Blar i NTNU Open på forfatter "Füss, Roland August"
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Bank systemic risk exposure and office market interconnectedness
Füss, Roland August; Ruf, Daniel (Peer reviewed; Journal article, 2021)We empirically examine how systemic risk in the banking sector leads to correlated risk in office markets of global financial centers. In so doing, we compute an aggregated measure of systemic risk in financial centers as ... -
COVID-19’s impact on real estate markets: review and outlook
Balemi, Nadia; Füss, Roland August; Weigand, Alois (Peer reviewed; Journal article, 2021)As symbolized by vacant office buildings, empty shopping malls and abandoned flats in metropolitan areas, the new coronavirus disease 2019 has severely impacted real estate markets. This paper provides a comprehensive ... -
Determining Land Values from Residential Rents
Füss, Roland August; Koller, Jan A.; Weigand, Alois (Journal article; Peer reviewed, 2021)The value of land is determined by the locations’ attractiveness and the degree of direct land use regulation. When regulations are binding, e.g., when a restriction on the maximum floor area ratio exists, the land price ... -
Financial crises, price discovery, and information transmission: a high-frequency perspective
Füss, Roland August; Mager, Ferdinand; Stein, Michael L.; Zhao, Lu (Journal article; Peer reviewed, 2018)This paper examines the price discovery processes before and during the 2007–2009 subprime and financial crisis, as well as the subsequent European sovereign crisis, for American and German stock and bond markets, as well ... -
Investing in Your Alumni: Endowments’ Investment Choices in Private Equity
Füss, Roland August; Morkoetter, Stefan; Oliveira, Maria (Journal article; Peer reviewed, 2023)We investigate the role of alumni ties in university endowments’ decision to invest into private equity funds. Based on a sample of 1,590 commitments made by 189 U.S. endowments into 613 funds during the period of 1995 to ... -
Metro’s night travel offer on the weekend and its impact on house prices
Chang, Zheng; Füss, Roland August; Olaussen, Jon Olaf; Weigand, Alois (Peer reviewed; Journal article, 2023)We examine the impact of introducing a weekend metro night service on housing prices in Frankfurt, Germany. Our identification strategy combines a triple-differences design to estimate the average treatment effect on the ... -
The predictability of house prices: “human against machine”
Birkeland, Kristoffer; D'Silva, Allan Daniel; Füss, Roland August; Oust, Are (Peer reviewed; Journal article, 2021)We develop an automated valuation model (AVM) for the residential real estate market by leveraging stacked generalization and a comparable market analysis. Specifically, we combine four novel ensemble learning methods with ...