Zeno Adams

University of St. Gallen - School of Finance

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

6

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714

SSRN CITATIONS
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14

CROSSREF CITATIONS

4

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 282 (131,527)

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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 285 (130,760)
Citation 18

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

3.

Measuring Financial Investor Presence through Term Structure Anomalies

Number of pages: 32 Posted: 10 May 2021
Zeno Adams, Solene Collot and Davide Rossi
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and affiliation not provided to SSRN
Downloads 74 (383,196)

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Term structure, commodities, financialization, spline interpolation

4.

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 70 (394,976)

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

5.

Income and Household Location Choice in Switzerland

Number of pages: 42 Posted: 08 Jun 2021
Zeno Adams and Luca Liebi
University of St. Gallen - School of Finance and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 3 (749,953)

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Household location choice, income gradient, consumption amenities, household characteristics

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
Downloads 0 (787,982)
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