Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
Statistics and Economics (CASE),
Humboldt-Universit¨at zu Berlin as well as Quantitative Products Laboratory (QPL), Berlin, and …-10099 Berlin, Germany.
‡Institute for Statistics and Econometrics and Center for Applied Statistics and Economics (CASE …; Macroeconomic Fundamentals
JEL classification: C5, E4, G1
1 Introduction
Much research in financial economics has been devoted to …