Anton Velinov, Ph.D.

Wissenschaftlicher Mitarbeiter im

Graduate Center

Anton started working at the DIW from the beginning of 2013. Before that he did his Ph.D. study at the European University Institute (EUI) in Florence, Italy. His field of interest is in econometrics, with an emphasis on time series analysis. At the EUI his supervisor was Prof. Dr. Helmut Luetkepohl. For his thesis Anton uses nonlinear multivariate and univariate time series models allowing for regime switches according to a Markov process. He investigates fundamental and non-fundamental components of stock prices and sustainability of public debt.

His personal page: http://anton-velinov.ml/

Publikationen

Diskussionspapiere 1722 / 2018

Nonlinear Intermediary Pricing in the Oil Futures Market

2018| Daniel Bierbaumer, Malte Rieth, Anton Velinov
Diskussionspapiere 1550 / 2016

The State Dependent Impact of Bank Exposure on Sovereign Risk

2016| Maximilian Podstawski, Anton Velinov
Diskussionspapiere 1375 / 2014

Are There Bubbles in Stock Prices? Testing for Fundamental Shocks

2014| Anton Velinov, Wenjuan Chen
Diskussionspapiere 1356 / 2014

Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity

2014| Helmut Lütkepohl, Anton Velinov
Externe referierte Aufsätze

On the Importance of Testing Structural Identification Schemes and the Potential Consequences of Incorrectly Identified Models

In: Quantitative Finance and Economics 2 (2018), 1, S. 106-126 | Anton Velinov
Externe referierte Aufsätze

Assessing Fiscal-Policy Sustainability: On the Different States of the Debt-to-GDP Process

In: Finanzarchiv 71 (2015), 4, S. 415-439 | Anton Velinov
Externe referierte Aufsätze

The State Dependent Impact of Bank Exposure on Sovereign Risk

In: Journal of Banking & Finance 88 (2018) S. 63-75 | Maximilian Podstawski, Anton Velinov
Externe referierte Aufsätze

Do Stock Prices Reflect Their Fundamentals? New Evidence in the Aftermath of the Financial Crisis

In: Journal of Economics and Business 80 (2015), S. 1-20 | Anton Velinov, Wenjuan Chen
Externe referierte Aufsätze

Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity

In: Journal of Economic Surveys 30 (2016), 2, S. 377-392 | Helmut Lütkepohl, Anton Velinov