Bohl, M. T., Kanelis, D., & Siklos, P. L. (2023). Central Bank Mandates: How Differences Can Influence the Content and Tone of Central Bank Communication. Journal of International Money and Finance, 130.
Mehr Details BibTeX DOI
@article{BohlKS2023CentralBank,
author = {Martin T. Bohl and Dimitrios Kanelis and Pierre L. Siklos},
title = {Central Bank Mandates: How Differences Can Influence the Content and Tone of Central Bank Communication},
journal = {Journal of International Money and Finance},
year = {2023},
volume = {130},
doi = {10.1016/j.jimonfin.2022.102752},
note = {Publication status: Published}
}
Iorgulescu, E., Pütz, A., & Siklos, P. (2022). “Evil” Speculators? Evidence from Grain Futures Trading in Chicago During the Interwar Period. (submitted / under review)
Mehr Details BibTeX Gesamter Text
@techreport{IorgulescuPS2022EvilSpeculators,
author = {EAM Iorgulescu and A Pütz and PL Siklos},
title = {“Evil” Speculators? Evidence from Grain Futures Trading in Chicago During the Interwar Period},
institution = {},
series = {CQE Working Paper},
number = {95},
volume = {95},
year = {2022},
url = {https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/cqe_wp_95_2022.pdf},
note = {Publication status: submitted / under review}
}
Kanelis, D., & Siklos, P. L. (2022). Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era. (submitted / under review)
Mehr Details BibTeX Gesamter Text
@techreport{KanelisS2022EmotionInEuro,
author = {Dimitrios Kanelis and Pierre L. Siklos},
title = {Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era},
institution = {},
year = {2022},
url = {https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/cqe_wp_103_2022.pdf},
note = {Publication status: submitted / under review}
}
Bohl, M., Pütz, A., Siklos, P., & Sulewski, C. (2021). Information Transmission under Increasing Political Tension — Evidence for the Berlin Produce Exchange 1887-1896. Journal of Futures Markets, 41(2), 226–244.
Mehr Details BibTeX DOI
@article{BohlPSS2021Information,
author = {MT Bohl and A Pütz and PL Siklos and C Sulewski},
title = {Information Transmission under Increasing Political Tension --- Evidence for the Berlin Produce Exchange 1887-1896},
journal = {Journal of Futures Markets},
year = {2021},
volume = {41},
number = {2},
pages = {226--244},
doi = {10.1002/fut.22172},
note = {Publication status: Published}
}
Siklos, P., & Stefan, M. (2021). Exchange rate shocks in multicurrency interbank markets. Journal of Financial Stability, 55(August, Article 100888).
Mehr Details BibTeX DOI
@article{SiklosS2021ExchangeRate,
author = {PL Siklos and M Stefan},
title = {Exchange rate shocks in multicurrency interbank markets},
journal = {Journal of Financial Stability},
year = {2021},
volume = {55},
number = {August, Article 100888},
doi = {10.1016/j.jfs.2021.100888},
note = {Publication status: Published}
}
Gross, C., & Siklos, P. (2020). Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. Journal of Applied Econometrics, 35(1), 61–81.
Mehr Details BibTeX DOI
@article{GrossS2020AnalyzingCredit,
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 = {2020},
volume = {35},
number = {1},
pages = {61--81},
doi = {10.1002/jae.2726},
note = {Publication status: Published}
}
Pütz, A., Siklos, P., & Sulewski, C. (2020). Networks and trade costs in commodity markets during the late nineteenth century: A new dataset and evidence. European Review of Economic History, 24(4), 675–695.
Mehr Details BibTeX DOI
@article{PuetzSS2020NetworksAnd,
author = {A Pütz and PL Siklos and C Sulewski},
title = {Networks and trade costs in commodity markets during the late nineteenth century: A new dataset and evidence},
journal = {European Review of Economic History},
year = {2020},
volume = {24},
number = {4},
pages = {675--695},
doi = {10.1093/ereh/hez021},
note = {Publication status: Published}
}
Siklos, P., Stefan, M., & Wellenreuther, C. (2020). Metal Prices Made in China? A Network Analysis of Industrial Metal Futures. Journal of Futures Markets, 40(9), 1354–1374.
Mehr Details BibTeX DOI
@article{SiklosSW2020MetalPrices,
author = {PL Siklos and M Stefan and C Wellenreuther},
title = {Metal Prices Made in China? A Network Analysis of Industrial Metal Futures},
journal = {Journal of Futures Markets},
year = {2020},
volume = {40},
number = {9},
pages = {1354--1374},
doi = {10.1002/fut.22125},
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). Singapore: Springer.
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 = {Springer},
address = {Singapore},
isbn = {978-981-10-0622-7},
doi = {10.1007/978-981-10-0622-7_35-1},
note = {Publication status: Published}
}
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., 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}
}
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}
}
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}
}
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}
}
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}
}
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}
}
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}
}
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}
}
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}
}
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}
}
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}
}
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}
}
