Browsen in EconStor gesamt nach Autor:innen Velinov, Anton
Zeige Ergebnisse 1 bis 14 von 14
Erscheinungsjahr | Titel | Autor:innen |
2012 | Do Japanese stock prices reflect macro fundamentals? | Chen, Wenjuan; Velinov, Anton |
2013 | Can stock price fundamentals properly be captured? Using Markov switching in hetereskedasticity models to test identification schemes | Velinov, Anton |
2014 | Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity | Luetkepohl, Helmut; Velinov, Anton |
2014 | Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticity | Lütkepohl, Helmut; Velinov, Anton |
2014 | Assessing the sustainability of government debt: On the different states of debt/GDP process | Velinov, Anton |
2014 | Are there bubbles in stock prices? Testing for fundamental shocks | Velinov, Anton; Chen, Wenjuan |
2014 | Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticity | Lütkepohl, Helmut; Velinov, Anton |
2016 | On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models. | Velinov, Anton |
2016 | Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via Heteroskedasticity | Lütkepohl, Helmut; Velinov, Anton |
2016 | The state dependent impact of bank exposure on sovereign risk | Podstawski, Maximilian; Velinov, Anton |
2018 | On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models | Velinov, Anton |
2018 | Nonlinear intermediary pricing in the oil futures market | Bierbaumer, Daniel; Rieth, Malte; Velinov, Anton |
2018 | The state dependent impact of bank exposure on sovereign risk | Podstawski, Maximilian; Velinov, Anton |
2021 | The state-dependent trading behavior of banks in the oil futures market | Bierbaumer, Daniel; Rieth, Malte; Velinov, Anton |