• Publikationen

    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.
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    Siklos, P., & Stefan, M. (2021). Exchange rate shocks in multicurrency interbank markets. Journal of Financial Stability, 55(August, Article 100888).
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    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.
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    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.
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    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.
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    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.
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    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.
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    Bohl, M., Klein, A., & Siklos, P. (2016). A Markov Switching Approach to Herding. Credit and Capital Markets, 49, 193–220.
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    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.
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    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.
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    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.
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    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.
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    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.
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    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.
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    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.
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    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.
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    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.
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    Bohl, M., & Siklos, P. (2008). Policy Words and Policy Deeds: The ECB and the Euro. International Journal of Finance & Economics, 13(3), 247–265.
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    Bohl, M., & Siklos, P. (2008). Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets. Applied Financial Economics, 18(17), 1379–1389.
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    Bohl, M., Siklos, P., & Sondermann, D. (2008). European Stock Markets and the ECB's Monetary Policy Surprises. International Finance, 11(2), 117–130.
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    Bohl, M., & Siklos, P. (2007). Do Actions Speak Louder Than Words? Evaluating Monetary Policy at the Bundesbank. Journal of Macroeconomics, 29(2), 368–386.
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    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.
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    Bohl, M., & Siklos, P. (2005). The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government. Southern Economic Journal, 72(2), 395–409.
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    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.
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    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.
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    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.
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