Current Publications

 

  • Emotion in Euro area monetary policy communication and bond yields: the Draghi era, Dimitrios Kanelis and Pierre L. Siklos, Journal of Economic Behavior and Organization, Vol. 245, May 2026, article 107525. Link
  • The Monetary Policy-Commodities Nexus: A Survey, Martin T. Bohl, Niklas Humann and Pierre L. Siklos,  Journal of Economic Surveys, Vol. 40, Issue 2, April 2026, 1050-1082. Link
  • The ECB press conference statement: deriving a new sentiment indicator for the euro area, Dimitrios Kanelis and Pierre L. Siklos, International Journal of Finance & Economics, Vol. 30, Issue 1, January 2025, 652-664. Link
  • The impact of financialization on the efficiency of commodity futures markets, Martin T. Bohl, Scott H. Irwin, Alexander Pütz and Christoph Sulewski, Journal of Commodity Markets, Vol. 31, September 2023, Article 100330. Link
  • Commodity Futures Hedge Ratios: A Meta-Analysis, Jedrzej Bialkowski, Devmali Perera and Martin T. Bohl, Journal of Commodity Markets, Vol. 30, June 2023, Article 100276. Link
  • Central Bank Mandates: How Differences Can Influence the Content and Tone of Central Bank Communication, Martin T. Bohl, Dimitrios Kanelis and Pierre L. Siklos, Journal of International Money and Finance, Vol. 130, February 2023, Article 102752. Link
  • Is the Tracking Error Time Varying? Evidence from Agricultural ETCs, Jedrzej Bialkowski, Devmali Perera and Martin T. Bohl, Research in International Business and Finance, Vol. 63, December 2022, Article 101738. Link
  • Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?, Martin T. Bohl, Nicole Branger and Mark Trede, Applied Economic Perspectives and Policy, Vol. 44, Issue 3, 2022, 1534-1553. Link