SFB 649 Discussion Paper 2006-056 The Euro and the Transatlantic Capital Market Leadership: A Recursive Cointegration Analysis Enzo Weber* * Institut für Statistik und Ökonometrie, Freie Universität Berlin, Germany This research was supported by the Deutsche...

SFB 649 Discussion Paper 2006-064 Common and Uncommon Sources of Growth in Asia Pacific Enzo Weber* * Institut für Statistik und Ökonometrie, Freie Universität Berlin, Germany This research was supported by the Deutsche Forschungsgemeinschaft through the...

SFB 649 Discussion Paper 2007-064 Correlation vs. Causality in Stock Market Comovement Enzo Weber* * Freie Universität Berlin, Germany This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economic Risk". ...

The Chinese stock market features an interesting history of divided market segments: domestic (A), foreigners' (B) and overseas (H). This puts forth questions of market integration as well as cross-divisional information transmission. We address these issues in a structural DCC framework, an...