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journal paper
Füss, R., & Zietz, J. (2016). The Economic Drivers of Differences in House Price Inflation Rates across MSAs. Journal of Housing Economics, 2016(31, forthcoming).
   
Füss, R., Gehrig, T., & Rindler, P. (2016). Changing Risk Perception and the Time-Varying Price of Risk. Review of Finance, 2016(forthcoming), 1-38.
   
Füss, R., Mahringer, S., & Prokopczuk, M. (2015). Electricity Derivatives Pricing with Forward-Looking Information. Journal of Economic Dynamics and Control, 58(-), 34-57, DOI:10.1016/j.jedc.2015.05.016.
   
Adams, Z., Füss, R., & Schindler, F. (2015). The Sources of Risk Spillovers Among U.S. REITs: Financial Characteristics and Regional Proximity. Real Estate Economics, 43(1), 67-100, DOI:10.1111/1540-6229.12060.
   
Füss, R., Mahringer, S., & Prokopczuk, M. (2015). Electricity Derivatives Pricing with Forward-Looking Information. Journal of Economic Dynamics and Control, 58(-), 34-57, DOI:10.1016/j.jedc.2015.05.016.
   
Füss, R., Hommel, U., & Plagge, J. C. (2014). Valuation Effects of Termination of Cross-Listings. Journal of Financial Perspectives, 2(1), 177-193.
   
Füss, R., Mager, F., & Zhao, L. (2014). The Effect of Macroeconomic News and Monetary Policy Surprises on U.S. REIT and Stock Prices. Real Estate Finance, 30(4), 142-154.
   
Füss, R., Miebs, F., & Trübenbach, F. (2014). A Jackknife-Type Estimator for Portfolio Revision. Journal of Banking and Finance, 43(6), 14-28, DOI:10.1016/j.jbankfin.2014.01.029.
   
Adams, Z., Füss, R., & Gropp, R. (2014). Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk (SDSVaR) Approach. Journal of Financial and Quantitative Analysis, 49(3), 575-598.
   
Füss, R., Grabellus, M., Mager, F., & Plagge, J. C. (2013). How Risk-Return-Efficient are Target Risk Strategies?. The Journal of Index Investing, forthcoming.
   
Zhu, B., Füss, R., & Rottke, N. (2013). Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets. Real Estate Economics, 41(1), 29-64, DOI:10.1111/j.1540-6229.2012.00337.x.
   
Adams, Z., & Füss, R. (2012). Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process. Journal of Real Estate Finance and Economics, 44(04/2012), 570-590, DOI:10.1007/s11146-010-9250-7.
   
Adams, Z., Füss, R., & Wohlschieß, V. (2012). Investment choice and performance potential in the mutual fund industry. Journal of Asset Management, 13(02/2012), 84-101, DOI:10.1057/jam.2012.1.
   
Füss, R., Stein, M., & Zietz, J. (2012). A Regime-Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors. Real Estate Economics, 40(02/2012), 317-350.
   
Füss, R., & Schweizer, D. (2012). Short and Long-term Interactions between Venture Capital Returns and the Macroeconomy: Evidence for the United States. Review of Quantitative Finance and Accounting, 38(3), 391-410, DOI:10.1007/s11156-011-0233-4.
   
Füss, R., Richter, J., & Thomas, M. (2012). Excess Return Sources of Active Property Management: A Case Study. Journal of Property Investment and Finance, 30(04/2012), 354-374, DOI:10.1108/14635781211241761.
   
Füss, R., Rottke, N., & Zietz, J. (2011). What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs. Journal of Applied Corporate Finance, 23(1), 92-105, DOI:10.1111/j.1745-6622.2011.00318.x.
   
Zhu, B., Füss, R., & Rottke, N. (2011). The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices. Journal of Real Estate Finance and Economics, 42(4), 542-565, DOI:10.1007/s11146-009-9209-8.
   
Richter, J., Thomas, M., & Füss, R. (2011). German Real Estate Return Distributions: Is There Anything Normal?. Journal of Real Estate Portfolio Management, 17(2), 161-179.
   
Füss, R., & Schindler, F. (2011). Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed-Asset-Portfolio. Perspektiven der Wirtschaftspolitik, 12(2), 170-191, DOI:10.1111/j.1468-2516.2011.00362.x.
   
Füss, R., Mager, F., & Zhao, L. (2011). The impact of macroeconomic announcements on implied volatility. Applied Financial Economics, 21(21), 1571-1580, DOI:10.1080/09603107.2011.583216.
   
Füss, R., & Nikitina, O. (2011). Explaining Yield Curve Dynamics. Journal of Fixed Income, 21(2), 68-87, DOI:10.3905/jfi.2011.21.2.068.
   
Füss, R., Adams, Z., & Kaiser, D. K. (2010). The Predictive Power of Value-at-Risk Models in Commodity Futures Markets. Journal of Asset Management, 11(4), 261-285, DOI:10.1057/jam.2009.21.
   
Adams, Z., & Füss, R. (2010). Macroeconomic Determinants of International Housing Markets. Journal of Housing Economics, 19(1), 38-50, DOI:10.1016/j.jhe.2009.10.005.
   
Bossert, T., Füss, R., Rindler, P., & Schneider, C. (2010). How "Informative" is the Information Ratio to Evaluate Mutual Fund Managers?. Journal of Investing, 19(1), 67-81.
   
Drobetz, W., Füss, R., & Stein, M. (2010). Fixed-Income Hedge-Funds-Strategien in Bondportfolios: Eine Anwendung des Copula-Opinion-Pooling-Ansatzes. Bankarchiv, 58(Heft 2), 103-110.
   
Füss, R., Hille, J., Rindler, P., Schmidt, J., & Schmidt, M. (2010). From Rising Stars and Falling Angels: On the Relation between Performance and Ratings of European Mutual Funds. Journal of Wealth Management, 13(1), 75-90.
   
Schindler, F., Rottke, N., & Füss, R. (2010). Testing the Predictability and Efficiency of Securitized Real Estate Markets. Journal of Real Estate Portfolio Management, 16(2), 171-191.
   
Bechtel, M., & Füss, R. (2010). Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany. Journal of Money, Credit and Banking, 42(2-3), 203-235, DOI:10.1111/j.1538-4616.2009.00285.x.
   
Stein, M., Füss, R., & Drobetz, W. (2009). Fixed-Income Portfolio Allocation Including Hedge Fund Strategies: A Copula Opinion Pooling Approach. Journal of Fixed Income, 18(4), 78-91.
   
Füss, R., Kaiser, D., & Strittmatter, A. (2009). Measuring Funds of Hedge Funds Performance Using Quantile Regressions: Do Experience and Size Matter?. Journal of Alternative Investments, 12(2), 41-53.
   
Füss, R., & Wölfle, M. (2009). A Higher-Moment CAPM of Korean Stock Returns. International Journal of Trade and Global Markets, 3(1), 24-51.
   
Bechtel, M. M., & Füss, R. (2008). When Investors Enjoy Less Policy Risk: Divided Government, Economic Policy Change, and Stock Market Volatility in Germany, 1970-2005. Swiss political science review : SPSR, 14(2), 287-314.
   
Füss, R., & Bechtel, M. M. (2008). Partisan Politics and Stock Market Performance: The Effect of Expected Government Partisanship on Stock Returns in the 2002 German Federal Election. Public Choice, 135(3-4), 131-150, DOI:10.1007/s11127-007-9250-1.
   
Morawski, J., Rehkugler, H., & Füss, R. (2008). The Nature of Listed Real Estate Companies: Property or Equity Market?. Financial Markets and Portfolio Management, 22(2), 101-126, DOI:10.1007/s11408-008-0075-9.
   
Hecker, A., Füss, R., & Gundel, S. (2008). Relevanz, Charakteristika und Klassifikation wirtschaftskrimineller Delikte. Zeitschrift Führung und Organisation(3), 143-149.
   
Füss, R., & Hecker, A. (2008). Profiling White-Collar Crime: Evidence from German-Speaking Countries. Corporate Ownership and Control, 5(4), 149-161.
   
Bechtel, M., & Füss, R. (2008). When Investors Enjoy Less Policy Risk: Divided Government, Economic Policy Change, and Stock Market Volatility in Germany, 1970-2005. Swiss Political Science Review, 14(2), 287-314.
   
Füss, R., & Bechtel, M. (2008). Partisan Politics and Stock Market Performance: The Effect of Expected Government Partisanship on Stock Returns in the 2002 German Federal Election. Public Choice, 135(3-4), 131-150.
   
Füss, R., Kaiser, D. K., & Adams, Z. (2007). Value at Risk, GARCH Modelling and the Forecasting of Hedge Fund Return Volatility. Derivatives use, trading & regulation, 13(1), 2-25, DOI:10.1057/palgrave.jdhf.1850048.
   
Füss, R. (2007). Die Prognose von Immobilienpreisen mit Hilfe von ARIMA-Modellen: Eine vergleichende Studie für den britischen und US-amerikanischen Gewerbeimmobilienmarkt. Zeitschrift für Immobilienökonomie (ZIÖ)(1), 21-42.
   
Füss, R., & Kaiser, D. (2007). The Tactical and Strategic Value of Hedge Fund Strategies: A Cointegration Approach. Financial Markets and Portfolio Management, 21(4), 425-444, DOI:10.1007/s11408-007-0060-8.
   
Füss, R., & Lenzner, B. (2007). Die Vorteilhaftigkeit von Dividendenstrategien für Privatanleger. Finanz-Betrieb : FB(2), 126-136.
   
Füss, R., Hoppe, C., & Kaiser, D. (2007). Die Benchmark-Problematik von Commodity-Futures-Indizes. Finanz Betrieb(11), 682-700.
   
Füss, R., Hecker, A., & Gundel, S. (2006). Korruption – Ursachen, Formen und Konsequezen. Zeitschrift für Interne Revision(2), 46-50.
   
Hecker, A., & Füss, R. (2006). Die Interne Revision im deutschen Mittelstand: Eine empirische Bestandsaufnahme. Zeitschrift für Corporate Governance, 1(2), 67-71.
   
Füss, R., & Hecker, A. (2006). Die Zusammenarbeit von Interner Revision und externen Abschlussprüfern: Anforderungen, Nutzen und realisierbare Formen. Zeitschrift für Corporate Governance : ZCG, 1(3), 104-110.
   
Füss, R., & Nowak, A. A. (2006). Venture Capital Cycles: Empirical Evidence from the USA. Kredit und Kapital, 39(2), 183-210.
   
Füss, R., Rehkugler, H., & Disch, W. (2005). Fund of Hedge Funds: Portfolioallokation und Performance. Bank-Archiv, 53(4), 249-258.
   
Füss, R. (2005). Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets. Economic Change and Restructuring (formerly Economics of Planning), 38(1), 37-62, DOI:10.1007/s10644-005-4522-6.
   
Füss, R., Rehkugler, H., & Disch, W. (2005). Hedge Funds als Anlagealternative: Chancen und Risiken. Finanz Betrieb(1), 40-56.
   
Füss, R., & Herrmann, F. (2005). Long-term Interdependence between Hedge Fund Strategies and Stock Market Indices. Managerial Finance, 31(12), 29-45, DOI:10.1108/03074350510770008.
   
book chapter
Ahrens, F., Füss, R., & Kestel, S. (2013). A Bayesian Pricing Model for CAT Bonds. In A. Pinto and David Zilberman (eds.), Modelling, Optimization and Bioenergy: Springer.
   
Füss, R., & Adams, Z. (2012). Modellierung von Risiko-Spillovers in Mixed-Asset-Portfolios. In Asset Management- Festschrift für Prof. Dr. Klaus Spremann zur Emeritierung (pp. 493-506). Bern: Haupt. - ISBN 978-3-258-07742-0.
   
Füss, R., & Bossert, T. (2011). Die Leistungsbeurteilung von Portfoliomanagern. In Handbuch fur Investmentfonds fur institutionelle Anleger (pp. 821-856). Bad Soden: Uhlenbruch Verlag GmbH,.
   
Füss, R., Adams, Z., Wohlenberg, H., Hommel, U., & Grüber, P. (2011). Estimating the APT Factor Sensitivities Using Quantile Regression. In Non-Linear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (pp. 18-27). Houndsmills, Basingstoke, Hants: Palgrave Macmillan.
   
Füss, R., Adams, Z., Tilmes, R., Glück, T., & Lenz, J. (2011). Ansätze zur Optimierung eines Portfolios: Warum (nicht) Markowitz?. In repeat-Jahrbuch Treasury und Private Banking 2011 (pp. 151-181). Potsdam: ohne Verlag.
   
Füss, R., Glück, T., & Tilmes, R. (2009). Univariate und Multivariate Modellierung täglicher Volatilitäten von Rohstoff-Futures. In Risikomanagement bei Rohstoffen (pp. 425-441). Wiesbaden: Gabler-Verlag.
   
Füss, R., Fabozzi, F. J., Kaiser, D. G., & Anson, M. J. (2009). Alternative Assets. In Fabozzi, F. J. (Eds.), Institutional Investment Management - Equity and Bond Portfolio Strategies and Applications (pp. 767-808). Hoboken, New Jersey: John Wiley & Sons.
   
Füss, R., & Adams, Z. (2009). VaR Performance Criterion (VPC): A Performance Measure for. In The VaR Implementation Handbook (pp. 105-119). New York et al.: MacGraw-Hill.
   
Füss, R., Kaiser, D. G., & Stein, M. (2009). The Strategies of Hedge Funds and Robust Bayesian Portfolio Allocation in Fixed- Income Markets. In The Handbook of Credit Portfolio Management (pp. 325-348). New York et al.: McGraw-Hill.
   
Füss, R., & Hämmer, S. (2009). Globalisierung, Innenpolitik und Finanzmärkte. In Schneider, G., Bechtel, M. M., & Fahrholz, C. (Eds.), Krieg, Kooperation, Kursverlauf: Die internationale Politische Ökonomie (pp. 125-159). Wiesbaden: VS Verlag für Sozialwissenschaften (GWV), DOI:10.1007/978-3-531-91911-9_6. - ISBN 978-3-531-16509-7.
   
Füss, R., Fabozzi, F. J., & Kaiser, D. G. (2008). The Fundamentals of Commodity Investments. In Fabozzi, F. J. (Eds.), Handbook of Finance Vol. 1, Financial Markets and Instruments (pp. 593-603). New York: John Wiley & Sons.
   
Füss, R. (2008). CRB (Commodity Research Bureau), Conversion Factors, Crude Oil Market, Price Discovery, Soft Commodities. In Encyclopedia of Alternative Investments (pp. 91-93, 105-107, 129-130, 363-364, 434-436). Boca Raton, London, New York: Chapman & Hall.
   
Füss, R., Fabozzi, F. J., & Kaiser, D. G. (2008). A Primer on Commodity Investing. In Füss, R., Fabozzi, F. J., & Kaiser, D. G. (Eds.), The Handbook of Commodity Investing (pp. 3-37). New York: Wiley & Sons.
   
Füss, R., Hoppe, C., & Kaiser, D. G. (2008). Review of Commodity Futures Performance Benchmarks. In Fabozzi, F. J., Kaiser, D. G., & Füss, R. (Eds.), The Handbook of Commodity Investing (pp. 169-202). Hoboken, N.J.: Wiley. - ISBN 978-0-470-11764-4.
   
Adams, Z., Füss, R., & Kaiser, D. G. (2008). Commodities and the Macroeconomy. In Kaiser, D. G., & Füss, R. (Eds.), The Handbook of Commodity Investing (pp. 87-112). New York: John Wiley & Sons.
   
Füss, R., & Hecker, A. (2008). Inside Stakeholders. In Corporate Governance (pp. 108-116). Ukraine: Virtus Interpress.
   
Füss, R., & Kaiser, D. G. (2007). Rohstoffe. In Investment Banking (pp. 495-506). Stuttgart: Schäffer-Poeschel.
   
Füss, R., Rehkugler, H., Kaiser, D. G., & Butina, I. (2006). Long-term Co-movements between Hedge Funds and Financial Asset markets. In Hedge Funds and Managed Futures- The Handbook for Institutional Investors (pp. 397-428). London: Risk Books.
   
Füss, R., & Rehkugler, H. (2006). Modellierung von Volatilitäten für Hedge-Funds-Strategien. In Handbuch Alternative Investments (pp. 343-369). Wiesbaden: Gabler-Verlag.
   
Füss, R., & Rehkugler, H. (1998). Kundenorientierung als modernes Konzept des Depotmanagement. In Handbuch Portfoliomanagement (pp. 127-162). Bad Soden: Uhlenbruch Verlag.
   
conference paper
Füss, R., & Ruf, D. (2016). Learning Externalities in Opaque Asset Markets: Evidence from International Commercial Real Estate. In .
   
Füss, R., & Ruf, D. (2016). Learning Externalities in Opaque Asset Markets: Evidence from International Commercial Real Estate. In .
   
Ruf, D., & Füss, R. (2015). Learning Externalities in Opaque Asset Markets: Evidence from International Commercial Real Estate. In , pp.-: -.
   
Ruf, D., & Füss, R. (2015). Learning Externalities in Opaque Asset Markets: Evidence from International Commercial Real Estate. In , pp.-: -.
   
Füss, R., & Ruf, D. (2015). Learning Externalities in Opaque Asset Markets: Evidence from Internaitonal Commercial Real Estate. In , pp.14: -.
   
Ruf, D., & Füss, R. (2015). Spatial Externalities in Segmented Asset Markets: Evidence from International Commercial Real Estate. In , pp.-: -.
   
Ruf, D., & Füss, R. (2015). Spatial Externalities in Segmented Markets: Evidence from International Commercial Real Estate. In , pp.-: -.
   
working paper
Füss, R., & Zietz, J., School of Finance - University of St. Gallen (Eds.), (2015). The Economic Drivers of Differences in House Price Inflation Rates across MSAs. School of Finance Working Paper Series. St. Gallen: SoF - HSG.
   
Füss, R., & Koller, J., SoF - HSG (Eds.), (2015). The Role of Spatial and Temporal Structure for Residential Rent Predictions. School of Finance Working Paper Series. St. Gallen: SoF - HSG.
   
Füss, R., & Ruf, D., School of Finance (Eds.), (2015). Learning Externalities in Opaque Asset Markets: Evidence from International Commercial Real Estate. School of Finance Working Paper Series. St. Gallen: SoF - HSG.
   
Füss, R., Grabellus, M., Mager, F., & Stein, M., SoF-HSG (Eds.), (2015). Something in the Air: Information Density, News Surprises, and Price Jumps. School of Finance Working Paper Series.
   
Frauendorfer, K., Paraschiv, F., Aepli, M. D., & Füss, R., SoF-HSG (Eds.), (2015). Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation. School of Finance Working Paper Series.
   
Mahringer, S., Füss, R., & Prokopczuk, M., SoF-HSG (Eds.), (2015). Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach. School of Finance Working Paper Series.
   
Fecht, F., Füss, R., & Rindler, P. B. (2014). Corporate Transparency and Bond Liquidity. School of Finance Working Paper Series. St. Gallen: School of Finance.
   
Füss, R., Mahringer, S., & Prokopczuk, M., SoF (Eds.), (2013). Electricity Spot and Derivatives Pricing when Markets are Interconnected. SoF Working Paper Series. St. Gallen: SoF.
   
Füss, R., Zietz, J., & Zhu, B. (2013). Why do Local Housing Prices React so Differently to a Monetary Stimulus?: -.
   
Füss, R., Gietzen, T., & Rindler, P. B., SoF - HSG (Eds.), (2011). Did the 2007-08 Financial Crisis Change Risk Perception?. School of Finance Working Paper Series. St. Gallen: SoF - HSG.
   
presentation
Füss, R. (2015). Learning Externalities in Opaque Asset Markets: Evidence from International Commercial Real Estate. Presented at Finance Colloquium, Leibniz University Hannover.
   
Füss, R. (2015). The US Single-Family Housing Market: Drivers and Challenges with a Special Focus on Local Differences in House Price Inflation. Presented at Project Homes-uP – Single Family Homes under Pressure?, International Meeting Dresden 2015, IOER Dresden., Dresden.
   
Füss, R. (2015). Electricity Spot and Derivatives Pricing when Markets are interconnected. Presented at 55th Meeting of the EURO Working Group "Commodities and Financial Modelling", METU, Ankara.
   
 
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*citation format: APA 5