Logo of Humboldt-Universität zu BerlinLogo of Humboldt-Universität zu Berlin
edoc-Server
Open-Access-Publikationsserver der Humboldt-Universität
de|en
Header image: facade of Humboldt-Universität zu Berlin
View Item 
  • edoc-Server Home
  • Schriftenreihen und Sammelbände
  • Fakultäten und Institute der HU
  • Wirtschaftswissenschaftliche Fakultät
  • Sonderforschungsbereich 649: Ökonomisches Risiko
  • View Item
  • edoc-Server Home
  • Schriftenreihen und Sammelbände
  • Fakultäten und Institute der HU
  • Wirtschaftswissenschaftliche Fakultät
  • Sonderforschungsbereich 649: Ökonomisches Risiko
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.
All of edoc-ServerCommunity & CollectionTitleAuthorSubjectThis CollectionTitleAuthorSubject
PublishLoginRegisterHelp
StatisticsView Usage Statistics
All of edoc-ServerCommunity & CollectionTitleAuthorSubjectThis CollectionTitleAuthorSubject
PublishLoginRegisterHelp
StatisticsView Usage Statistics
View Item 
  • edoc-Server Home
  • Schriftenreihen und Sammelbände
  • Fakultäten und Institute der HU
  • Wirtschaftswissenschaftliche Fakultät
  • Sonderforschungsbereich 649: Ökonomisches Risiko
  • View Item
  • edoc-Server Home
  • Schriftenreihen und Sammelbände
  • Fakultäten und Institute der HU
  • Wirtschaftswissenschaftliche Fakultät
  • Sonderforschungsbereich 649: Ökonomisches Risiko
  • View Item
2006-09-11Buch DOI: 10.18452/3986
The Euro and the Transatlantic Capital Market Leadership
A Recursive Cointegration Analysis
Weber, Enzo
In this paper, the capital market relations between the Euro area and the USA are subject to investigation. Formally based on the uncovered interest rate parity (UIP), first a longrun equilibrium between Euro and US government bond yields is established in backward recursively estimated vector error correction models (VECMs). Subsequently, the focus lies on interest rate leadership and adjustment as well as capital market integration. One major finding shows, that the foundation of the European Monetary Union (EMU) strengthened its role relative to the USA. Furthermore, the transatlantic connections have become closer in the course time.
Files in this item
Thumbnail
56.pdf — Adobe PDF — 394.5 Kb
MD5: 0d9690ea39cb0893b25f9d7559065128
Cite
BibTeX
EndNote
RIS
InCopyright
Details
DINI-Zertifikat 2019OpenAIRE validatedORCID Consortium
Imprint Policy Contact Data Privacy Statement
A service of University Library and Computer and Media Service
© Humboldt-Universität zu Berlin
 
DOI
10.18452/3986
Permanent URL
https://doi.org/10.18452/3986
HTML
<a href="https://doi.org/10.18452/3986">https://doi.org/10.18452/3986</a>