Anton Velinov, Ph.D.

Wissenschaftlicher Mitarbeiter im

Graduate Center

Kontakt

+49 30 89789 - 460
Forschungsthemen und Arbeitsbereiche

    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

    Vorträge

    Vortrag

    Analyzing Asymmetric Effects of Monetary Policy in the Euro Area: A FAVAR Approach

    Tornow, 12.06.2018 - 13.06.2018, Topics in Time Series Econometrics: Doctoral Seminar der Freien Universität Berlin| Catalina Martinez Hernandez, Anton Velinov
    Vortrag

    Nonlinear Intermediary Pricing in the Oil Futures Markets

    Hamburg, 24.10.2017, Forschungsseminar "Quantitative Wirtschaftsforschung": Universität Hamburg, Fakultät Wirtschafts- und Sozialwissenschaften| Daniel Bierbaumer, Malte Rieth, Anton Velinov
    Vortrag

    Nonlinear Intermediary Asset Pricing in the Oil Futures Market

    Sapporo, Japan, 26.06.2017 - 30.06.2017, 4th Annual Conference of the International Association for Applied Econometrics: IAAE 2017| Daniel Bierbaumer, Malte Rieth, Anton Velinov
    Vortrag

    Nonlinear Intermediary Asset Pricing in the Oil Futures Market

    London, Großbritannien, 16.12.2017 - 18.12.2017, 11th International Conference on Computational and Financial Econometrics (CFE 2017)| Malte Rieth, Anton Velinov, Daniel Bierbaumer
    Vortrag

    Nonlinear Intermediary Asset Pricing in the Oil Futures Market

    Wien, Österreich, 03.09.2017 - 06.09.2017, Alternative Geld- und Finanzarchitekturen: Jahrestagung 2017 des Vereins für Socialpolitik| Daniel Bierbaumer, Malte Rieth, Anton Velinov