Details about Alexander Ludwig

Access statistics for papers by Alexander Ludwig.

Last updated 2017-03-11. Update your information in the RePEc Author Service.

Short-id: plu308

Working Papers

2013

1. Sovereign risk contagion in the Eurozone: A time-varying coefficient approach
   Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2013) View citations (2)

Journal Articles

2016

1. On the usability of the fluctuation test statistic to identify multiple cointegration break points
   Journal of Applied Statistics, 2016, 43, (9), 1604-1624 View citations (1)

2015

2. Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis
   Journal of Applied Statistics, 2015, 42, (3), 662-675 View citations (2)

2014

3. A two-step approach to examine the dynamics of market convergence
   Applied Economics Letters, 2014, 21, (4), 284-288 View citations (1)
4. A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis
   Journal of International Money and Finance, 2014, 48, (PA), 125-146 View citations (43)
5. Banking sector fragility linkages in the euro area: Evidence for crisis years 2007–2010
   Economics Letters, 2014, 125, (3), 451-454 View citations (6)
6. Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks
   Applied Financial Economics, 2014, 24, (12), 811-823 View citations (12)
7. The export-led growth hypothesis for India: examining causality by a new approach in the time-frequency domain
   Applied Economics Letters, 2014, 21, (18), 1297-1301 View citations (5)
8. What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration
   Economics Bulletin, 2014, 34, (1), 16-24

2013

9. Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection
   Economics Bulletin, 2013, 33, (4), 2828-2839 View citations (2)

2009

10. A simple macro model of Original Sin based on optimal price setting under incomplete information
    International Economics and Economic Policy, 2009, 6, (4), 345-359