Aktuelle Veröffentlichungen

 

  • Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?, Martin T. Bohl, Pierre L. Siklos, Martin Stefan und Claudia Wellenreuther, Journal of Commodity Markets, 2019, erscheint demnächst. Link

  • The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices, Martin T. Bohl und Christoph Sulewski, Journal of Commodity Markets, 2019, erscheint demnächst.  Link
  • The Far Reaching Implications of Fama's Efficient Markets Hypothesis: Non-Predictability of Media Investments, Martin T. Bohl, Thomas Ehrmann und Claudia Wellenreuther, Applied Economics Letters, 2019, erscheint demnächst.

  • Speculation and Volatility — A Time-Varying Approach applied on Chinese Commodity Futures Markets, Claudia Wellenreuther und Jan Voelzke, Journal of Futures Markets, 2019, erscheint demnächst. Link
  • Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach, Christian Groß und Pierre L. Siklos, Journal of Applied Econometrics, 2019, erscheint demnächst.
  • The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets, Martin T. Bohl, Christian Groß und Waldemar Souza, International Review of Economics and Finance, Vol. 60, March 2019, 203-215. Link
  • Pension Funds, Large Captial Inflows and Stock Returns in a Thin Market, Janusz Brzeszczynski, Martin T. Bohl und Dobromil Serwa, Journal of Pension Economics and Finance, Vol. 18, Issue 3, 2019, 347-387. Link
  • Short-Selling Bans and the Global Financial Crisis: Are they Interconnected?,  Martin T. Bohl, M., Badye Essid und Pierre L. Siklos, Applied Economics QuarterlyVol. 64, No. 2, 2018, 159-177. Link
  • The Anatomy of Inflation: An Economic History Perspective, Martin T. Bohl und Pierre L. Siklos, in: Handbook of the History of Money and Currency, S. Battilossi, Y. Cassis und K. Yago (Hrsg.), Springer, Singapore 2018. Link
  • Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures, Martin T. Bohl, Pierre L. Siklos und Claudia Wellenreuther, Journal of Asian Economics, Vol. 54, February 2018, S. 69-91. Link
  • Price Discovery Dynamics in European Agricultural Markets, Philipp Adämmer und Martin T. Bohl, Journal of Futures Markets, 2018, Vol. 38, Issue 5, May 2018, S. 549-562. Link
  • The Case for Herding is Stronger than You Think, Martin T. Bohl, Nicole Branger, Mark Trede, Journal of Banking and Finance, Vol. 85, December 2017, 30-40. Link
  • Dynamics Between North American and European Agricultural Futures Prices During Turmoil and Financialization, Philipp Adämmer, Martin T. Bohl, Ernst-Oliver von Ledebur, Bulletin of Economic Research, Volume 69, Issue 1, 2017, 57-76. Link