Publikationen | Professor Pierre Siklos | Lehrstuhl für Volkswirtschaftslehre, insbesondere Monetäre Ökonomie

Professor Pierre Siklos, PhD
Gastprofessor

Lehrstuhl für Volkswirtschaftslehre, insbesondere Monetäre Ökonomie

Am Stadtgraben 9
48143 Münster

psiklos@wlu.ca
legacy.wlu.ca/homepage.php?grp_id=758&ct_id=626&f_id=31

Sprechzeiten:
Webseite: http://legacy.wlu.ca/homepage.php?grp_id=758&ct_id=626&f_id=31

2019

Gross, C., & Siklos, P. (2019). Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. Journal of Applied Econometrics, 2019. (Accepted)
Mehr Details BibTeX

@article{GrossS2019AnalyzingCredit,
  author = {C Gross and PL Siklos},
  title = {Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach},
  journal = {Journal of Applied Econometrics},
  year = {2019},
  volume = {2019},
  note = {Publication status: Accepted}
}

2018

Bohl, M., Siklos, P., & Wellenreuther, C. (2018). Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures. Journal of Asian Economics, 54(February), 69–91.
Mehr Details BibTeX DOI

@article{BohlSW2018Speculative,
  author = {MT Bohl and PL Siklos and C Wellenreuther},
  title = {Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures},
  journal = {Journal of Asian Economics},
  year = {2018},
  volume = {54},
  number = {February},
  pages = {69--91},
  doi = {10.1016/j.asieco.2017.12.003},
  note = {Publication status: Published}
}

Bohl, M., & Siklos, P. (2018). The Anatomy of Inflation: An Economic History Perspective. In Battilossi, S., Cassis, Y., & Yago, K. (Eds.), Handbook of the History of Money and Currency (pp. x-x). (In press)
Mehr Details BibTeX DOI

@incollection{BohlS2018TheAnatomy,
  author = {MT Bohl and PL Siklos},
  title = {The Anatomy of Inflation: An Economic History Perspective},
  booktitle = {Handbook of the History of Money and Currency},
  pages = {x-x},
  editor = {S Battilossi and Y Cassis and K Yago},
  year = {2018},
  publisher = {},
  doi = {10.1007/978-981-10-0622-7_35-1},
  note = {Publication status: In press}
}

2016

Bohl, M., Klein, A., & Siklos, P. (2016). A Markov Switching Approach to Herding. Credit and Capital Markets, 49, 193–220.
Mehr Details BibTeX

@article{BohlKS2016AMarkovSwitching,
  author = {MT Bohl and AC Klein and PL Siklos},
  title = {A Markov Switching Approach to Herding},
  journal = {Credit and Capital Markets},
  year = {2016},
  volume = {49},
  pages = {193--220},
  note = {Publication status: Published}
}

Bohl, M., Michaelis, P., & Siklos, P. (2016). Austerity and recovery: Exchange rate regime choice, economic growth and financial crises. Economic Modeling, 53(February), 195–207.
Mehr Details BibTeX DOI

@article{BohlMS2016AusterityAnd,
  author = {MT Bohl and P Michaelis and PL Siklos},
  title = {Austerity and recovery: Exchange rate regime choice, economic growth and financial crises},
  journal = {Economic Modeling},
  year = {2016},
  volume = {53},
  number = {February},
  pages = {195--207},
  doi = {10.1016/j.econmod.2015.11.017},
  note = {Publication status: Published}
}

2015

Bohl, M., Diesteldorf, J., & Siklos, P. (2015). The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks. China Economic Review, 34(July 2015), 207–224.
Mehr Details BibTeX DOI

@article{BohlDS2015TheEffectOf,
  author = {MT Bohl and J Diesteldorf and PL Siklos},
  title = {The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks},
  journal = {China Economic Review},
  year = {2015},
  volume = {34},
  number = {July 2015},
  pages = {207--224},
  doi = {10.1016/j.chieco.2014.11.005},
  note = {Publication status: Published}
}

Bohl, M., Kaufmann, P., & Siklos, P. (2015). What Drove the Mid-2000s Explosiveness in Alternative Energy Stock Prices? Evidence from U.S., European and Global Indices. International Review of Financial Analysis, 40(July 2015), 194–206.
Mehr Details BibTeX DOI

@article{BohlKS2015WhatDroveThe,
  author = {MT Bohl and P Kaufmann and PL Siklos},
  title = {What Drove the Mid-2000s Explosiveness in Alternative Energy Stock Prices? Evidence from U.S., European and Global Indices},
  journal = {International Review of Financial Analysis},
  year = {2015},
  volume = {40},
  number = {July 2015},
  pages = {194--206},
  doi = {10.1016/j.irfa.2015.05.018},
  note = {Publication status: Published}
}

2014

Bohl, M., Klein, A., & Siklos, P. (2014). Short-Selling Bans and Institutional Investors' Herding Behaviour: Evidence from the Global Financial Crisis. International Review of Economics and Finance, 33(May 2014), 262–269.
Mehr Details BibTeX DOI

@article{BohlKS2014ShortSelling,
  author = {MT Bohl and AC Klein and PL Siklos},
  title = {Short-Selling Bans and Institutional Investors' Herding Behaviour: Evidence from the Global Financial Crisis},
  journal = {International Review of Economics and Finance},
  year = {2014},
  volume = {33},
  number = {May 2014},
  pages = {262--269},
  doi = {10.1016/j.irfa.2014.03.004},
  note = {Publication status: Published}
}

2013

Bohl, M., Klein, A., & Siklos, P. (2013). Are Short Sellers Positive Feedback Traders? Evidence from the Global Financial Crisis. Journal of Financial Stability, 9(3), 337–346.
Mehr Details BibTeX DOI

@article{BohlKS2013AreShortSellers,
  author = {MT Bohl and AC Klein and PL Siklos},
  title = {Are Short Sellers Positive Feedback Traders? Evidence from the Global Financial Crisis},
  journal = {Journal of Financial Stability},
  year = {2013},
  volume = {9},
  number = {3},
  pages = {337--346},
  doi = {10.1016/j.jfs.2012.11.004},
  note = {Publication status: Published}
}

2011

Bohl, M., Mayes, D., & Siklos, P. (2011). The Quality of Monetary Policy and Inflation Performance: Globalization and Its Aftermath. The Manchester School, 79(Supplement 1), 617–645.
Mehr Details BibTeX DOI

@article{BohlMS2011TheQuality,
  author = {MT Bohl and DG Mayes and PL Siklos},
  title = {The Quality of Monetary Policy and Inflation Performance: Globalization and Its Aftermath},
  journal = {The Manchester School},
  year = {2011},
  volume = {79},
  number = {Supplement 1},
  pages = {617--645},
  doi = {10.2139/ssrn.1513263},
  note = {Publication status: Published}
}

2010

Bohl, M., Schuppli, J., & Siklos, P. (2010). Stock Return Seasonalities and Investor Structure: Evidence from China's B-Share Markets. China Economic Review, 21(1), 190–201.
Mehr Details BibTeX DOI

@article{BohlSS2010StockReturn,
  author = {MT Bohl and JM Schuppli and PL Siklos},
  title = {Stock Return Seasonalities and Investor Structure: Evidence from China's B-Share Markets},
  journal = {China Economic Review},
  year = {2010},
  volume = {21},
  number = {1},
  pages = {190--201},
  doi = {10.1016/j.chieco.2009.12.004},
  note = {Publication status: Published}
}

2009

Bohl, M., & Siklos, P. (2009). Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule. Open Economic Review, 20(1), 39–59.
Mehr Details BibTeX DOI

@article{BohlS2009AssetPrices,
  author = {MT Bohl and PL Siklos},
  title = {Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule},
  journal = {Open Economic Review},
  year = {2009},
  volume = {20},
  number = {1},
  pages = {39--59},
  doi = {10.1007/s11079-007-9063-3},
  note = {Publication status: Published}
}

Bohl, M., Siklos, P., & Sondermann, D. (2009). The Euro Area Stock Market Channel: Does One Size Fit All?. Finance Research Letters, 6(4), 230–235.
Mehr Details BibTeX DOI

@article{BohlSS2009TheEuroArea,
  author = {MT Bohl and PL Siklos and D Sondermann},
  title = {The Euro Area Stock Market Channel: Does One Size Fit All?},
  journal = {Finance Research Letters},
  year = {2009},
  volume = {6},
  number = {4},
  pages = {230--235},
  doi = {10.1016/j.frl.2009.08.001},
  note = {Publication status: Published}
}

2008

Bohl, M., & Siklos, P. (2008). Policy Words and Policy Deeds: The ECB and the Euro. International Journal of Finance — Economics, 13(3), 247–265.
Mehr Details BibTeX DOI

@article{BohlS2008PolicyWords,
  author = {MT Bohl and PL Siklos},
  title = {Policy Words and Policy Deeds: The ECB and the Euro},
  journal = {International Journal of Finance --- Economics},
  year = {2008},
  volume = {13},
  number = {3},
  pages = {247--265},
  doi = {10.1002/ijfe.342},
  note = {Publication status: Published}
}

Bohl, M., & Siklos, P. (2008). Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets. Applied Financial Economics, 18(17), 1379–1389.
Mehr Details BibTeX DOI

@article{BohlS2008EmpiricalEvidence,
  author = {MT Bohl and PL Siklos},
  title = {Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets},
  journal = {Applied Financial Economics},
  year = {2008},
  volume = {18},
  number = {17},
  pages = {1379--1389},
  doi = {10.1080/09603100701704280},
  note = {Publication status: Published}
}

Bohl, M., Siklos, P., & Sondermann, D. (2008). European Stock Markets and the ECB's Monetary Policy Surprises. International Finance, 11(2), 117–130.
Mehr Details BibTeX DOI

@article{BohlSS2008EuropeanStock,
  author = {MT Bohl and PL Siklos and D Sondermann},
  title = {European Stock Markets and the ECB's Monetary Policy Surprises},
  journal = {International Finance},
  year = {2008},
  volume = {11},
  number = {2},
  pages = {117--130},
  doi = {10.1111/j.1468-2362.2008.00219.x},
  note = {Publication status: Published}
}

2007

Bohl, M., & Siklos, P. (2007). Do Actions Speak Louder Than Words? Evaluating Monetary Policy at the Bundesbank. Journal of Macroeconomics, 29(2), 368–386.
Mehr Details BibTeX DOI

@article{BohlS2007DoActionsSpeak,
  author = {MT Bohl and PL Siklos},
  title = {Do Actions Speak Louder Than Words? Evaluating Monetary Policy at the Bundesbank},
  journal = {Journal of Macroeconomics},
  year = {2007},
  volume = {29},
  number = {2},
  pages = {368--386},
  doi = {10.1016/j.jmacro.2005.08.002},
  note = {Publication status: Published}
}

Bohl, M., Siklos, P., & Werner, T. (2007). Do Central Banks React to Stock Markets? The Case of the Bundesbank. Journal of Banking and Finance, 31(3), 719–733.
Mehr Details BibTeX DOI

@article{BohlSW2007DoCentralBanks,
  author = {MT Bohl and PL Siklos and T Werner},
  title = {Do Central Banks React to Stock Markets? The Case of the Bundesbank},
  journal = {Journal of Banking and Finance},
  year = {2007},
  volume = {31},
  number = {3},
  pages = {719--733},
  doi = {10.1016/j.jbankfin.2006.04.003},
  note = {Publication status: Published}
}

2005

Bohl, M., & Siklos, P. (2005). The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government. Southern Economic Journal, 72(2), 395–409.
Mehr Details BibTeX

@article{BohlS2005TheBundesbankS,
  author = {MT Bohl and PL Siklos},
  title = {The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government},
  journal = {Southern Economic Journal},
  year = {2005},
  volume = {72},
  number = {2},
  pages = {395--409},
  note = {Publication status: Published}
}

2004

Bohl, M., & Siklos, P. (2004). The Present Value Model of US Stock Prices Redux: A New Testing Strategy and Some Evidence. Quarterly Review of Economics and Finance, 44(2), 208–223.
Mehr Details BibTeX DOI

@article{BohlS2004ThePresent,
  author = {MT Bohl and PL Siklos},
  title = {The Present Value Model of US Stock Prices Redux: A New Testing Strategy and Some Evidence},
  journal = {Quarterly Review of Economics and Finance},
  year = {2004},
  volume = {44},
  number = {2},
  pages = {208--223},
  doi = {10.1016/S1062-9769(03)00044-9},
  note = {Publication status: Published}
}

Bohl, M., & Siklos, P. (2004). The Bundesbank’s Inflation Policy and Asymmetric Behavior of the German Term Structure. Review of International Economics, 12(3), 495–508.
Mehr Details BibTeX DOI

@article{BohlS2004TheBundesbankS,
  author = {MT Bohl and PL Siklos},
  title = {The Bundesbank’s Inflation Policy and Asymmetric Behavior of the German Term Structure},
  journal = {Review of International Economics},
  year = {2004},
  volume = {12},
  number = {3},
  pages = {495--508},
  doi = {10.1111/j.1467-9396.2004.00463.x},
  note = {Publication status: Published}
}

Bohl, M., & Siklos, P. (2004). The Stock Market and the Business Cycle in Periods of Deflation, (Hyper-) Inflation and Political Turmoil: Germany 1913 — 1926. In Burdekin, R., & Siklos, P. (Eds.), Deflation: Current and Historical Perspectives (pp. 298–317). Cambridge University Press.
Mehr Details BibTeX

@incollection{BohlS2004TheStockMarket,
  author = {MT Bohl and PL Siklos},
  title = {The Stock Market and the Business Cycle in Periods of Deflation, (Hyper-) Inflation and Political Turmoil: Germany 1913 --- 1926},
  booktitle = {Deflation: Current and Historical Perspectives},
  pages = {298--317},
  editor = {RCK Burdekin and PL Siklos},
  year = {2004},
  publisher = {Cambridge University Press},
  note = {Publication status: Published}
}