Pierre L. Siklos

Wilfrid Laurier University - School of Business & Economics

Professor

Department of Economics

75 University Avenue W.

Waterloo, Ontario N2L 3C5

Canada

http://pierrelsiklos.com

Balsillie school of international affairs

67 Erb Street West

Waterloo, ON N2L 6C2

Canada

SCHOLARLY PAPERS

125

DOWNLOADS
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11,503

SSRN CITATIONS
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Top 3,924

in Total Papers Citations

163

CROSSREF CITATIONS

144

Scholarly Papers (125)

Cointegration and Threshold Adjustment

Number of pages: 24 Posted: 24 Feb 1998
Pierre L. Siklos and Walter Enders
Wilfrid Laurier University - School of Business & Economics and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 672 (40,855)
Citation 10

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Cointegration and Threshold Adjustment

Journal of Business & Economic Statistics
Posted: 26 Feb 2001
Walter Enders and Pierre L. Siklos
University of Alabama - Department of Economics, Finance and Legal Studies and Wilfrid Laurier University - School of Business & Economics

Abstract:

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asymmetric adjustment, Monte Carlo, nonlinear autoregression, cointegration

2.

Central Bank Reaction Functions in Inflation and Non-Inflation Targeting Countries: Are They Informative About the Conduct of Monetary Policy?

Number of pages: 34 Posted: 06 Nov 1998
Stephen Murchison and Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 577 (50,701)
Citation 4

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3.

Short Selling Bans and Institutional Investors' Herding Behavior: Evidence from the Global Financial Crisis

Number of pages: 29 Posted: 23 Jan 2011 Last Revised: 11 Oct 2011
Pierre L. Siklos, Martin T. Bohl and Arne Klein
Wilfrid Laurier University - School of Business & Economics, University of Muenster and University of Muenster
Downloads 447 (69,682)
Citation 2

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Short Selling Ban, Herding, Herding Measure, Bootstrapping

4.

Privatizing a Banking System: A Case Study of Hungary

Number of pages: 32 Posted: 12 Oct 2001
Istvan Abel and Pierre L. Siklos
Budapest Business School and Wilfrid Laurier University - School of Business & Economics
Downloads 436 (71,801)

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privatization Hungary strategic partners foreign ownership banking

5.

What Drove the Mid-2000s Explosiveness in Alternative Energy Stock Prices? Evidence from U.S., European and Global Indices

International Review of Financial Analysis, Vol. 40, 2015
Number of pages: 39 Posted: 04 Jan 2014 Last Revised: 13 Jun 2015
Martin T. Bohl, Philipp Kaufmann and Pierre L. Siklos
University of Muenster, University of Muenster and Wilfrid Laurier University - School of Business & Economics
Downloads 399 (79,745)
Citation 2

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Alternative Energy Stocks, Performance Measurement, Asset Price Bubbles, Explosive Price Behavior, Right-Tailed Unit Root Tests

6.

Optimal Reaction Functions, Taylor's Rule and Inflation Targets: The Experiences of Dollar Bloc Countries

Number of pages: 39 Posted: 25 Jan 2002
Sean Collins and Pierre L. Siklos
Investment Company Institute - Research and Wilfrid Laurier University - School of Business & Economics
Downloads 370 (87,065)
Citation 6

Abstract:

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Inflation targeting, Taylor rules, optimal reaction functions

7.

Inflation Targeting around the World

Number of pages: 51 Posted: 17 Dec 2007
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 346 (93,988)
Citation 1

Abstract:

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inflation targets, emerging markets, inflation persistence

8.

Fears of Deflation and Policy Responses then and Now

Number of pages: 74 Posted: 29 Jan 2003
Richard C. K. Burdekin and Pierre L. Siklos
Claremont McKenna College - Robert Day School of Economics and Finance and Wilfrid Laurier University - School of Business & Economics
Downloads 339 (96,185)
Citation 1

Abstract:

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Deflation, goods prices, asset prices, expectations

9.

Inflation Target Design, Changing Inflation Performance and Persistence in Industrial Countries

Number of pages: 32 Posted: 27 Dec 1998
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 315 (104,360)
Citation 1

Abstract:

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10.

What Has Driven Chinese Monetary Policy Since 1990? Investigating the People's Bank's Policy Rule

Number of pages: 27 Posted: 05 Nov 2005
Richard C. K. Burdekin and Pierre L. Siklos
Claremont McKenna College - Robert Day School of Economics and Finance and Wilfrid Laurier University - School of Business & Economics
Downloads 302 (109,230)
Citation 17

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McCallum rule, Inflation, deflation, China

11.

Do Central Banks React to the Stock Market? The Case of the Bundesbank

Journal of Banking and Finance, Forthcoming
Number of pages: 29 Posted: 08 Nov 2003
Martin T. Bohl, Pierre L. Siklos and Thomas Werner
University of Muenster, Wilfrid Laurier University - School of Business & Economics and European Central Bank (ECB)
Downloads 300 (110,005)
Citation 13

Abstract:

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Stock Prices, Monetary Policy, Reaction Function, Deutsche Bundesbank, Identification, Simultaneity

12.

Estimating Taylor-Type Rules: An Unbalanced Regression?

Number of pages: 56 Posted: 19 Nov 2004
Pierre L. Siklos and Mark E. Wohar
Wilfrid Laurier University - School of Business & Economics and University of Nebraska at Omaha
Downloads 284 (116,607)
Citation 6

Abstract:

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Taylor rules, stationarity, cointegration

13.

The Potential Consequences of Alternative Exchange Rate Regimes: A Study of Three Candidate Regions

Number of pages: 40 Posted: 07 Jun 2002
Eduard Hochreiter, Anton Korinek and Pierre L. Siklos
Austrian National Bank, University of Virginia - Department of Economics and Darden School of Business and Wilfrid Laurier University - School of Business & Economics
Downloads 248 (134,304)
Citation 2

Abstract:

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Exchange rate regimes, Monetary Union, SVARs

14.

No Single Definition of Central Bank Independence is Right for All Countries

Paolo Baffi Centre Research Paper No. 2008-02
Number of pages: 42 Posted: 04 Mar 2008 Last Revised: 18 Aug 2008
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 233 (142,742)
Citation 9

Abstract:

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central bank indendence, quantil regression

The Present Value Model of Us Stock Prices Redux: A New Testing Strategy and Some Evidence

Number of pages: 31 Posted: 25 Jan 2003
Martin T. Bohl and Pierre L. Siklos
University of Muenster and Wilfrid Laurier University - School of Business & Economics
Downloads 212 (155,913)
Citation 2

Abstract:

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Present Value Model, US Stock Prices, Asymmetric Adjustment, Cointegration

The Present Value Model of Us Stock Prices Redux: A New Testing Strategy and Some Evidence

Quarterly Review of Economics and Finance, Forthcoming
Posted: 08 Dec 2003
Martin T. Bohl and Pierre L. Siklos
University of Muenster and Wilfrid Laurier University - School of Business & Economics

Abstract:

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Present Value Model, US Stock Prices, Asymmetric Adjustment, Cointegration

16.

Are Short Sellers Positive Feedback Traders? Evidence from the Global Financial Crisis

Journal of Financial Stability, Forthcoming
Number of pages: 33 Posted: 05 Sep 2011 Last Revised: 01 Dec 2012
Martin T. Bohl, Arne Christian Klein and Pierre L. Siklos
University of Muenster, University of Muenster and Wilfrid Laurier University - School of Business & Economics
Downloads 195 (168,897)

Abstract:

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Short Selling Ban, Short Sales, Feedback Trading, Financial Crisis

17.

The Fed's Reaction to the Stock Market During the Great Depression: Fact or Artefact?

Number of pages: 41 Posted: 03 Nov 2005
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 192 (171,252)
Citation 2

Abstract:

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Federal reserve policy, Great Depression, Policy rules, real-time data

18.
Downloads 186 (176,232)
Citation 8

Identifying the Shocks Driving Inflation in China

Pacific Economic Review, August 2007
Number of pages: 45 Posted: 26 Oct 2007 Last Revised: 17 Mar 2008
Pierre L. Siklos and Yang Zhang
Wilfrid Laurier University - School of Business & Economics and University of Ottawa - Department of Economics
Downloads 185 (176,992)

Abstract:

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Inflation in China, Structural VAR

Identifying the Shocks Driving Inflation in China

Pacific Economic Review, Vol. 15, Issue 2, pp. 204-223, May 2010
Number of pages: 20 Posted: 21 Apr 2010
Pierre L. Siklos and Yang Zhang
Wilfrid Laurier University - School of Business & Economics and University of Ottawa - Department of Economics
Downloads 1 (736,465)
Citation 1
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Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect

Claremont McKenna College Robert Day School of Economics and Finance Research Paper No. 2977639
Number of pages: 22 Posted: 30 May 2017
Richard C. K. Burdekin and Pierre L. Siklos
Claremont McKenna College - Robert Day School of Economics and Finance and Wilfrid Laurier University - School of Business & Economics
Downloads 113 (264,959)

Abstract:

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Capital account liberalization; Stock returns; Sentiment; Shanghai; Hong Kong

Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect

International Review of Economics & Finance, Forthcoming
Number of pages: 25 Posted: 09 Jan 2018
Richard C. K. Burdekin and Pierre L. Siklos
Claremont McKenna College - Robert Day School of Economics and Finance and Wilfrid Laurier University - School of Business & Economics
Downloads 46 (442,213)
Citation 5

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Capital Account Liberalization; Stock Returns; Sentiment; Shanghai; Hong Kong

Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect

CAMA Working Paper No. 9/2018
Number of pages: 27 Posted: 19 Jan 2018
Richard C. K. Burdekin and Pierre L. Siklos
Claremont McKenna College - Robert Day School of Economics and Finance and Wilfrid Laurier University - School of Business & Economics
Downloads 26 (541,956)

Abstract:

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Capital account liberalization, Stock returns, Sentiment, Shanghai, Hong Kong

Is Hungary Ready for Inflation Targeting?

Number of pages: 50 Posted: 02 Oct 2001
Pierre L. Siklos and Istvan Abel
Wilfrid Laurier University - School of Business & Economics and Budapest Business School
Downloads 180 (181,479)
Citation 2

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emerging market economies, inflation targeting, central bank independence

Is Hungary Ready for Inflation Targeting?

Economic Systems, December 2002
Posted: 13 Aug 2003
Pierre L. Siklos and Istvan Abel
Wilfrid Laurier University - School of Business & Economics and Budapest Business School

Abstract:

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inflation targeting, Taylor rule, central bank autonomy

Exchange Rate Regimes and Shifts in Inflation Persistence: Does Nothing Else Matter?

Number of pages: 28 Posted: 06 Nov 1998
Pierre L. Siklos and Richard C. K. Burdekin
Wilfrid Laurier University - School of Business & Economics and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 175 (186,063)
Citation 4

Abstract:

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Exchange Rate Regimes and Shifts in Inflation Persistence: Does Nothing Else Matter?

Journal of Money, Credit and Banking
Posted: 09 Nov 1998
Pierre L. Siklos and Richard C. K. Burdekin
Wilfrid Laurier University - School of Business & Economics and Claremont McKenna College - Robert Day School of Economics and Finance

Abstract:

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22.

The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment

Studies in Nonlinear Dynamics and Econometrics, Vol. 10, Article 6, pp. 1-32, December 2006
Number of pages: 42 Posted: 04 Nov 2005 Last Revised: 03 Sep 2008
Alfred A. Haug and Pierre L. Siklos
University of Otago - School of Business - Department of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 161 (199,850)

Abstract:

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nonlinear, contegration, expectations hypothesis

23.

Optimal Monetary Policy Rules and Inflation Targets: Are Australia, Canada, and New Zealand Different from the Us?

Open Economies Review, Forthcoming
Number of pages: 22 Posted: 27 Jul 2004
Sean Collins and Pierre L. Siklos
Investment Company Institute - Research and Wilfrid Laurier University - School of Business & Economics
Downloads 161 (199,850)
Citation 1

Abstract:

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Optimal rules, inflation targeting, interest rate smoothing

Capital Flows in a Transitional Economy and the Sterilization Dilemma: The Hungarian Experience, 1992-97

Number of pages: 27 Posted: 04 May 1999
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 159 (202,195)

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Capital Flows in a Transitional Economy and the Sterilization Dilemma: The Hungarian Experience, 1992-97

Journal of Policy Reform
Posted: 07 May 1999
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics

Abstract:

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25.

A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models

Studies in Nonlinear Dynamics and Econometrics, Forthcoming
Number of pages: 28 Posted: 06 Aug 2007
Walter Enders, Barry Falk and Pierre L. Siklos
University of Alabama - Department of Economics, Finance and Legal Studies, Iowa State University and Wilfrid Laurier University - School of Business & Economics
Downloads 157 (204,116)
Citation 1

Abstract:

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threshold models, confidence intervals, Monte Carlo

The Bundesbank's Inflation Policy and Asymmetric Behavior of the German Term Structure

Number of pages: 31 Posted: 12 Nov 2002
Martin T. Bohl and Pierre L. Siklos
University of Muenster and Wilfrid Laurier University - School of Business & Economics
Downloads 121 (251,902)

Abstract:

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Term Structure, Threshold Cointegration, Asymmetric Adjustment, Inflation Targeting Policy of the Bundesbank

The Bundesbank's Inflation Policy and Asymmetric Behavior of the German Term Structure

Review of International Economics, Vol. 12, No. 3, pp. 495-508, August 2004
Number of pages: 14 Posted: 01 Sep 2004
Martin T. Bohl and Pierre L. Siklos
University of Muenster and Wilfrid Laurier University - School of Business & Economics
Downloads 31 (512,331)
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The Bundesbank's Inflation Policy and Asymmetric Behavior of the German Term Structure

Review of International Economics, Forthcoming
Posted: 03 Jun 2004
Martin T. Bohl and Pierre L. Siklos
University of Muenster and Wilfrid Laurier University - School of Business & Economics

Abstract:

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27.

News, Selectivity Bias, and Financial Asset Prices: A Study of Five Countries

Number of pages: 43 Posted: 06 Mar 2000
Pierre L. Siklos and Paul G. Robinson
Wilfrid Laurier University - School of Business & Economics and Dun & Bradstreet, Canada
Downloads 149 (213,268)

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Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers

HKIMR Working Paper No. 18/2008
Number of pages: 36 Posted: 08 Jan 2009 Last Revised: 02 Jun 2011
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 144 (219,727)
Citation 2

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Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers

Global Finance Journal, Forthcoming
Posted: 01 Jun 2011
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics

Abstract:

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emerging markets, yield spreads, volatility, transparency

29.

Assessing the Impact of Changes in Transparency and Accountability at the Bank of Canada

Number of pages: 33 Posted: 31 Jul 2003
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 138 (226,821)
Citation 6

Abstract:

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Inflation targeting, central bank transparency and accountability

30.

Stock Return Seasonalities and Investor Structure: Evidence From China's B-Share Market

Number of pages: 25 Posted: 17 Dec 2008
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 134 (232,192)

Abstract:

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Institutional Investors, Individual Investors, Stock Return Seasonalities

31.

Has Inflation Targeting Improved Monetary Policy? Evaluating Policy Effectiveness in Australia, Canada, and New Zealand

Number of pages: 48 Posted: 06 Sep 2009
Pierre L. Siklos and Diana N. Weymark
Wilfrid Laurier University - School of Business & Economics and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 131 (236,297)
Citation 1

Abstract:

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inflation targeting, inflation pressure, counterfactual experiments

32.

Central Bank Transparency: Another Look

CAMA Working Paper No. 23/2010
Number of pages: 15 Posted: 31 Aug 2010
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 124 (246,266)
Citation 7

Abstract:

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33.

Stock Return Seasonalities and Investor Structure: Evidence from China's B-Share Markets

BOFIT Discussion Paper No. 20/2009
Number of pages: 37 Posted: 08 Dec 2009
Martin T. Bohl, Michael Schuppli and Pierre L. Siklos
University of Muenster, University of Muenster and Wilfrid Laurier University - School of Business & Economics
Downloads 124 (246,266)
Citation 3

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Institutional Investors, Individual Investors, Stock Return Seasonalities, Chinese Stock Markets, GARCH Model

34.

Managed Floating as a Strategy to Achieve Selected Monetary Policy Objectives

Journal of Economics and Business, Forthcoming
Number of pages: 37 Posted: 19 Apr 2006
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 120 (252,441)
Citation 1

Abstract:

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managed floating exchange rate regimes, Taylor rules

35.

Do Short Selling Restrictions Destabilize Stock Returns? Lessons from Taiwan

Paolo Baffi Centre Research Paper No. 2011-88
Number of pages: 33 Posted: 01 May 2011
Martin T. Bohl, Badye Essid and Pierre L. Siklos
University of Muenster, HEC Montreal - Institute of Applied Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 110 (268,753)

Abstract:

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Short-Selling Bans, Taiwanese Stock Market, Asymmetric GARCH Models, Markov Switching Models

36.

Capital Flows in a Transitional Economy and the Sterilization Dilemma: The Hungarian Case

IMF Working Paper No. 96/86
Number of pages: 36 Posted: 15 Feb 2006
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 107 (274,027)

Abstract:

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37.
Downloads 104 (279,503)
Citation 4

Policy Words and Policy Deeds: The ECB and the Euro

International Journal of Finance and Economics, Forthcoming
Number of pages: 45 Posted: 13 Aug 2007
Pierre L. Siklos and Martin T. Bohl
Wilfrid Laurier University - School of Business & Economics and University of Muenster
Downloads 55 (408,073)
Citation 1

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Central bank communication, Eurodollar exchange rate

Policy Words and Policy Deeds: The ECB and the Euro

Bank of Finland Research Discussion Paper No. 2/2006
Number of pages: 48 Posted: 05 Oct 2007
Martin T. Bohl and Pierre L. Siklos
University of Muenster and Wilfrid Laurier University - School of Business & Economics
Downloads 49 (430,247)

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communication policy, exchange rates, interest rates, volatility

38.

Institutional Rules and the Conduct of Monetary Policy: Does a Central Bank Need Governing Principles?

Paolo Baffi Centre Research Paper No. 2008-06
Number of pages: 42 Posted: 21 Mar 2008
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 100 (286,956)

Abstract:

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39.

Is Sterilized Intervention Effective? New International Evidence

HKIMR Working Paper No. 14/2007
Number of pages: 25 Posted: 20 Aug 2007
Pierre L. Siklos and Diana N. Weymark
Wilfrid Laurier University - School of Business & Economics and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 100 (286,956)

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exchange market pressure, foreign exchange intervention, emerging markets

40.

A Suggestion for a Simple Cross-Country Empirical Proxy for Trend Unemployment

Number of pages: 15 Posted: 24 Nov 1998
Stephen Murchison and Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 95 (296,678)
Citation 1

Abstract:

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41.

Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan

HKIMR Working Paper No.11/2011
Number of pages: 28 Posted: 27 Apr 2011
Martin T. Bohl, Badye Essid and Pierre L. Siklos
University of Muenster, HEC Montreal - Institute of Applied Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 93 (300,747)
Citation 2

Abstract:

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Short-Selling Bans, Taiwanese Stock Market, Asymmetric GARCH Models, Markov Switching Models

42.

Do Words Speak Louder than Actions? The Conduct of Monetary Policy at the Bundesbank

Number of pages: 31 Posted: 21 Nov 2000
Martin T. Bohl and Pierre L. Siklos
University of Muenster and Wilfrid Laurier University - School of Business & Economics
Downloads 91 (304,811)
Citation 1

Abstract:

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Bundesbank, reaction function, central bank communication

The Credit Cycle and the Business Cycle in Canada and the U.S.: Two Solitudes?

Baffi Center Research Paper No. 2013-143
Number of pages: 51 Posted: 18 Nov 2013
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 66 (371,825)
Citation 1

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macro-financial linkages, credit standards, Loan Officer Survey

The Credit Cycle and the Business Cycle in Canada and the U.S.: Two Solitudes?

Number of pages: 47 Posted: 21 May 2013
Pierre L. Siklos and Brady Lavender
Wilfrid Laurier University - School of Business & Economics and Government of Canada - Bank of Canada
Downloads 21 (575,472)
Citation 1

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macro-financial linkages, credit standards, Loan Officer Survey

Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach

Number of pages: 61 Posted: 02 May 2018 Last Revised: 05 Apr 2019
Christian Gross and Pierre L. Siklos
European Central Bank, European Systemic Risk Board and Wilfrid Laurier University - School of Business & Economics
Downloads 63 (381,123)

Abstract:

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networks, financial-real linkages, connectedness, systemic risk, credit risk, contagion

Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach

CAMA Working Paper No. 43/2019
Number of pages: 63 Posted: 24 Jun 2019
Christian Gross and Pierre L. Siklos
European Central Bank, European Systemic Risk Board and Wilfrid Laurier University - School of Business & Economics
Downloads 23 (561,869)
Citation 1

Abstract:

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networks, financial-real linkages, connectedness, systemic risk, credit risk, contagion, large datasets

Financial Frictions and Credit Spreads

Number of pages: 35 Posted: 29 Aug 2010 Last Revised: 19 Feb 2012
Ke Pang and Pierre L. Siklos
Wilfrid Laurier University and Wilfrid Laurier University - School of Business & Economics
Downloads 42 (459,056)

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Financial Frictions, Credit Spreads, Quantitative Easing, Credit Easing

Financial Frictions and Credit Spreads

CAMA Working Paper No. 28/2010
Number of pages: 35 Posted: 06 Oct 2010 Last Revised: 19 Feb 2012
Ke Pang and Pierre L. Siklos
Wilfrid Laurier University and Wilfrid Laurier University - School of Business & Economics
Downloads 42 (459,056)

Abstract:

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The Coupling and Decoupling of Business Cycles in Historical Perspective: Scandinavian Evidence from the Early 19th Century

Number of pages: 46 Posted: 06 Sep 2009 Last Revised: 28 Jun 2010
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 75 (346,203)

Abstract:

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business cycles, cointegration, factor models, macroeconomic policies

The Coupling and Decoupling of Business Cycles in Historical Perspective: Scandinavian Evidence from the Early 19th Century

The Manchester School, Vol. 79, Issue 2, pp. 239-267, 2011
Number of pages: 29 Posted: 01 Mar 2011
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 3 (711,027)
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47.

Enter the Dragon: Interactions between Chinese, US and Asia‐Pacific Equity Markets, 1995‐2010

Claremont McKenna College Robert Day School of Economics and Finance Research Paper No. 2011-04
Number of pages: 37 Posted: 30 Jul 2011
Richard C. K. Burdekin and Pierre L. Siklos
Claremont McKenna College - Robert Day School of Economics and Finance and Wilfrid Laurier University - School of Business & Economics
Downloads 76 (339,957)

Abstract:

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Stock returns, convergence, crises, Asia‐Pacific, China

Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia

BOFIT Discussion Paper No. 5/2013
Number of pages: 39 Posted: 10 Apr 2013
Andrew J. Filardo and Pierre L. Siklos
Bank for International Settlements (BIS) - Monetary and Economic Department and Wilfrid Laurier University - School of Business & Economics
Downloads 51 (422,597)
Citation 1

Abstract:

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foreign exchange reserves accumulation, monetary and financial stability

Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia

BIS Working Paper No. 500
Number of pages: 31 Posted: 04 May 2015
Andrew J. Filardo and Pierre L. Siklos
Bank for International Settlements (BIS) - Monetary and Economic Department and Wilfrid Laurier University - School of Business & Economics
Downloads 22 (568,697)

Abstract:

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foreign exchange reserves accumulation, monetary and financial stability

The Quality of Monetary Policy and Inflation Performance: Globalization and its Aftermath

Bank of Finland Research Discussion Paper No. 31/2009
Number of pages: 54 Posted: 28 Nov 2009
Martin T. Bohl, David G. Mayes and Pierre L. Siklos
University of Muenster, University of Auckland (Deceased) and Wilfrid Laurier University - School of Business & Economics
Downloads 73 (351,599)
Citation 2

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globalization, inflation differentials, monetary policy strategy, institutional change

The Quality of Monetary Policy and Inflation Performance: Globalization and its Aftermath

Posted: 06 Sep 2009
Pierre L. Siklos, Martin T. Bohl and David G. Mayes
Wilfrid Laurier University - School of Business & Economics, University of Muenster and University of Auckland (Deceased)

Abstract:

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globalization, inflation differentials, monetary policy strategy, institutional change

Macroeconomic Consequences of the Real-Financial Nexus: Imbalances and Spillovers between China and the U.S.

BOFIT Discussion Paper No. 2/2015
Number of pages: 33 Posted: 31 Jan 2015
Ke Pang and Pierre L. Siklos
Wilfrid Laurier University and Wilfrid Laurier University - School of Business & Economics
Downloads 60 (390,762)
Citation 1

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spillovers, monetary policy in China, dynamic factor models, credit

Macroeconomic Consequences of the Real-Financial Nexus: Imbalances and Spillovers between China and the U.S

BOFIT Discussion Paper No. 2/2015
Number of pages: 33 Posted: 13 Jun 2016
Ke Pang and Pierre L. Siklos
Wilfrid Laurier University and Wilfrid Laurier University - School of Business & Economics
Downloads 11 (647,857)
Citation 1

Abstract:

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spillovers, monetary policy in China, dynamic factor models, credit

51.

Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures

CAMA Working Paper No. 6/2018
Number of pages: 46 Posted: 19 Jan 2018
Martin T. Bohl, Pierre L. Siklos and Claudia Wellenreuther
University of Muenster, Wilfrid Laurier University - School of Business & Economics and Universität Münster
Downloads 65 (370,126)

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Speculation Ratio, Returns Volatility, Chinese Futures Markets, Agricultural Commodities

52.

The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government

Southern Economic Journal, Forthcoming
Number of pages: 34 Posted: 10 Jun 2005
Martin T. Bohl and Pierre L. Siklos
University of Muenster and Wilfrid Laurier University - School of Business & Economics
Downloads 63 (376,146)
Citation 1

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Deutsche Bundesbank, conflict, central bank communication, political factors

53.

The Global Financial Crisis and the Language of Central Banking: Central Bank Guidance in Good Times and in Bad

CAMA Working Paper Series Paper 58/2013
Number of pages: 41 Posted: 29 Aug 2013
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 55 (401,855)

Abstract:

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central bank communication, financial stability, language analysis

54.

Do Actions Speak Louder than Words? Evaluating Monetary Policy at the Bundesbank

Journal of Macroeconomics, Forthcoming
Number of pages: 38 Posted: 06 Nov 2005
Pierre L. Siklos and Martin T. Bohl
Wilfrid Laurier University - School of Business & Economics and University of Muenster
Downloads 54 (405,233)

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Bundesbank, Taylor rule, central bank communication

A Survey of the International Evidence and Lessons Learned About Unconventional Monetary Policies: Is a ‘New Normal’ in Our Future?

Journal of Economic Surveys, Forthcoming
Number of pages: 44 Posted: 07 Oct 2018
Domenico Lombardi, Pierre L. Siklos and Samantha St. Amand
Banca di San Marino, Wilfrid Laurier University - School of Business & Economics and Centre for International Governance Innovation (CIGI)
Downloads 52 (418,917)

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Unconventional Monetary Policies; Quantitative Easing; Forward Guidance; Bank of Japan; US Federal Reserve; European Central Bank

A Survey of the International Evidence and Lessons Learned About Unconventional Monetary Policies: Is a ‘New Normal’ in Our Future?

Journal of Economic Surveys, Vol. 32, Issue 5, pp. 1229-1256, 2018
Number of pages: 28 Posted: 14 Nov 2018
Domenico Lombardi, Pierre L. Siklos and Samantha St. Amand
Banca di San Marino, Wilfrid Laurier University - School of Business & Economics and Centre for International Governance Innovation (CIGI)
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Citation 2
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Bank of Japan, European Central Bank, Forward guidance, Quantitative easing, Unconventional monetary policies, U.S. Federal Reserve

56.

The Global Financial Crisis and Central Bank Speak: Central Bank Guidance in Good Times and in Bad

Number of pages: 39 Posted: 24 Aug 2013
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 53 (408,585)
Citation 4

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central bank communication, financial stability, language analysis

57.

Gold Resumption and the Deflation of the 1870's

HANDBOOK OF MAJOR EVENTS IN ECONOMIC HISTORY, R. Whaples Jr., R. Parker, Eds., Forthcoming
Number of pages: 18 Posted: 29 Mar 2012
Richard C. K. Burdekin and Pierre L. Siklos
Claremont McKenna College - Robert Day School of Economics and Finance and Wilfrid Laurier University - School of Business & Economics
Downloads 52 (412,101)

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58.

Austerity and Recovery: Exchange Rate Regime Choice, Economic Growth and Financial Crises

Number of pages: 43 Posted: 30 Nov 2015
Martin T. Bohl, Philip Michaelis and Pierre L. Siklos
University of Muenster, University of Muenster - Faculty of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 51 (415,568)
Citation 1

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austerity, recovery, exchange rate regime, financial crises

59.

No Coupling, No Decoupling, Only Mutual Inter-Dependence: Business Cycles in Emerging vs. Mature Economies

BOFIT Discussion Paper No. 17/2012
Number of pages: 38 Posted: 04 Sep 2012
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 50 (419,182)
Citation 3

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business cycles, quantile regression, panel estimation, factor model, coupling, decoupling

60.

Not Quite as Advertised: Canada's Managed Float in the 1950s and Bank of Canada Intervention

Number of pages: 33 Posted: 15 May 2008 Last Revised: 24 Nov 2008
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 48 (426,508)
Citation 1

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foreign exchange intervention, Bank of Canada, floating exchange rates, 1950s monetary policy

61.

Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy

Number of pages: 53 Posted: 06 Sep 2009
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 47 (430,255)
Citation 2

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inflation expectations, forecasts, inflation targeting, forecast disagreement

62.

Central Banking's Long March Over the Decades

Forthcoming in Economics of Central Banking, to be published by Oxford University Press
Number of pages: 58 Posted: 14 Jan 2019
David G. Mayes, Pierre L. Siklos and Jan-Egbert Sturm
University of Auckland (Deceased), Wilfrid Laurier University - School of Business & Economics and KOF Swiss Economic Institute, ETH Zurich
Downloads 46 (434,116)

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central banking, monetary policy, macroprudential policy, financial crises

Boom and Bust Cycles in Emerging Markets: How Important is the Exchange Rate?

Number of pages: 42 Posted: 28 Jan 2018
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 33 (501,760)

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USD Exchange Rate Channel, Emerging Markets, Boom-and-Busts, Monetary Policy Strategy, Globalization

Boom-and-Bust Cycles in Emerging Markets: How Important is the Exchange Rate?

HKIMR Working Paper No. 15/2017
Number of pages: 42 Posted: 03 Aug 2017
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 12 (640,416)
Citation 2

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USD exchange rate channel, emerging markets, boom-and-busts, monetary policy strategy, globalization

Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation

CAMA Working Paper 42/2012
Number of pages: 81 Posted: 17 Jul 2013
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 23 (561,869)
Citation 11

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Forecast disagreement, Central bank transparency, Inflation, Quantile regression, Panel regression

Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation

Journal of International Economics, Forthcoming
Number of pages: 42 Posted: 25 Nov 2012
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 20 (582,306)

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forecast disagreement, central bank transparency, inflation, quantile regression, panel regression

65.

Asset Price Spillovers from Unconventional Monetary Policy: A Global Empirical Perspective

International Journal of Central Banking, Forthcoming
Number of pages: 61 Posted: 19 Jan 2018
Domenico Lombardi, Pierre L. Siklos and Samantha St. Amand
Banca di San Marino, Wilfrid Laurier University - School of Business & Economics and Centre for International Governance Innovation (CIGI)
Downloads 42 (449,938)
Citation 1

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central bank communication, financial asset prices, monetary policy spillovers, unconventional monetary policy

What Has Publishing Inflation Forecasts Accomplished? Central Banks and Their Competitors

CAMA Working Paper No. 33/2017
Number of pages: 70 Posted: 20 Apr 2017
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 27 (535,632)

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What Has Publishing Inflation Forecasts Accomplished? Central Banks and Their Competitors

CAMA Working Paper No. 7/2018
Number of pages: 71 Posted: 19 Jan 2018
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 14 (625,338)

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67.

Global Inflation Dynamics and Inflation Expectations

CAMA Working Paper No. 60/2018
Number of pages: 61 Posted: 27 Nov 2018
Martin Feldkircher and Pierre L. Siklos
Oesterreichische Nationalbank (OeNB) and Wilfrid Laurier University - School of Business & Economics
Downloads 39 (462,581)

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inflation, inflation expectations, GVAR modelling, anchoring of inflation expectations

68.

Signed Spillover Effects Building on Historical Decompositions

CAMA Working Paper No. 52/2017
Number of pages: 53 Posted: 29 Aug 2017
University of Tasmania (deceased), Tasmanian School of Business and Economics, University of Tasmania, Wilfrid Laurier University - School of Business & Economics and University of Tasmania
Downloads 39 (462,581)
Citation 5

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Historical decomposition, DY Spillover, Granger Causality, Networks

69.

What’s in a Second Opinion? Shadowing the ECB and the Bank of England

Paolo Baffi Centre Research Paper No. 2012-123
Number of pages: 47 Posted: 31 Jul 2012
Pierre L. Siklos and Matthias Neuenkirch
Wilfrid Laurier University - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 38 (466,806)

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monetary policy committees, Taylor rules, central bank communication

70.

Enter the Dragon: Interactions between Chinese, U.S. and Asia-Pacific Equity Markets, 1995-2010

HKIMR Working Paper No.23/2011
Number of pages: 35 Posted: 27 Jul 2011
Richard C. K. Burdekin and Pierre L. Siklos
Claremont McKenna College - Robert Day School of Economics and Finance and Wilfrid Laurier University - School of Business & Economics
Downloads 37 (471,214)

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Stock Returns, Convergence, Crises, Asia-Pacific, China

71.

The Anatomy of Inflation: An Economic History Perspective

Prepared for the Handbook of the History of Money and Currency (Vienna: Springer), edited by S. Battilosi, Y. Cassis, and K. Yago, Forthcoming
Number of pages: 41 Posted: 19 Jan 2018
Martin T. Bohl and Pierre L. Siklos
University of Muenster and Wilfrid Laurier University - School of Business & Economics
Downloads 35 (480,185)
Citation 1

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72.
Downloads 34 (484,881)
Citation 4

How Monetary Policy Is Made: Two Canadian Tales

CAMA Working Paper No. 53/2014
Number of pages: 45 Posted: 25 Jul 2014 Last Revised: 28 Jul 2014
Pierre L. Siklos and Matthias Neuenkirch
Wilfrid Laurier University - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 20 (582,306)
Citation 2

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How Monetary Policy is Made: Two Canadian Tales

Number of pages: 47 Posted: 07 Sep 2013
Pierre L. Siklos and Matthias Neuenkirch
Wilfrid Laurier University - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 14 (625,338)
Citation 3

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Bank of Canada, central bank communication, committee behaviour, monetary policy committees, shadow councils, Taylor rules

What's in a Second Opinion? Shadowing the ECB and the Bank of England

Number of pages: 31 Posted: 31 Jul 2011 Last Revised: 02 May 2013
Matthias Neuenkirch and Pierre L. Siklos
University of Trier - Faculty of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 18 (596,502)

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Committee Behavior, Monetary Policy Committees, Shadow Councils, Taylor Rules

What's in a Second Opinion? Shadowing the ECB and the Bank of England

CAMA Working Paper No. 46/2013
Number of pages: 32 Posted: 17 Aug 2013 Last Revised: 20 Jan 2014
Matthias Neuenkirch and Pierre L. Siklos
University of Trier - Faculty of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 15 (617,853)
Citation 2

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Committee Behavior, Monetary Policy Committees, Shadow Councils, Taylor Rules

74.

As Good as it Gets? The International Dimension to Canada's Monetary Policy Strategy Choices

Number of pages: 57 Posted: 10 Nov 2008
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 33 (489,693)
Citation 3

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Bank of Canada, inflation targeting

75.

Forecast Disagreement and the Anchoring of Inflation Expectations in the Asia-Pacific Region

BIS Paper No. 70e
Number of pages: 16 Posted: 14 Apr 2013
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 30 (504,610)

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Forecast disagreement, inflation expectations

76.

The Cross-Border Credit Channel and Lending Standards Surveys

BIS Working Paper No. 723
Number of pages: 49 Posted: 22 May 2018
Andrew J. Filardo and Pierre L. Siklos
Bank for International Settlements (BIS) - Monetary and Economic Department and Wilfrid Laurier University - School of Business & Economics
Downloads 29 (509,857)

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global VAR, lending standards and credit conditions, unconventional monetary policies, spillovers

77.

Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010

CAMA Working Paper No. 35/2011
Number of pages: 37 Posted: 27 Oct 2011
Richard C. K. Burdekin and Pierre L. Siklos
Claremont McKenna College - Robert Day School of Economics and Finance and Wilfrid Laurier University - School of Business & Economics
Downloads 27 (520,723)
Citation 1

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Stock Returns, Convergence, Crises, Asia-Pacific, China

78.

Benchmarking Macroprudential Policies: An Initial Assessment

CAMA Working Paper No. 60/2016
Number of pages: 38 Posted: 29 Sep 2016
Domenico Lombardi and Pierre L. Siklos
Banca di San Marino and Wilfrid Laurier University - School of Business & Economics
Downloads 25 (532,421)
Citation 3

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Central Banks, Financial Stability Board, Index, Macroprudential Policy, Policy Framework

79.

Revisiting the Shocking Aspects of Asian Monetary Unification

HKIMR Working Paper No.19/2009
Number of pages: 26 Posted: 03 Jun 2009
Hans Genberg and Pierre L. Siklos
University of Geneva - Graduate Institute of International Studies (HEI) and Wilfrid Laurier University - School of Business & Economics
Downloads 25 (532,421)
Citation 2

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80.

Central Banks: Evolution and Innovation in Historical Perspective

NBER Working Paper No. w23847
Number of pages: 87 Posted: 25 Sep 2017
Michael D. Bordo and Pierre L. Siklos
Rutgers University, New Brunswick - Department of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 24 (538,498)
Citation 3

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Government Bond Yields at the Effective Lower Bound: International Evidence

CAMA Working Paper No. 32/2017
Number of pages: 43 Posted: 20 Apr 2017
Domenico Lombardi, Pierre L. Siklos and Samantha St. Amand
Banca di San Marino, Wilfrid Laurier University - School of Business & Economics and Balsillie School of International Affairs
Downloads 23 (561,869)

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Government Bond Yields at the Effective Lower Bound: International Evidence

Contemporary Economic Policy, Vol. 37, Issue 1, pp. 102-120, 2019
Number of pages: 19 Posted: 30 Nov 2018
Domenico Lombardi, Pierre L. Siklos and Samantha St. Amand
Banca di San Marino, Wilfrid Laurier University - School of Business & Economics and Centre for International Governance Innovation (CIGI)
Downloads 1 (736,465)
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82.

What Drives Household Inflation Expectations in South Africa? Demographics and Anchoring Under Inflation Targeting

CAMA Working Paper No. 48/2018
Number of pages: 51 Posted: 15 Oct 2018
Stan du Plessis, Monique Brigitte Reid and Pierre L. Siklos
Stellenbosch University - Department of Economics, Stellenbosch University and Wilfrid Laurier University - School of Business & Economics
Downloads 22 (550,784)
Citation 1

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83.

Inflation Forecasts in Asia and the Pacific: Performance, Disagreement and Spillovers

BIS Paper No. 77a
Number of pages: 26 Posted: 06 Oct 2014
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 22 (550,784)

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inflation forecast performance, persistence, disagreement, spillovers

84.

Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?

CAMA Working Paper No. 42/2019
Number of pages: 42 Posted: 22 Jun 2019
University of Muenster, Wilfrid Laurier University - School of Business & Economics, Department of Economics, Westfälische Wilhelms-Universität Münster and Universität Münster
Downloads 20 (563,191)

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Commodity Markets, Futures Speculation, Price Discovery

85.

Asset Prices in Taylor Rules: Specification, Estimation, and Policy Implications for the ECB

Bundesbank Series 1 Discussion Paper No. 2004,22
Number of pages: 48 Posted: 08 Jun 2016
Pierre L. Siklos, Thomas Werner and Martin T. Bohl
Wilfrid Laurier University - School of Business & Economics, European Central Bank (ECB) and University of Muenster
Downloads 20 (569,652)
Citation 1

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reaction function, asset prices

86.

Central Bank Credibility, Reputation and Inflation Targeting in Historical Perspective

NBER Working Paper No. w20693
Number of pages: 98 Posted: 24 Nov 2014
Michael D. Bordo and Pierre L. Siklos
Rutgers University, New Brunswick - Department of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 20 (563,191)
Citation 1

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87.

The Ill Wind that Blows from Europe: Implications for Canada's Economy

C.D. Howe Institute Commentary 402
Number of pages: 32 Posted: 08 Mar 2014
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 20 (563,191)
Citation 2

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Monetary Policy

88.

The Bank of Canada and Financial Stability: A New Mandate?

C.D. Howe Institute Commentary 557
Number of pages: 32 Posted: 05 Dec 2019
Michael D. Bordo and Pierre L. Siklos
Rutgers University, New Brunswick - Department of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 19 (569,652)
Citation 1

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Monetary Policy; Financial Services and Regulation; Central Banking; Financial Stability; Inflation and Inflation Control; Prudential Regulation

89.

Macroeconomic Consequences of the Real-Financial Nexus: Imbalances and Spillovers between China and the U.S.

Journal of International Money and Finance, Forthcoming
Number of pages: 35 Posted: 07 Mar 2016
Ke Pang and Pierre L. Siklos
Wilfrid Laurier University and Wilfrid Laurier University - School of Business & Economics
Downloads 19 (569,652)

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spillovers, monetary policy in China, dynamic factor models, financial sector shocks

90.

Faceoff: Should the Bank of Canada Release its Projections of the Interest Rate Path? - The Cases for and Against

C.D. Howe Institute
Number of pages: 15 Posted: 06 Nov 2010
Pierre L. Siklos and Andrew Spence
Wilfrid Laurier University - School of Business & Economics and affiliation not provided to SSRN
Downloads 18 (576,062)
Citation 15

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Monetary Policy, Bank of Canada, interest rate forecast

91.

The Common Development of Institutional Change as Measured by Income Velocity: A Century of Evidence from Industrialized Countries

NBER Working Paper No. w4379
Number of pages: 45 Posted: 31 Jul 2007
Michael D. Bordo, Pierre L. Siklos and Lars Jonung
Rutgers University, New Brunswick - Department of Economics, Wilfrid Laurier University - School of Business & Economics and Lund University - Dept. of Economics
Downloads 18 (576,062)

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92.

Together or Apart? Monetary Policy Divergences in the G4

Number of pages: 40 Posted: 19 Jan 2019
Samuel Howorth, Domenico Lombardi and Pierre L. Siklos
Centre for International Governance Innovation (CIGI), Banca di San Marino and Wilfrid Laurier University - School of Business & Economics
Downloads 17 (582,486)
Citation 1

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monetary policy rule, policy divergence, G4

93.

Central Bank Credibility Before and after the Crisis

NBER Working Paper No. w21710
Number of pages: 41 Posted: 16 Nov 2015
Michael D. Bordo and Pierre L. Siklos
Rutgers University, New Brunswick - Department of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 15 (595,319)
Citation 2

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94.

When is Lift-Off? Evaluating Forward Guidance from the Shadow

Number of pages: 36 Posted: 29 Jan 2014 Last Revised: 09 Aug 2014
Matthias Neuenkirch and Pierre L. Siklos
University of Trier - Faculty of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 15 (595,319)
Citation 4

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Bank of Canada, central bank communication, forward guidance, monetary policy committees, shadow councils, Taylor rules

95.

Central Bank Credibility: An Historical and Quantitative Exploration

NBER Working Paper No. w20824
Number of pages: 95 Posted: 12 Jan 2015
Michael D. Bordo and Pierre L. Siklos
Rutgers University, New Brunswick - Department of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 14 (602,054)
Citation 1

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96.

US Monetary Policy Since the 1950s and the Changing Content of FOMC Minutes

CAMA Working Paper No. 69/2019
Number of pages: 39 Posted: 13 Sep 2019
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 11 (622,534)

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FOMC minutes, Wordscores, DICTION, monetary policy stance, vector autoregression

97.

Monetary Policy Transmission in Systemically Important Economies and China’s Impact

CAMA Working Paper No. 50/2018
Number of pages: 49 Posted: 18 Oct 2018
Domenico Lombardi, Pierre L. Siklos and Xiangyou Xie
Banca di San Marino, Wilfrid Laurier University - School of Business & Economics and Agricultural Bank of China, CIGI and University of Waterloo
Downloads 11 (622,534)
Citation 2

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monetary policy transmission, systemically important economies, QE, Factor VAR, time-varying Factor VAR

98.

Good Governance of Monetary Policy in Canada: Lessons from the C.D. Howe Institute's Shadow Council

C.D. Howe Institute e-brief 188
Number of pages: 8 Posted: 07 Nov 2014
Pierre L. Siklos and Matthias Neuenkirch
Wilfrid Laurier University - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 11 (622,534)
Citation 1

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Monetary Policy

99.

International Effects of Euro Area Forward Guidance

CAMA Working Paper No. 54/2020
Number of pages: 41 Posted: 22 May 2020
Maximilian Bock, M. Feldkircher and Pierre L. Siklos
Vienna University of Economics and Business, affiliation not provided to SSRN and Wilfrid Laurier University - School of Business & Economics
Downloads 8 (643,400)

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Spillovers, interest rate expectations, forward guidance, GVAR

100.

Oceans Apart? China And Other Systemically Important Economies

Number of pages: 55 Posted: 06 Apr 2020
Hongyi Chen and Pierre L. Siklos
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Wilfrid Laurier University - School of Business & Economics
Downloads 8 (643,400)
Citation 1

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Business and Financial Cycle Synchronicity, Cross-Border Spillovers, Factor Models, Time-Varying Panel Var, Policy Coordination

101.

Inflation Dynamics: Expectations, Structural Breaks and Global Factors

CAMA Working Paper No. 53/2020
Number of pages: 35 Posted: 22 May 2020
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 6 (657,468)

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Inflation, Globalization, monetary policy, Vector autoregressions, local projections, quantile regressions

102.

The Role of Financial Journalists in the Expectations Channel of the Monetary Transmission Mechanism

CAMA Working Paper No. 37/2020
Number of pages: 25 Posted: 23 Apr 2020
Department of Economics, University of Stellenbosch, Wilfrid Laurier University - School of Business & Economics, Graduate School of Health, Creighton University and University of Stellenbosch
Downloads 6 (657,468)

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monetary policy, central bank communication, journalists

Monetary Policy Setting in Australia, Canada and the Euro Area: Insights from the Shadows

Economic Record, 2019
Number of pages: 29 Posted: 01 Oct 2019
Samantha St. Amand, Pierre L. Siklos and Domenico Lombardi
Centre for International Governance Innovation (CIGI), Wilfrid Laurier University - School of Business & Economics and Banca di San Marino
Downloads 6 (685,928)

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Monetary Policy Setting in Australia, Canada and the Euro Area: Insights from the Shadows

Economic Record, Vol. 95, Issue 311, pp. 425-441, 2019
Number of pages: 17 Posted: 17 May 2020
Samantha St. Amand, Pierre L. Siklos and Domenico Lombardi
Centre for International Governance Innovation (CIGI), Wilfrid Laurier University - School of Business & Economics and Banca di San Marino
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104.

A Note on the Impact of the Inclusion of an Anchor Number in the Inflation Expectations Survey Question

CAMA Working Paper No. 38/2020
Number of pages: 10 Posted: 23 Apr 2020
Department of Economics, University of Stellenbosch, Department of Economics, University of Stellenbosch, University of Stellenbosch and Wilfrid Laurier University - School of Business & Economics
Downloads 5 (664,710)

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105.

Monetary Policy Transparency, Public Commentary, and Market Perceptions About Monetary Policy in Canada

Bundesbank Series 1 Discussion Paper No. 2000,08
Number of pages: 57 Posted: 08 Jun 2016
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Downloads 5 (664,710)

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106.

Armageddon and the Stock Market: US, Canadian and Mexican Market Responses to the 1962 Cuban Missile Crisis

Claremont McKenna College Robert Day School of Economics and Finance Research Paper Forthcoming
Number of pages: 50 Posted: 25 Jun 2020
Richard C. K. Burdekin and Pierre L. Siklos
Claremont McKenna College - Robert Day School of Economics and Finance and Wilfrid Laurier University - School of Business & Economics
Downloads 4 (672,164)

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Cuban Missile Crisis, Stock markets, Canada, Mexico, United States

107.

The Transformation and Performance of Emerging Market Economies Across the Great Divide of the Global Financial Crisis

NBER Working Paper No. w26342
Number of pages: 76 Posted: 07 Oct 2019
Michael D. Bordo and Pierre L. Siklos
Rutgers University, New Brunswick - Department of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 3 (680,252)
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108.

Did the Bundesbank React to Stock Price Movements?

Bundesbank Series 1 Discussion Paper No. 2003,14
Number of pages: 49 Posted: 08 Jun 2016
Martin T. Bohl, Pierre L. Siklos and Thomas Werner
University of Muenster, Wilfrid Laurier University - School of Business & Economics and European Central Bank (ECB)
Downloads 3 (680,252)

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109.

The Quality of Monetary Policy and Inflation Performance: Globalization and its Aftermath

The Manchester School, Vol. 79, pp. 617-645, 2011
Number of pages: 29 Posted: 21 Apr 2011
Martin T. Bohl, David G. Mayes and Pierre L. Siklos
affiliation not provided to SSRN, University of Auckland (Deceased) and Wilfrid Laurier University - School of Business & Economics
Downloads 1 (702,530)
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110.

Revisiting the Coyne Affair: A Singular Event that Changed the Course of Canadian Monetary History

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 43, Issue 3, pp. 994-1015, August / aout 2010
Number of pages: 22 Posted: 19 Jul 2010
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
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111.

Revisiting the Coyne Affair: A Singular Event that Changed the Course of Canadian Monetary History - Un Autre Coup D’Oeil À L’Affaire Coyne: Un Événement Singulier Qui a Changé Le Cours De L’Histoire Monétaire Canadienne. 

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 43, Issue 3, pp. 994-1015, 2010
Number of pages: 22 Posted: 05 May 2020
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
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N100

112.

Inflation and Monetary Policy: What South African Newspapers Report in An Era of Policy Transparency

CAMA Working Paper No. 48/2019
Posted: 08 Jul 2019 Last Revised: 12 May 2020
Department of Economics, University of Stellenbosch, Department of Social Research and Methodology, University of Basel, University of Stellenbosch, Department of Social Research and Methodology, University of Basel and Wilfrid Laurier University - School of Business & Economics

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inflation, inflation expectation, South African Reserve Bank, content configuration analysis, newspaper, media

113.

Inflation Targeting: It's Not Broke, it Doesn't Need Fixing, But Can it Survive?

Journal of International Commerce, Economics and Policy, Vol. 1, No. 1, pp. 59-80, April 2010
Posted: 01 Jun 2010
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics

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Inflation Targeting, Monetary Policy, Fragility of Policy Regime

114.

European Stock Markets and the ECB's Monetary Policy Surprises

International Finance, Forthcoming
Posted: 07 May 2008
Martin T. Bohl, Pierre L. Siklos and David Sondermann
University of Muenster, Wilfrid Laurier University - School of Business & Economics and European Central Bank (ECB)

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Monetary Policy Shocks, European Stock Market, Identification through Heteroskedasticity, Principal Components Analysis

115.

Hungary's Entry into the Euro Area: Lessons for Prospective Members from a Monetary Policy Perspective

Economic Systems, Vol. 30, No. 4, pp. 366-384, December 2006
Posted: 14 Dec 2006
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics

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Monetary policy in emerging markets, Taylor rules, Maastricht convergence requirements, Forecast rules

116.

Foreign Exchange Intervention in Two Small Open Economies: The Canadian and Australian Evidence

Journal of International Money and Finance, Forthcoming
Posted: 06 Nov 2001
Jeff M. Rogers and Pierre L. Siklos
KPMG LLP Canada and Wilfrid Laurier University - School of Business & Economics

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117.

Volatility Clustering in Real Interest Rates: International Evidence

Journal of Macroeconomics, Volume 24, Number 2, Spring 2002
Posted: 24 Aug 2001
Pierre L. Siklos and Les Skoczylas
Wilfrid Laurier University - School of Business & Economics and Bank for International Settlements (BIS) - Monetary and Economic Department

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118.

Is the Mci a Useful Signal of Monetary Policy Conditions? An Empirical Investigation

International Finance
Posted: 22 Nov 2000
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics

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monetary conditions index, monetary policy, transparency

119.

Monetary Aggregates as Indicators of Economic Activity in Canada: Empirical Evidence

Canadian Journal of Economics
Posted: 18 Jul 2000
Pierre L. Siklos and Andrew G. Barton
Wilfrid Laurier University - School of Business & Economics and Deloitte Touche Tohmatsu - Toronto Office

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120.

Inflation Targets and the Yield Curve: New Zealand and Australia vs. The Us

International Journal of Finance and Economic
Posted: 16 Nov 1999
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics

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121.

Stock Returns and Inflation: A New Test of Competing Hypotheses

Posted: 22 Aug 1998
Ben Kwok and Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - School of Business & Economics

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122.

Real Interest Rate Parity: A New Test with International Data

Posted: 20 Jul 1998
Pierre L. Siklos and Mark E. Wohar
Wilfrid Laurier University - School of Business & Economics and University of Nebraska at Omaha

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123.

Institutional Change and the Velocity of Money: A Century of Evidence

Economic Inquiry, Volume XXXV, Number 4 (October 1997)
Posted: 24 Feb 1998
Michael D. Bordo, Lars Jonung and Pierre L. Siklos
Rutgers University, New Brunswick - Department of Economics, Lund University - Dept. of Economics and Wilfrid Laurier University - School of Business & Economics

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Convergence in Interest Rates and Inflation Rates Across Countries and Over Time

REVIEW OF INTERNATIONAL ECONOMICS
Posted: 10 Oct 1996
Pierre L. Siklos and Mark E. Wohar
Wilfrid Laurier University - School of Business & Economics and University of Nebraska at Omaha

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Convergence in Interest Rates and Inflation Rates: Across Countries and Over Time

Posted: 07 Dec 1995
Pierre L. Siklos and Mark E. Wohar
Wilfrid Laurier University - School of Business & Economics and University of Nebraska at Omaha

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125.

Armageddon and the stock market: US, Canadian and Mexican market responses to the 1962 Cuban missile crisis

CAMA Working Paper No. 65/2020
Number of pages: 53
Richard C. K. Burdekin and Pierre L. Siklos
Claremont McKenna College - Robert Day School of Economics and Finance and Wilfrid Laurier University - School of Business & Economics
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Cuban Missile Crisis, Stock markets, Canada, Mexico, United States