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2006-09-11Diskussionspapier DOI: 10.18452/3986
The Euro and the Transatlantic Capital Market Leadership
dc.contributor.authorWeber, Enzo
dc.date.accessioned2017-06-15T23:13:59Z
dc.date.available2017-06-15T23:13:59Z
dc.date.created2006-09-20
dc.date.issued2006-09-11
dc.identifier.issn1860-5664
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4638
dc.description.abstractIn 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.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectUIPeng
dc.subjectCapital Marketeng
dc.subjectEuroeng
dc.subjectTransatlantic Relationseng
dc.subject.ddc330 Wirtschaft
dc.titleThe Euro and the Transatlantic Capital Market Leadership
dc.typeworkingPaper
dc.identifier.urnurn:nbn:de:kobv:11-10068335
dc.identifier.doihttp://dx.doi.org/10.18452/3986
dc.subject.dnb17 Wirtschaft
local.edoc.pages17
local.edoc.type-nameDiskussionspapier
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year2006
dc.title.subtitleA Recursive Cointegration Analysis
dc.identifier.zdb2195055-6
bua.series.nameSonderforschungsbereich 649: Ökonomisches Risiko
bua.series.issuenumber2006,56

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