Details about Andreas Röthig

Access statistics for papers by Andreas Röthig.

Last updated 2025-04-24. Update your information in the RePEc Author Service.

Short-id: prt1

Working Papers

2026

1. Bivariate sudden stop analysis of equity and bond fund flows to emerging markets using isolation forest
   Discussion Papers, Deutsche Bundesbank

2025

2. A growth-at-risk model for the German economy
   Technical Papers, Deutsche Bundesbank

2015

3. Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market, Finance Research Letters, Elsevier (2016) View citations (2) (2016)
4. On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney

2010

5. Small Traders in Currency Futures Markets
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (1)
   See also Journal Article Small traders in currency futures markets, Journal of Futures Markets, John Wiley & Sons, Ltd. (2011) View citations (8) (2011)

2009

6. Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
   Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)
   Also in Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2007) View citations (27)
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2006) View citations (7)
   Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2006)
   Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics (2006)
   See also Journal Article Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models, Journal of Futures Markets, John Wiley & Sons, Ltd. (2007) View citations (23) (2007)
7. Microeconomic risk management and macroeconomic stability
   Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)
   See also Book Microeconomic Risk Management and Macroeconomic Stability, Lecture Notes in Economics and Mathematical Systems, Springer (2009) (2009)

2008

8. Corporate currency hedging and currency crises
   Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) View citations (2)
   Also in Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2005) View citations (2)
   Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics (2005) View citations (2)
   See also Chapter Corporate Currency Hedging and Currency Crises, Chapters, Edward Elgar Publishing (2009) View citations (2) (2009)
9. Currency futures and currency crises
   Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) View citations (3)
   Also in Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2004) View citations (3)
   Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics (2004) View citations (3)
10. Hedging speculation, and investment in balance-sheet triggered currency crises
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)
    Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2006) View citations (4)
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2007) View citations (5)
    Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics (2006)
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2006)
    See also Journal Article HEDGING, SPECULATION, AND INVESTMENT IN BALANCE‐SHEET TRIGGERED CURRENCY CRISES*, Australian Economic Papers, Wiley Blackwell (2007) View citations (4) (2007)
11. The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) View citations (1)
    Also in Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics (2008) View citations (1)
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2008) View citations (1)

2006

12. Investigation nonlinear speculation in cattle, corn, and hog futures markets using logistics smooth transition regression models
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)

Journal Articles

2016

1. Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market
   Finance Research Letters, 2016, 18, (C), 218-225 View citations (2)
   See also Working Paper Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market, Discussion Papers (2015) (2015)

2012

2. CROSS‐SPECULATION IN CURRENCY FUTURES MARKETS
   International Journal of Finance & Economics, 2012, 17, (3), 272-278

2011

3. On speculators and hedgers in currency futures markets: who leads whom?
   International Journal of Finance & Economics, 2011, 16, (1), 63-69 View citations (8)
4. Small traders in currency futures markets
   Journal of Futures Markets, 2011, 31, (9), 898-914 View citations (8)
   See also Working Paper Small Traders in Currency Futures Markets, Research Paper Series (2010) View citations (1) (2010)

2010

5. Kaldorian boom-bust cycles in the housing market
   European Journal of Economics and Economic Policies: Intervention, 2010, 7, (2), 361-375 View citations (1)

2007

6. HEDGING, SPECULATION, AND INVESTMENT IN BALANCE‐SHEET TRIGGERED CURRENCY CRISES*
   Australian Economic Papers, 2007, 46, (3), 224-233 View citations (4)
   See also Working Paper Hedging speculation, and investment in balance-sheet triggered currency crises, Publications of Darmstadt Technical University, Institute for Business Studies (BWL) (2008) (2008)
7. Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
   Journal of Futures Markets, 2007, 27, (8), 719-737 View citations (23)
   See also Working Paper Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models, Publications of Darmstadt Technical University, Institute for Business Studies (BWL) (2009) (2009)

Books

2009

1. Microeconomic Risk Management and Macroeconomic Stability
   Lecture Notes in Economics and Mathematical Systems, Springer
   See also Working Paper Microeconomic risk management and macroeconomic stability, Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2009) (2009)

Chapters

2009

1. Arbitrage Pressure, Positive Feedback Speculation, Selective Hedging, and Economic Stability: An Empirical Analysis and Catastrophe Modelling
   Springer
2. Backwardation and Optimal Hedging Demand in an Expected Utility Hedging Model
   Springer
3. Conclusions
   Springer
4. Corporate Currency Hedging and Currency Crises
   Chapter 7 in Recent Advances in Neo-Schumpeterian Economics, 2009 View citations (2)
   See also Working Paper Corporate currency hedging and currency crises, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2008) View citations (2) (2008)
5. Corporate Risk Management in Balance-Sheet Triggered Currency Crises
   Springer
6. Introduction
   Springer
7. Mean-Variance Versus Minimum-Variance Hedging
   Springer