Zeno Adams

University of St. Gallen - School of Finance

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

6

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612

CITATIONS
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12

Scholarly Papers (6)

Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance

Number of pages: 53 Posted: 24 Nov 2011 Last Revised: 29 Jun 2016
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate
Downloads 276 (109,037)
Citation 2

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Change-point tests; correlation breaks; dynamic conditional correlation (DCC); multivariate GARCH models; spurious conditional correlation

2.

Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach

SAFE Working Paper No. 20
Number of pages: 49 Posted: 22 May 2013
Zeno Adams, Roland Füss and Reint Gropp
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and Halle Institute for Economic Research
Downloads 266 (113,891)
Citation 6

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Risk spillovers, state-dependent sensitivity value-at-risk (SDSVaR), quantile regression, financial institutions, hedge funds

3.

Financialization in Commodity Markets: Disentangling the Crisis from the Style Effect

University of St.Gallen, School of Finance Research Paper No. 2014/13
Number of pages: 47 Posted: 14 Aug 2014 Last Revised: 28 Oct 2014
Zeno Adams and Thorsten W. Glück
University of St. Gallen - School of Finance and European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate
Downloads 64 (343,383)

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Financialization, commodities, risk spillovers, style investing, state-dependent sensitivity VaR

4.

Immigration and the Displacement of Incumbent Households

Number of pages: 62 Posted: 22 Jan 2019
Zeno Adams and Kristian Blickle
University of St. Gallen - School of Finance and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 6 (604,477)
Citation 1

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immigration, house prices, wages, employment, gentrification, displacement

5.

Immigration, Real Estate Prices and the Consumption Decisions of Native Households

University of St.Gallen, School of Finance Research Paper No. 2016/15, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Posted: 31 May 2016 Last Revised: 03 Nov 2016
Zeno Adams and Kristian Blickle
University of St. Gallen - School of Finance and Federal Reserve Banks - Federal Reserve Bank of New York

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6.

The Sources of Risk Spillovers Among U.S. REITs: Financial Characteristics and Regional Proximity

Real Estate Economics, Vol. 43, Issue 1, pp. 67-100, 2015
Number of pages: 34 Posted: 17 Feb 2015
Zeno Adams, Roland Füss and Felix Schindler
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and Steinbeis University Berlin - Center for Real Estate Studies
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