Browsen in EconStor gesamt nach Autor:innen Velinov, Anton


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ErscheinungsjahrTitelAutor:innen
2012Do Japanese stock prices reflect macro fundamentals?Chen, Wenjuan; Velinov, Anton
2013Can stock price fundamentals properly be captured? Using Markov switching in hetereskedasticity models to test identification schemesVelinov, Anton
2014Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticityLütkepohl, Helmut; Velinov, Anton
2014Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via HeteroskedasticityLuetkepohl, Helmut; Velinov, Anton
2014Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticityLütkepohl, Helmut; Velinov, Anton
2014Assessing the sustainability of government debt: On the different states of debt/GDP processVelinov, Anton
2014Are there bubbles in stock prices? Testing for fundamental shocksVelinov, Anton; Chen, Wenjuan
2016On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models.Velinov, Anton
2016Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via HeteroskedasticityLütkepohl, Helmut; Velinov, Anton
2016The state dependent impact of bank exposure on sovereign riskPodstawski, Maximilian; Velinov, Anton
2018On the importance of testing structural identification schemes and the potential consequences of incorrectly identified modelsVelinov, Anton
2018Nonlinear intermediary pricing in the oil futures marketBierbaumer, Daniel; Rieth, Malte; Velinov, Anton
2018The state dependent impact of bank exposure on sovereign riskPodstawski, Maximilian; Velinov, Anton