Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
, monetary policy behaviour or equity market reagibility. Additionally, a correlation analysis of the identified innovations … innovations reveals
the degree of coherence in the Asian Pacific region.
Keywords: Structural EGARCH, Financial Markets, Asia …. In contrast, my methodology ad-
dresses directly the conditional variances of these structural innovations, thereby …