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 1 1 45 0 1 3 97
Best Land Use with Negative Externalities: Determining Land Values from Residential Rents 0 0 0 32 0 0 1 91
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 2 32 0 0 7 132
Do Local Governments Tax Homeowner Communities Differently? 0 0 0 38 1 2 4 35
Do Local Governments Tax Homeowner Communities Differently? 0 0 1 11 0 0 1 25
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 0 0 51 0 0 1 136
Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach 0 1 3 62 1 3 9 164
Electricity Spot and Derivatives Pricing when Markets are Interconnected 0 0 3 32 1 3 6 95
Homeowner Effect and Strategic Interaction in Local Property Taxation 0 0 0 10 0 1 2 44
Local House Price Comovements 0 0 0 11 0 1 2 32
Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation 0 0 0 79 0 0 3 171
Office Market Interconnectedness and Systemic Risk Exposure 0 0 1 26 0 0 4 42
Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets 0 0 0 46 0 1 5 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 1 314
Sentiment Risk Premia In The Cross-Section of Global Equity 0 1 5 63 1 2 11 110
Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns 0 0 0 90 0 2 6 139
Should Investors Care Where Private Equity Managers Went To School? 1 1 5 58 2 2 15 191
Something in the Air: Information Density, News Surprises, and Price Jumps 0 0 0 17 0 1 3 164
Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach 1 1 2 117 2 3 11 376
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 2 3 126
The Role of Spatial and Temporal Structure for Residential Rent Predictions 0 0 0 47 0 1 2 84
The sources of risk spillovers among US REITs: Asset similarities and regional proximity 0 0 0 8 1 1 1 37
WHAT DRIVES CEOS TO TAKE ON MORE RISK? SOME EVIDENCE FROM THE LABORATORY OF REITS 0 0 1 10 0 0 1 28
Winning a Deal in Private Equity: Do Educational Networks Matter? 0 0 1 20 1 1 4 87
Total Working Papers 2 5 25 1,355 10 27 107 3,382


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 26 0 0 1 58
A jackknife-type estimator for portfolio revision 0 0 0 8 0 1 1 74
Are correlations constant? Empirical and theoretical results on popular correlation models in finance 0 0 1 10 0 1 6 100
Bank systemic risk exposure and office market interconnectedness 0 0 1 2 0 1 6 24
COVID-19’s impact on real estate markets: review and outlook 0 0 0 24 0 2 8 127
Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany 0 0 0 30 0 0 0 207
Capitalizing on Partisan Politics? The Political Economy of Sector‐Specific Redistribution in Germany 0 0 0 2 0 0 3 15
Changing Risk Perception and the Time-Varying Price of Risk 0 4 7 383 0 4 8 458
Determinants of Liquidity (Re)Allocation and the Decision to Cross‐List or Cross‐Delist 0 0 1 5 1 1 3 21
Determining Land Values from Residential Rents 0 0 0 1 0 0 1 24
Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process 0 0 1 20 0 2 5 108
Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio 0 0 0 18 0 1 3 94
Electricity derivatives pricing with forward-looking information 0 0 0 13 2 2 4 104
Excess return sources of active property management: a case study 0 0 0 3 0 0 1 31
Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets 0 0 1 116 0 0 3 348
Financial crises, price discovery, and information transmission: a high-frequency perspective 0 1 2 9 0 1 3 48
Information precision and return co-movements in private commercial real estate markets 0 0 0 5 1 2 7 22
Investment choice and performance potential in the mutual fund industry 0 0 0 3 0 1 2 12
Local house price comovements 0 0 0 3 0 0 1 20
Macroeconomic determinants of international housing markets 4 8 81 1,046 8 21 167 2,415
Modeling the multivariate dynamic dependence structure of commodity futures portfolios 0 0 0 5 1 1 1 32
Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election 0 1 3 66 0 1 9 316
Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States 0 0 0 43 0 0 3 150
Something in the air: Information density, news surprises, and price jumps 0 0 0 9 0 0 0 93
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 1 2 51 0 1 3 161
The Predictability of House Prices: "Human Against Machine" 0 1 3 28 1 4 20 97
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 1 5 83
The cross-over effect of irrational sentiments in housing, commercial property, and stock markets 0 0 2 16 0 0 3 80
The economic drivers of differences in house price inflation rates across MSAs 0 1 3 24 1 2 6 136
The nature of listed real estate companies: property or equity market? 0 0 1 188 0 0 5 469
The predictive power of value-at-risk models in commodity futures markets 0 0 0 1 0 0 2 8
The role of spatial and temporal structure for residential rent predictions 0 0 0 9 0 0 0 45
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 1 2 2 99
Winning a deal in private equity: Do educational ties matter? 0 0 0 13 0 1 4 48
Total Journal Articles 4 17 109 2,370 16 53 296 6,797


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 1 3 21
Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regression 0 0 0 0 0 0 0 6
Total Chapters 0 0 0 5 0 1 3 27


Statistics updated 2025-03-03