Papers accepted for publications

  • Segnon, M., Gupta, R., Wilfling, B., 2022. Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. International Journal of Forecasting, forthcoming.

  • Bohl, M., Kanelis, D., Siklos, P., 2023. Central Bank Mandates: How Differences Can Influence the Content and Tone of Central Bank Communication. Journal of International Money and Finance, in press

  • Iorgulescu, E., Pütz, A., Siklos, P., 2022. Grain Futures Trading During the Interwar Period: Introducing a New Dataset and Evidence, submitted