Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
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 …
SFB 649 Discussion Paper 2007-015
Who Leads Financial
Markets?
Enzo Weber*
* Freie …