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Füss, Roland


 SSRN Author Rank: 7,098 by Downloads
 Full professor
 

University of St. Gallen - SoF: School of Finance


 Rosenbergstrasse 52
 St.Gallen, CH-9000
 Switzerland
 +41 (0)71 224 70 74 (Phone)
 +41 (0)71 224 70 88 (Fax)
 HOME PAGE: http://www.sbf.unisg.ch/en/Lehrstuehle/Lehrstuhl_Fuess.aspx
 email address

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. Füss, Roland's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,931
Total
Citations
31
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk (SDSVaR) Approach | Show Abstract | Download This Paper |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of Pages in PDF File: 42
Adams, Zeno
University of St. Gallen
Füss, Roland
University of St. Gallen - SoF: School of Finance
Gropp, Reint
Goethe University Frankfurt
Posted:
11 Nov 10
Last Revised:
29 May 13
506
(32,826)
4

2.   Incl. Electronic Paper
Füss, Roland
University of St. Gallen - SoF: School of Finance
Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics
Rindler, Philipp B.
EBS Universität für Wirtschaft und Recht - EBS Business School
Posted:
10 Mar 11
Last Revised:
27 Mar 14
434
(39,963)
 

3.  
Füss, Roland
University of St. Gallen - SoF: School of Finance
Posted:
25 Mar 08
Last Revised:
29 May 13
288
(65,211)
 

4.  
The Impact of Macroeconomic Announcements on Implied Volatility | Show Abstract | Download This Paper |
European Business School Research Paper No. 10-11
Number of Pages in PDF File: 27
Füss, Roland
University of St. Gallen - SoF: School of Finance
Mager, Ferdinand
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Wohlenberg, Holger
Deutsche Börse AG
Zhao, Lu
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Posted:
03 Nov 10
Last Revised:
29 May 13
276
(68,364)
 

5.  
Testing the Predictability and Efficiency of Securitized Real Estate Markets | Show Abstract | Download This Paper |
Journal of Real Estate Portfolio Management, Vol. 16, No. 2, pp. 159-179, 2010, ZEW - Centre for European Economic Research Discussion Paper No. 09-054
Number of Pages in PDF File: 39
Schindler, Felix
Steinbeis University Berlin - Center for Real Estate Studies
Rottke, Nico B.
European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate
Füss, Roland
University of St. Gallen - SoF: School of Finance
Posted:
30 Oct 09
Last Revised:
29 May 13
232
(82,253)
3

6.   Incl. Electronic Paper
Füss, Roland
University of St. Gallen - SoF: School of Finance
Glück, Thorsten W.
European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate
Posted:
24 Nov 11
Last Revised:
27 Sep 13
228
(83,818)
 

7.  
A Jackknife-Type Estimator for Portfolio Revision | Show Abstract | Download This Paper |
Journal of Banking and Finance, Forthcoming
Number of Pages in PDF File: 43
Füss, Roland
University of St. Gallen - SoF: School of Finance
Miebs, Felix
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Trübenbach, Fabian
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Posted:
30 May 11
Last Revised:
25 Jan 14
217
(88,102)
 

8.  
An Econometric Pricing Model for CAT Bonds and the Impact of the 2005 Hurricane Season | Show Abstract | Download This Paper |
European Business School Research Paper No. 09-20
Number of Pages in PDF File: 43
Ahrens, Frieder
affiliation not provided to SSRN
Füss, Roland
University of St. Gallen - SoF: School of Finance
Kestel, Sevtap
affiliation not provided to SSRN
Posted:
21 Dec 09
Last Revised:
29 May 13
192
(99,466)
 

9.  
Adams, Zeno
University of St. Gallen - SoF: School of Finance
Füss, Roland
University of St. Gallen - SoF: School of Finance
Gropp, Reint
Goethe University Frankfurt
Posted:
22 May 13
176
(107,917)
4

10.  
Füss, Roland
University of St. Gallen - SoF: School of Finance
Schiereck, Dirk
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Governance & Economics
Wilkes, Arne
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Posted:
28 Feb 10
Last Revised:
29 May 13
165
(114,420)
1

11.  
Electricity Derivatives Pricing with Forward-Looking Information | Show Abstract | Download This Paper |
University of St.Gallen, School of Finance Research Paper No. 2013/17
Number of Pages in PDF File: 65
Füss, Roland
University of St. Gallen - SoF: School of Finance
Mahringer, Steffen
University of St.Gallen - Swiss Institute of Banking and Finance
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
19 Feb 13
Last Revised:
20 Oct 13
160
(117,548)
 

12.  
Zhu, Bing
EBS Universität für Wirtschaft und Recht - EBS Business School
Füss, Roland
University of St. Gallen - SoF: School of Finance
Rottke, Nico B.
European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate
Posted:
13 Sep 09
Last Revised:
29 May 13
155
(120,852)
 

13.  
Füss, Roland
University of St. Gallen - SoF: School of Finance
Mager, Ferdinand
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Zhao, Lu
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Posted:
02 Dec 11
Last Revised:
29 May 13
154
(121,538)
 

14.  
Füss, Roland
University of St. Gallen - SoF: School of Finance
Bechtel, Michael M.
University of St.Gallen
Posted:
28 Feb 07
Last Revised:
29 May 13
134
(136,717)
12

15.  
Adams, Zeno
University of St. Gallen
Füss, Roland
University of St. Gallen - SoF: School of Finance
Schindler, Felix
Steinbeis University Berlin - Center for Real Estate Studies
Posted:
03 Feb 13
Last Revised:
12 Oct 13
133
(137,569)
 

16.  
Corporate Transparency and Bond Liquidity | Show Abstract | Download This Paper |
University of St.Gallen, School of Finance Working Paper No. 2014/4
Number of Pages in PDF File: 50
Fecht, Falko
Frankfurt School of Finance & Management
Füss, Roland
University of St. Gallen - SoF: School of Finance
Rindler, Philipp B.
EBS Universität für Wirtschaft und Recht - EBS Business School
Posted:
10 Mar 14
126
(143,614)
 

17.  
Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany | Show Abstract | Download This Paper |
Journal of Money, Credit, and Banking, Vol. 42, No. 2-3, pp. 203-235, 2010
Number of Pages in PDF File: 43
Bechtel, Michael M.
University of St.Gallen
Füss, Roland
University of St. Gallen - SoF: School of Finance
Posted:
28 Feb 07
Last Revised:
29 May 13
126
(143,614)
2

18.  
Electricity Spot and Derivatives Pricing When Markets are Interconnected | Show Abstract | Download This Paper |
University of St.Gallen, School of Finance Research Paper No. 13/23
Number of Pages in PDF File: 41
Füss, Roland
University of St. Gallen - SoF: School of Finance
Mahringer, Steffen
University of St.Gallen - Swiss Institute of Banking and Finance
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
13 Jan 14
Last Revised:
03 Mar 15
71
(210,748)
 

19.  
On the Relationship Among Partisan Effects, Electoral Probability, and Economic Uncertainty | Show Abstract | Download This Paper |
European Business School Research Paper No. 11-13
Number of Pages in PDF File: 53
Füss, Roland
University of St. Gallen - SoF: School of Finance
Lenz, Jana
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Posted:
06 Jul 11
Last Revised:
29 May 13
56
(238,612)
 

20.  
Bechtel, Michael M.
University of St.Gallen
Füss, Roland
University of St. Gallen - SoF: School of Finance
Posted:
16 Mar 08
Last Revised:
29 May 13
55
(240,634)
3

21.  
Füss, Roland
University of St. Gallen - SoF: School of Finance
Mahringer, Steffen
University of St.Gallen - Swiss Institute of Banking and Finance
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
15 Oct 14
45
(262,983)
 

22.  
Füss, Roland
University of St. Gallen - SoF: School of Finance
Stein, Michael
University of Duisburg-Essen
Zietz, Joachim
Middle Tennessee State University - Jennings A. Jones College of Business
Posted:
23 May 12
1
(434,113)
 

23.   Incl. Electronic Paper
Zhu, Bing
University of Regensburg - International Real Estate Business School (IREBS)
Füss, Roland
University of St. Gallen - SoF: School of Finance
Rottke, Nico B.
European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate
Posted:
02 Sep 11
Last Revised:
12 Oct 13
1
(434,113)
2

24.  
The Sources of Risk Spillovers Among U.S. REITs: Financial Characteristics and Regional Proximity | Show Abstract | Add to Cart |
Real Estate Economics, Vol. 43, Issue 1, pp. 67-100, 2015
Number of Pages in PDF File: 34
Adams, Zeno
University of St. Gallen - SoF: School of Finance
Füss, Roland
University of St. Gallen - SoF: School of Finance
Schindler, Felix
Steinbeis University Berlin - Center for Real Estate Studies
Posted:
17 Feb 15
0
(444,228)
 

25.   Incl. Electronic Paper
Zhu, Bing
EBS Universität für Wirtschaft und Recht - EBS Business School
Füss, Roland
University of St. Gallen - SoF: School of Finance
Rottke, Nico B.
European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate
Posted:
21 Jul 09
Last Revised:
12 Oct 13
 

26.  
What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs | Show Abstract |
Journal of Applied Corporate Finance, Vol. 23, No. 1, pp. 80-94, 2011.
Füss, Roland
University of St. Gallen - SoF: School of Finance
Rottke, Nico B.
European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate
Zietz, Joachim
Middle Tennessee State University - Jennings A. Jones College of Business
Posted:
28 Feb 10
Last Revised:
29 May 13
 

27.  
Füss, Roland
University of St. Gallen - SoF: School of Finance
Stein, Michael
University of Duisburg-Essen
Zietz, Joachim
Middle Tennessee State University - Jennings A. Jones College of Business
Posted:
21 Dec 09
Last Revised:
12 Oct 13
 

28.   Incl. Electronic Paper
Adams, Zeno
European Business School (EBS)
Füss, Roland
University of St. Gallen - SoF: School of Finance
Posted:
11 Jul 09
Last Revised:
12 Oct 13
 

29.  
Füss, Roland
University of St. Gallen - SoF: School of Finance
Strittmatter, Anthony
Albert-Ludwigs University of Freiburg
Posted:
29 Aug 08
Last Revised:
29 May 13
 

30.  
Stein, Michael
University of Duisburg-Essen
Füss, Roland
University of St. Gallen - SoF: School of Finance
Drobetz, Wolfgang
University of Hamburg
Posted:
21 Aug 08
Last Revised:
29 May 13
 

31.  
The Predictive Power of Value-at-Risk Models in Commodity Futures Markets | Show Abstract |
Journal of Asset Management, Vol. 11, No. 4, pp. 244 - 260, 2010
Füss, Roland
University of St. Gallen - SoF: School of Finance
Adams, Zeno
European Business School (EBS)
Posted:
20 Aug 08
Last Revised:
29 May 13
 

32.  
Macroeconomic Determinants of International Housing Markets | Show Abstract |
Journal of Housing Economics, Vol. 19, No.1, pp. 38-50, 2010
Adams, Zeno
European Business School (EBS)
Füss, Roland
University of St. Gallen - SoF: School of Finance
Posted:
20 Aug 08
Last Revised:
29 May 13
 

33.  
The Nature of Listed Real Estate Companies - Property or Equity Market? | Show Abstract |
Financial Markets and Portfolio Management, Vol. 22, No. 2, pp. 101-126, 2008
Morawski, Jaroslaw
University of Freiburg - Department of Banking and Finance
Rehkugler, Heinz
University of Freiburg - Department of Banking and Finance
Füss, Roland
University of St. Gallen - SoF: School of Finance
Posted:
25 Mar 08
 

34.  
The Tactical and Strategic Value of Hedge Fund Strategies: A Cointegration Approach | Show Abstract |
Financial Markets and Portfolio Management, Vol. 21, No. 1, pp. 425-444, 2007
Füss, Roland
University of St. Gallen - SoF: School of Finance
Posted:
26 Nov 07
 


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