Economics at your fingertips  

Details about Alexander Ludwig

Workplace:Fakultät Wirtschaftswissenschaften (Faculty of Business and Economics), Technische Universität Dresden (Dresden University of Technology), (more information at EDIRC)

Access statistics for papers by Alexander Ludwig.

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

Short-id: plu308

Jump to Journal Articles

Working Papers


  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 Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads View citations (2)

Journal Articles


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


  1. 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 Downloads View citations (1)


  1. A two-step approach to examine the dynamics of market convergence
    Applied Economics Letters, 2014, 21, (4), 284-288 Downloads View citations (1)
  2. 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 Downloads View citations (30)
  3. Banking sector fragility linkages in the euro area: Evidence for crisis years 2007–2010
    Economics Letters, 2014, 125, (3), 451-454 Downloads View citations (4)
  4. Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks
    Applied Financial Economics, 2014, 24, (12), 811-823 Downloads View citations (4)
  5. 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 Downloads View citations (1)
  6. 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 Downloads


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


  1. 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 Downloads
Page updated 2020-09-04