Alexander Ludwig : Citation Profile

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Technische Universität Dresden


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   7 years (2009 - 2016). See details.
   Cites by year: 6
   Journals where Alexander Ludwig has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 1 (2.13 %)


   Updated: 2020-09-22    RAS profile: 2017-03-11    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Alexander Ludwig.

Is cited by:

Gómez-Puig, Marta (8)

Sosvilla-Rivero, Simon (8)

Kruse, Robinson (6)

Eijffinger, Sylvester (5)

Kobielarz, Michal (4)

Wegener, Christoph (3)

Uras, Burak (3)

Leschinski, Christian (2)

Pentecost, Eric (2)

Odei-Mensah, Jones (2)

Premaratne, Gamini (2)

Cites to:

Kejriwal, Mohitosh (9)

Beirne, John (7)

Fratzscher, Marcel (7)

Perron, Pierre (7)

Favero, Carlo (5)

Tommasino, Pietro (5)

Pericoli, Marcello (5)

Giordano, Raffaela (5)

Candelon, Bertrand (5)

Engle, Robert (4)

Granger, Clive (4)

Main data

Where Alexander Ludwig has published?

Journals with more than one article published# docs
Journal of Applied Statistics2
Applied Economics Letters2
Economics Bulletin2

Recent works citing Alexander Ludwig (2020 and 2019)

YearTitle of citing document
2019Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels. In: DNB Working Papers. RePEc:dnb:dnbwpp:636.

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2019The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

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2020Uncertainty in Euro area and the bond spreads. (2020). Siriopoulos, Costas ; Svingou, Argyro ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315109.

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2020Beyond Connectedness: A Covariance Decomposition based Network Risk Model. (2020). AKOVALI, Umut. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2003.

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2020Investor sentiment and insurers’ financial stability: do sovereign ratings matter?. (2020). Ye, Zhiwei ; Ullah, Farid ; Shahab, Yasir ; Ahmed, Danish . In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:45:y:2020:i:2:d:10.1057_s41288-020-00160-z.

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2019Export-Led Growth: Evidence from Post-Communist Serbia. (2019). Lojanica, Nemanja ; Obradovi, Sasa. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:2:p:131-145.

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2019Time-varying contemporaneous spillovers during the European Debt Crisis. (2019). Frijns, Bart ; Finta, Marinela Adriana ; Tourani-Rad, Alireza. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:2:d:10.1007_s00181-018-1480-1.

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Works by Alexander Ludwig:

2013Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection In: Economics Bulletin.
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2014What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration In: Economics Bulletin.
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2014Banking sector fragility linkages in the euro area: Evidence for crisis years 2007–2010 In: Economics Letters.
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2014A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis In: Journal of International Money and Finance.
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2009A simple macro model of Original Sin based on optimal price setting under incomplete information In: International Economics and Economic Policy.
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2013Sovereign risk contagion in the Eurozone: a time-varying coefficient approach In: MPRA Paper.
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2013Sovereign risk contagion in the Eurozone: A time-varying coefficient approach.(2013) In: Dresden Discussion Paper Series in Economics.
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This paper has another version. Agregated cites: 1
2014The export-led growth hypothesis for India: examining causality by a new approach in the time-frequency domain In: Applied Economics Letters.
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2014A two-step approach to examine the dynamics of market convergence In: Applied Economics Letters.
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2014Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks In: Applied Financial Economics.
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2015Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis In: Journal of Applied Statistics.
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2016On the usability of the fluctuation test statistic to identify multiple cointegration break points In: Journal of Applied Statistics.
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