Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Velinov, Anton"'
Publikováno v:
In Journal of Economic Behavior and Organization November 2021 191:1011-1024
Autor:
Velinov, Anton, Chen, Wenjuan
Publikováno v:
In Journal of Economics and Business July-August 2015 80:1-20
Autor:
Velinov, Anton
Publikováno v:
FinanzArchiv / Public Finance Analysis, 2015 Dec 01. 71(4), 415-439.
Externí odkaz:
http://www.jstor.org/stable/24807743
Autor:
Lütkepohl, Helmut1,2, Velinov, Anton2
Publikováno v:
Journal of Economic Surveys. Apr2016, Vol. 30 Issue 2, p377-392. 16p. 3 Charts, 1 Graph.
We study the state-dependent trading behavior of financial intermediaries in the oil futures market, using structural vector autoregressions with Markov switching in heteroskedasticity. We decompose changes in futures price volatility into changes in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::267afb9f2eff247d3c9ea62a5ba7488b
https://hdl.handle.net/10419/175080
https://hdl.handle.net/10419/175080
Akademický článek
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Autor:
Podstawski, Maximilian, Velinov, Anton
The theoretical literature remains inconclusive on whether changes in bank exposure towards the domestic sovereign have an adverse effect on the sovereign risk position via a diabolic loop in the sovereign-bank nexus or reduce perceived default risk
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::73349033f6045a39e094a6fb83f75edf
https://hdl.handle.net/10419/129206
https://hdl.handle.net/10419/129206
Autor:
Lütkepohl, Helmut, Velinov, Anton
Long-run restrictions have been used extensively for identifying structural shocks in vector autoregressive (VAR) analysis. Such restrictions are typically just-identifying but can be checked by utilizing changes in volatility. This paper reviews and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______133::0e370c5b885510e1c444acb250710a54
http://edoc.hu-berlin.de/18452/5148
http://edoc.hu-berlin.de/18452/5148
Autor:
Velinov, Anton, Chen, Wenjuan
This paper investigates whether there are bubbles in stock prices. We do this using a previously studied structural vector autoregressive (SVAR) model claiming to distinguish fundamental and non-fundamental shocks to real stock prices. TheSVAR model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::a15f518b23c8be8941e7d4c1aa270a2e
https://hdl.handle.net/10419/97142
https://hdl.handle.net/10419/97142
Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticity
Autor:
Luetkepohl, Helmut, Velinov, Anton
Long-run restrictions have been used extensively for identifying structural shocks in vector autoregressive (VAR) analysis. Such restrictions are typically just-identifying but can be checked by utilizing changes in volatility. This paper reviews and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::146580b2b9b8be21791140daab91557e
https://hdl.handle.net/10419/90902
https://hdl.handle.net/10419/90902