Team

Anton Velinov, Ph.D.

Anton Velinov, Ph.D.
Role
Research Associate
GC
Graduate Center

    Publications at DIW Berlin

    Aufsätze referiert extern - ISI (2018)

    The State Dependent Impact of Bank Exposure on Sovereign Risk

    Maximilian Podstawski, Anton Velinov
    Diskussionspapiere/ Discussion Papers (2018)

    Nonlinear Intermediary Pricing in the Oil Futures Market

    Daniel Bierbaumer, Malte Rieth, Anton Velinov
    Diskussionspapiere/ Discussion Papers (2016)

    The State Dependent Impact of Bank Exposure on Sovereign Risk

    Maximilian Podstawski, Anton Velinov
    Aufsätze referiert extern - ISI (2 / 2016)

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

    Helmut Lütkepohl, Anton Velinov
    Aufsätze referiert extern - ISI (2015)

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

    Anton Velinov, Wenjuan Chen

    Lectures at DIW Berlin

  • Vortrag 11th International Conference on Computational and Financial Econometrics (CFE 2017)
    London, Großbritannien, 16.12.2017 - 18.12.2017

    Nonlinear Intermediary Asset Pricing in the Oil Futures Market
    Malte Rieth, Anton Velinov, Daniel Bierbaumer

  • Vortrag Forschungsseminar "Quantitative Wirtschaftsforschung" : Universität Hamburg, Fakultät Wirtschafts- und Sozialwissenschaften
    Hamburg, 24.10.2017

    Nonlinear Intermediary Pricing in the Oil Futures Markets
    Daniel Bierbaumer, Malte Rieth, Anton Velinov

  • Vortrag Alternative Geld- und Finanzarchitekturen : Jahrestagung 2017 des Vereins für Socialpolitik
    Wien, Österreich, 03.09.2017 - 06.09.2017

    Nonlinear Intermediary Asset Pricing in the Oil Futures Market
    Daniel Bierbaumer, Malte Rieth, Anton Velinov

  • Vortrag 4th Annual Conference of the International Association for Applied Econometrics : IAAE 2017
    Sapporo, Japan, 26.06.2017 - 30.06.2017

    Nonlinear Intermediary Asset Pricing in the Oil Futures Market
    Daniel Bierbaumer, Malte Rieth, Anton Velinov

  • Vortrag Commodity and Energy Markets Conference : Annual Meeting 2017
    Oxford, Großbritannien, 14.06.2017 - 15.06.2017

    Nonlinear Intermediary Asset Pricing in the Oil Futures Market
    Daniel Bierbaumer, Malte Rieth, Anton Velinov

  • CV - Short Version

    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/