Who Leads Financial Markets?
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- Weber, Enzo, 2007. "Who leads financial markets?," SFB 649 Discussion Papers 2007-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
References listed on IDEAS
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Cited by:
- Pami Dua & Divya Tuteja, 2013. "Interdependence Of International Financial Market-- The Case Of India And U.S," Working papers 223, Centre for Development Economics, Delhi School of Economics.
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More about this item
Keywords
Structural EGARCH; Financial Markets; United States; Euro Zone;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2007-12-19 (European Economics)
- NEP-FMK-2007-12-19 (Financial Markets)
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