Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
, money and stock markets from 1994 until 2006. Considering influences on financial market volatility, the estimations are … contemporaneous effects between the daily variables. Structural VARs or VECMs can therefore give answers to the question of financial … markets leadership: Generally speaking, the US effects on Europe still dominate, but the special econometric methodology is …