Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
=0.003
(0.019)
+0.172
(0.035)
euro
t
+0.478
(0.020)
dow
t
+4.679
(0.528)
bond
t
−0.014
(0.007)
oil
t
+ˆv
t
,R
2
=0 … connections of the identified factors from
the structural model. Thereby, without claiming to be exhaustive, I focus on the euro … /
US dollar exchange rate, the Dow Jones Industrial index, the 10-year Euro government
benchmark bonds and the Brent crude …