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Financial contagion, vulnerability and information : empirical identification

Weber, Enzo - 2009

Persistent link: https://www.econbiz.de/10003908053

A simultaneous unobserved components analysis of US output and the great moderation

Weber, Enzo - 2009

Persistent link: https://www.econbiz.de/10003908054

Structural conditional correlation

Weber, Enzo - In: Journal of financial econometrics : official journal of … 8 (2010) 3, pp. 392-407

Persistent link: https://www.econbiz.de/10003997412

Analyzing US output and the great moderation by simultaneous unobserved components

Weber, Enzo - In: Journal of money, credit and banking : JMCB 43 (2011) 8, pp. 1579-1597

Persistent link: https://www.econbiz.de/10009389033

Simultaneous stochastic volatility transmission across American equity markets

Weber, Enzo - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 53-60

Persistent link: https://www.econbiz.de/10009721374

Decomposing US Stock Market Comovement into spillovers and common factors

Weber, Enzo - In: The North American journal of economics and finance : a … 26 (2013), pp. 106-118

Persistent link: https://www.econbiz.de/10010364818

Structural conditional correlation

Weber, Enzo - 2009

Persistent link: https://www.econbiz.de/10003908252

Regional and outward economic integration in South-East Asia

Weber, Enzo - In: Applied economics 44 (2012) 10/12, pp. 1271-1283

Persistent link: https://www.econbiz.de/10009525346

What happened to the transatlantic capital market relations?

Weber, Enzo - In: Economic modelling 28 (2011) 3, pp. 877-884

Persistent link: https://www.econbiz.de/10009271411

British interest rate convergence between the US and Europe : a recursive cointegration analysis

Weber, Enzo (contributor) - 2006

This paper addresses the question of the British state of convergence towards the Euro area, compared to the USA. Economically, the analysis is based on dependences in the money and capital markets, namely the uncovered interest parity (UIP) and the expectation hypothesis of the term structure...

Persistent link: https://www.econbiz.de/10003324208