effect and Strategic Interaction in Local Property Taxation 0 0 0 10 1 1 2 45
Local House Price Comovements 0 0 0 11 1 1 2 33
Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation 0 0 0 79 1 1 6 177
Office Market Interconnectedness and Systemic Risk Exposure 1 1 1 27 1 1 1 43
Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets 0 0 0 46 1 1 3 90
Risk Factors in Private Commercial Real Estate 0 0 0 58 1 1 2 186
Scattered Trust - Did the 2007-08 financial crisis change risk perceptions? 0 0 0 160 0 0 1 315
Sentiment Risk Premia In The Cross-Section of Global Equity 0 0 1 63 2 2 8 116
Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns 1 2 2 92 2 5 8 145
Should Investors Care Where Private Equity Managers Went To School? 0 0 3 60 3 5 11 200
Something in the Air: Information Density, News Surprises, and Price Jumps 0 0 0 17 2 3 5 168
Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach 0 0 1 117 1 2 9 382
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 2 5 129
The Role of Spatial and Temporal Structure for Residential Rent Predictions 0 0 0 47 2 2 7 90
The sources of risk spillovers among US REITs: Asset similarities and regional proximity 0 0 0 8 1 1 2 38
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 0 20 0 2 4 90
Total Working Papers 3 5 19 1,369 37 57 137 3,492


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 1 1 3 76
Are correlations constant? Empirical and theoretical results on popular correlation models in finance 0 0 0 10 1 3 7 106
Bank systemic risk exposure and office market interconnectedness 0 0 1 3 0 1 4 27
COVID-19’s impact on real estate markets: review and outlook 0 0 0 24 1 3 13 138
Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany 0 0 0 30 2 2 5 212
Capitalizing on Partisan Politics? The Political Economy of Sector‐Specific Redistribution in Germany 0 0 1 3 1 1 5 20
Changing Risk Perception and the Time-Varying Price of Risk 2 3 15 394 4 6 19 473
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 0 1 1 2 0 1 2 26
Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process 0 0 0 20 5 6 10 116
Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio 0 0 1 19 2 2 4 97
Electricity derivatives pricing with forward-looking information 0 0 0 13 1 1 6 108
Excess return sources of active property management: a case study 0 0 0 3 1 1 2 33
Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets 0 0 0 116 1 2 2 350
Financial crises, price discovery, and information transmission: a high-frequency perspective 0 1 2 10 0 2 3 50
Information precision and return co-movements in private commercial real estate markets 0 0 0 5 3 5 8 28
Investment choice and performance potential in the mutual fund industry 0 0 0 3 0 2 3 14
Local house price comovements 0 0 0 3 1 3 3 23
Macroeconomic determinants of international housing markets 1 6 30 1,068 12 24 101 2,495
Modeling the multivariate dynamic dependence structure of commodity futures portfolios 0 0 1 6 1 1 6 37
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 2 9 324
Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States 0 0 0 43 1 1 3 153
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 0 2 2 94
Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach 0 0 1 51 1 1 3 163
The Predictability of House Prices: "Human Against Machine" 1 3 5 32 4 10 18 111
The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices 0 0 0 17 2 2 3 150
The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity 0 0 0 16 3 7 10 92
The cross-over effect of irrational sentiments in housing, commercial property, and stock markets 0 0 0 16 0 1 5 85
The economic drivers of differences in house price inflation rates across MSAs 0 0 1 24 3 3 6 140
The nature of listed real estate companies: property or equity market? 0 0 0 188 0 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 2 3 4 49
The tactical and strategic value of hedge fund strategies: a cointegration approach 0 0 0 119 1 1 1 241
Valuation effects of termination of cross-listings 0 0 0 0 2 3 3 194
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 0 4 10 57
Total Journal Articles 4 16 64 2,417 57 112 299 7,043


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 0 1 7
Total Chapters 0 0 0 5 0 0 3 29


Statistics updated 2025-12-06