Alexander Schmidt

University of Hohenheim

Schloss 1C

Stuttgart, 70593

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

138

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Persistent Imbalances: The Impact of Exchange Rate Appreciation on China's Trade Balances

Number of pages: 29 Posted: 24 Mar 2018 Last Revised: 15 Sep 2019
Thomas Dimpfl and Alexander Schmidt
University of Tuebingen - Department of Statistics and Econometrics and University of Hohenheim
Downloads 68 (360,206)

Abstract:

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Exchange Rate, Trade Balance, Structural Identification, China

2.

Nonlinearity Matters: The Stock Price – Trading Volume Relation Revisited

Number of pages: 32 Posted: 14 Sep 2019 Last Revised: 17 Sep 2019
Simon Behrendt and Alexander Schmidt
Zeppelin University and University of Hohenheim
Downloads 52 (407,334)
Citation 1

Abstract:

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stock returns, trading volume, nonlinear dynamics, information transfer

3.

Multiple Structural Breaks in Cointegrating Regressions: A Model Selection Approach

Number of pages: 49 Posted: 05 Dec 2019
Alexander Schmidt and Karsten Schweikert
University of Hohenheim and University of Hohenheim
Downloads 18 (569,446)

Abstract:

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Adaptive lasso, Cointegration, Penalized estimation, Purchasing power parity, Structural breaks