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Roland Füss

SSRN Author Rank: 8,183 by Downloads and 14,058 by Citations

 Full professor
 

University of St. Gallen - 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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. Roland Füss's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,033
Total
Citations
26
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 | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 49, No. 3, 2014
Number of Pages in PDF File: 42
Adams, Zeno
University of St. Gallen
Füss, Roland
University of St. Gallen - School of Finance
Gropp, Reint
Halle Institute for Economic Research
Posted:
11 Nov 10
Last Revised:
08 Jun 15
586
(32,046)
3

2.   Incl. Electronic Paper
Füss, Roland
University of St. Gallen - 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:
29 Mar 16
568
(33,408)
 

3.  
The Impact of Macroeconomic Announcements on Implied Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Applied Financial Economics, Vol. 21, No. 21, 2011
Number of Pages in PDF File: 27
Füss, Roland
University of St. Gallen - School of Finance
Mager, Ferdinand
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting
Wohlenberg, Holger
Deutsche Börse AG
Zhao, Lu
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting
Posted:
03 Nov 10
Last Revised:
22 Mar 16
285
(74,473)
 

4.  
Füss, Roland
University of St. Gallen - School of Finance
Glück, Thorsten W.
European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate
Mutl, Jan
EBS Universität für Wirtschaft und Recht - EBS Business School
Posted:
24 Nov 11
Last Revised:
27 Sep 13
241
(92,180)
 

5.  
Testing the Predictability and Efficiency of Securitized Real Estate Markets | Show Abstract | Download This Paper | Open PDF in Browser |
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 - School of Finance
Posted:
30 Oct 09
Last Revised:
29 May 13
237
(91,776)
3

6.  
A Jackknife-Type Estimator for Portfolio Revision | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 43, No. 6, 2014
Number of Pages in PDF File: 49
Füss, Roland
University of St. Gallen - School of Finance
Miebs, Felix
University of Applied Sciences Cologne
Trübenbach, Fabian
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting
Posted:
30 May 11
Last Revised:
22 Mar 16
227
(94,237)
 

7.  
Adams, Zeno
University of St. Gallen - School of Finance
Füss, Roland
University of St. Gallen - School of Finance
Gropp, Reint
Halle Institute for Economic Research
Posted:
22 May 13
193
(104,470)
3

8.  
Electricity Derivatives Pricing with Forward-Looking Information | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Dynamics and Control, 58, September, 34-57 (2015)
Number of Pages in PDF File: 57
Füss, Roland
University of St. Gallen - 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:
29 Mar 16
188
(102,560)
 

9.  
Füss, Roland
University of St. Gallen - School of Finance
Mager, Ferdinand
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting
Stein, Michael
University of Duisburg-Essen
Zhao, Lu
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting
Posted:
02 Dec 11
Last Revised:
05 Jun 16
172
(127,612)
 

10.  
Zhu, Bing
EBS Universität für Wirtschaft und Recht - EBS Business School
Füss, Roland
University of St. Gallen - 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
161
(131,825)
 

11.  
Füss, Roland
University of St. Gallen - School of Finance
Bechtel, Michael M.
University of St.Gallen
Posted:
28 Feb 07
Last Revised:
29 May 13
147
(146,313)
10

12.  
Adams, Zeno
University of St. Gallen
Füss, Roland
University of St. Gallen - School of Finance
Schindler, Felix
Steinbeis University Berlin - Center for Real Estate Studies
Posted:
03 Feb 13
Last Revised:
30 Mar 16
139
(150,694)
 

13.  
Corporate Transparency and Bond Liquidity | Show Abstract | Download This Paper | Open PDF in Browser |
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 - School of Finance
Rindler, Philipp B.
EBS Universität für Wirtschaft und Recht - EBS Business School
Posted:
10 Mar 14
138
(143,822)
1

14.  
Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany | Show Abstract | Download This Paper | Open PDF in Browser |
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 - School of Finance
Posted:
28 Feb 07
Last Revised:
29 May 13
126
(165,633)
1

15.  
Electricity Spot and Derivatives Pricing When Markets are Interconnected | Show Abstract | Download This Paper | Open PDF in Browser |
University of St.Gallen, School of Finance Research Paper No. 13/23
Number of Pages in PDF File: 39
Füss, Roland
University of St. Gallen - 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:
17 Jun 15
87
(177,425)
 

16.  
Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach | Show Abstract | Download This Paper | Open PDF in Browser |
University of St.Gallen, School of Finance Research Paper No. 2015/12
Number of Pages in PDF File: 50
Mahringer, Steffen
University of St.Gallen - Swiss Institute of Banking and Finance
Füss, Roland
University of St. Gallen - School of Finance
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
15 Oct 14
Last Revised:
08 Sep 15
73
(183,233)
 

17.  
Bechtel, Michael M.
University of St.Gallen
Füss, Roland
University of St. Gallen - School of Finance
Posted:
16 Mar 08
Last Revised:
29 May 13
56
(271,447)
3

18.  
Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation | Show Abstract | Download This Paper | Open PDF in Browser |
University of St.Gallen, School of Finance Research Paper No. 2015/13
Number of Pages in PDF File: 47
Aepli, Matthias D.
University of St. Gallen - School of Finance
Frauendorfer, Karl
University of St. Gallen - School of Finance
Füss, Roland
University of St. Gallen - School of Finance
Paraschiv, Florentina
University of St. Gallen, Institute for Operations Research and Computational Finance
Posted:
08 Sep 15
Last Revised:
17 Sep 15
40
(224,344)
 

19.  
Something in the Air: Information Density, News Surprises, and Price Jumps | Show Abstract | Download This Paper | Open PDF in Browser |
University of St. Gallen, School of Finance Research Paper No. 2015/17
Number of Pages in PDF File: 51
Füss, Roland
University of St. Gallen - School of Finance
Grabellus, Markus
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Mager, Ferdinand
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting
Stein, Michael
University of Duisburg-Essen
Posted:
04 Sep 15
Last Revised:
05 Jun 16
31
(251,919)
 

20.  
Füss, Roland
University of St. Gallen - 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
(490,900)
 

21.   Incl. Electronic Paper
Zhu, Bing
EBS Universität für Wirtschaft und Recht - EBS Business School
Füss, Roland
University of St. Gallen - 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
(490,900)
 

22.  
The Economic Drivers of Differences in House Price Inflation Rate Across MSAs | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Housing Economics, Vol. 31, No. 1, 2016
Number of Pages in PDF File: 47
Füss, Roland
University of St. Gallen - School of Finance
Zietz, Joachim
Middle Tennessee State University - Jennings A. Jones College of Business
Posted:
19 Jan 16
Last Revised:
22 Mar 16
0
(334,649)
 

23.  
The Role of Spatial and Temporal Structure for Residential Rent Predictions | Show Abstract | Download This Paper | Open PDF in Browser |
University of St.Gallen, School of Finance Research Paper No. 2015/23
Number of Pages in PDF File: 44
Füss, Roland
University of St. Gallen - School of Finance
Koller, Jan
University of St. Gallen - Swiss Institute of Banking and Finance
Posted:
19 Nov 15
0
(341,488)
 

24.  
Learning Externalities in Opaque Asset Markets: Evidence from International Commercial Real Estate | Show Abstract | Download This Paper | Open PDF in Browser |
University of St. Gallen, School of Finance Research Paper No. 2015/20
Number of Pages in PDF File: 87
Füss, Roland
University of St. Gallen - School of Finance
Ruf, Daniel
University of St. Gallen - School of Finance
Posted:
13 Oct 15
Last Revised:
19 Jan 16
0
(331,437)
 

25.  
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 - School of Finance
Füss, Roland
University of St. Gallen - School of Finance
Schindler, Felix
Steinbeis University Berlin - Center for Real Estate Studies
Posted:
17 Feb 15
0
(501,823)
 

26.  
Adams, Zeno
University of St. Gallen
Füss, Roland
University of St. Gallen - School of Finance
Schindler, Felix
Steinbeis University Berlin - Center for Real Estate Studies
Posted:
02 Oct 13
Last Revised:
05 Apr 16
 

27.  
Adams, Zeno
European Business School (EBS)
Füss, Roland
University of St. Gallen - School of Finance
Posted:
28 Mar 12
Last Revised:
12 Oct 13
 

28.  
The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices | Show Abstract |
Journal of Real Estate Finance and Economics, Vol. 42, No. 4, 2011
Zhu, Bing
EBS Universität für Wirtschaft und Recht - EBS Business School
Füss, Roland
University of St. Gallen - School of Finance
Rottke, Nico B.
European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate
Posted:
09 Feb 11
 

29.  
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 - 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
 

30.  
Füss, Roland
University of St. Gallen - 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
 

31.  
Füss, Roland
University of St. Gallen - School of Finance
Schweizer, Denis
Concordia University
Posted:
14 Feb 09
Last Revised:
29 Mar 16
 

32.  
Füss, Roland
University of St. Gallen - School of Finance
Strittmatter, Anthony
Albert-Ludwigs University of Freiburg
Posted:
29 Aug 08
Last Revised:
29 May 13
 

33.  
Stein, Michael
University of Duisburg-Essen
Füss, Roland
University of St. Gallen - School of Finance
Drobetz, Wolfgang
University of Hamburg
Posted:
21 Aug 08
Last Revised:
29 May 13
 

34.  
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 - School of Finance
Adams, Zeno
European Business School (EBS)
Posted:
20 Aug 08
Last Revised:
29 May 13
 

35.  
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 - School of Finance
Posted:
20 Aug 08
Last Revised:
29 May 13
 

36.  
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 - School of Finance
Posted:
25 Mar 08
 

37.  
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 - School of Finance
Posted:
26 Nov 07
 


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