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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
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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
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The demand for money by private firms in a regulated economy : theoretical underpinnings and empirical evidence for Germany 1960 - 1998
Bohl, Martin T.; Sell, Friedrich L. - 2002
Based on a cash-in-advance approach, this paper investigates theoretically the determinants of money holdings of firms under the conditions of a highly regulated labor market and analyses empirically the demand for money of German businesses during the period 1960-1998. As a result of our...
Persistent link: https://www.econbiz.de/10010509337
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International wheat price transmission and CAP reform
Thompson, Stanley; Bohl, Martin T. - 1999
Persistent link: https://www.econbiz.de/10001418185
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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
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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
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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
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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
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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