Andreas Röthig

Deutsche Bundesbank

Financial Stability Department

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

266

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets Using Logistic Smooth Transition Regression Models

Quantitative Finance Research Centre Research Paper No. 172
Number of pages: 20 Posted: 02 May 2006
Andreas Röthig and Carl Chiarella
Deutsche Bundesbank and University of Technology, Sydney - UTS Business School, Finance Discipline Group
Downloads 162 (198,567)
Citation 1

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Futures markets, speculation, nonlinear dynamics, smooth transition regression model

2.

Small Traders in Currency Futures Markets Format

Quantitative Finance Research Centre Research Paper No. 278
Number of pages: 24 Posted: 28 Jun 2010
Andreas Röthig and Carl Chiarella
Deutsche Bundesbank and University of Technology, Sydney - UTS Business School, Finance Discipline Group
Downloads 65 (369,704)

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currency futures, small traders, speculation, hedging

3.

Do Speculative Traders Anticipate or Follow USD/EUR Exchange Rate Movements? New Evidence on the Efficiency of the Eur Currency Futures Market

Bundesbank Discussion Paper No. 41/2015
Number of pages: 22 Posted: 21 Jun 2016
Oliver Hossfeld and Andreas Röthig
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 21 (556,386)

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speculative positions, currency futures, exchange rates, predictive regressions, multiple testing

4.

Hedging, Speculation, and Investment in Balance-Sheet Triggered Currency Crises

Australian Economic Papers, Vol. 46, No. 3, pp. 224-233, September 2007
Number of pages: 10 Posted: 14 Sep 2007
Andreas Röthig, Willi Semmler and Peter Flaschel
Deutsche Bundesbank, The New School - Department of Economics and Bielefeld University - Department of Business Administration and Economics
Downloads 18 (575,383)
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