Zeno Adams

University of St. Gallen

Bodanstrasse 6

St. Gallen, 9000

Switzerland

SCHOLARLY PAPERS

7

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Top 29,572

in Total Papers Downloads

1,587

SSRN CITATIONS
Rank 48,118

SSRN RANKINGS

Top 48,118

in Total Papers Citations

3

CROSSREF CITATIONS

7

Scholarly Papers (7)

1.

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

Journal of Financial and Quantitative Analysis (JFQA), Vol. 49, No. 3, 2014
Number of pages: 42 Posted: 11 Nov 2010 Last Revised: 08 Jun 2015
Zeno Adams, Roland Füss and Reint Gropp
University of St. Gallen, University of St. Gallen - School of Finance and Halle Institute for Economic Research
Downloads 742 (33,777)
Citation 11

Abstract:

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Contagion, state-dependent sensitivity value-at-risk (SDSVaR), quantile

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

Journal of Banking and Finance, Forthcoming
Number of pages: 60 Posted: 30 Jun 2016 Last Revised: 15 Jul 2017
University of St. Gallen, University of St. Gallen - School of Finance and European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate
Downloads 231 (134,792)
Citation 1

Abstract:

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

3.

Have Commodities Become a Financial Asset? Evidence from Ten Years of Financialization

University of St. Gallen, School of Finance Research Paper No. 2017/10
Number of pages: 39 Posted: 12 Jul 2017 Last Revised: 24 May 2018
Zeno Adams and Maria Kartsakli
University of St. Gallen and University of St. Gallen - School of Finance
Downloads 327 (94,076)

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Crude Oil, Financialization, R-Squared Decomposition

4.

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

Real Estate Economics, Forthcoming
Number of pages: 49 Posted: 03 Feb 2013 Last Revised: 30 Mar 2016
Zeno Adams, Roland Füss and Felix Schindler
University of St. Gallen, University of St. Gallen - School of Finance and Steinbeis University Berlin - Center for Real Estate Studies
Downloads 154 (195,446)

Abstract:

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REITs, fundamental value, geographic diversification, information diffusion, risk spillovers, state-dependent sensitivity VaR (SDSVaR)

5.

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

Number of pages: 38 Posted: 01 Aug 2013
Zeno Adams and Thorsten W. Glück
University of St. Gallen and European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate
Downloads 97 (276,245)

Abstract:

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

6.

Immigration and the Displacement of Incumbent Households

Number of pages: 62 Posted: 28 Feb 2018
Zeno Adams and Kristian Blickle
University of St. Gallen and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 36 (450,226)

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Immigration, House Prices, Wages, Employment, Gentrification, Displacement

7.

The Sources of Risk Spillovers Among US REITs: Financial Characteristics and Regional Proximity

Real Estate Economics, Forthcoming
Posted: 02 Oct 2013 Last Revised: 05 Apr 2016
Zeno Adams, Roland Füss and Felix Schindler
University of St. Gallen, University of St. Gallen - School of Finance and Steinbeis University Berlin - Center for Real Estate Studies

Abstract:

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REITs, fundamental value, geographic diversification, risk spillovers, state-dependent sensitivity VaR (SDSVaR)