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Dynamics between North American and European agricultural futures prices during turmoil and financialization

Adämmer, Philipp; Bohl, Martin T.; Ledebur, Oliver von - In: Bulletin of economic research 69 (2017) 1, pp. 57-76

Persistent link: https://www.econbiz.de/10011743063

Price discovery in thinly traded futures markets : how thin is too thin?

Adämmer, Philipp; Bohl, Martin T.; Gross, Christian - In: The journal of futures markets 36 (2016) 9, pp. 851-869

Persistent link: https://www.econbiz.de/10011568641

Spatial market efficiency and policy regime change : seemingly unrelated error correction model estimation

Thompson, Stanley; Sul, Donggyu; Bohl, Martin T. - 2002

Persistent link: https://www.econbiz.de/10001722211

Spatial market efficiency and policy regime change : seemingly unrelated error correction model estimation

Thompson, Stanley; Sul, Donggyu; Bohl, Martin T. - In: American journal of agricultural economics 84 (2002) 4, pp. 1042-1053

Persistent link: https://www.econbiz.de/10001722824

Spatial Market Efficiency and Policy Regime Change : Seemingly Unrelated Error Correction Model Estimation

Thompson, Stanley R.; Bohl, Martin T.; Sul, Donggyu - 2004

We investigate the degree to which the wheat markets of France, Germany, and the United Kingdom are in spatial …-Fuller and error correction methodology. We argue this methodology is more efficient than ordinary cointegration and error …

Persistent link: https://www.econbiz.de/10014094839

Short selling constraints and stock returns volatility : empirical evidence from the German stock market

Bohl, Martin T.; Reher, Gerrit; Wilfling, Bernd - In: Economic modelling 58 (2016), pp. 159-166

Persistent link: https://www.econbiz.de/10011647079

Momentum profits, market cycles, and rebounds : evidence from Germany

Bohl, Martin T.; Czaja, Marc-Gregor; Kaufmann, Philipp - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 139-159

Persistent link: https://www.econbiz.de/10011627527

Spot market volatility and futures trading : the pitfalls of using a dummy variable approach

Bohl, Martin T.; Diesteldorf, Jeanne; Salm, Christian; … - In: The journal of futures markets 36 (2016) 1, pp. 30-45

Persistent link: https://www.econbiz.de/10011567524

Deutsche Milchprodukt-Futurekontrakte: Qualität der Preissignale und Eignung als Preisabsicherungsinstrument

Bohl, Martin T.; Groß, Christian; Weber, Sascha Alexander - 2017

Due to the liberalization of the European dairy market the volatility of dairy prices increased since the year 2007 …

Persistent link: https://www.econbiz.de/10011641640

Spekulative Blasen in deutschen Aktienkursen als Ursache exzessiver Volatilität

Bohl, Martin T. - In: Stabilisierungsprobleme in der Marktwirtschaft : …, (pp. 185-196). 2003

Persistent link: https://www.econbiz.de/10001907610