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~person:"Weber, Enzo"
~subject:"Finanzmarkt"
~subject:"Stochastischer Prozess"
~subject:"Theory"
~type_genre:"Working Paper"
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SFB 649 discussion paper
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SFB 649 Discussion Paper
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Macro wine in financial skins: the Oil-FX interdependence
Weber, Enzo
-
2008
This paper analyses mutual causalities between crude oil price and euro / US dollar exchange rate. Instead of focusing on long-run macroeconomic linkages like the bulk of the relevant literature takes a financial markets perspective using daily data. The fast-running simultaneousimpacts are...
Persistent link: https://www.econbiz.de/10010263739
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2
Structural constant conditional correlation
Weber, Enzo
(
contributor
)
-
2008
SFB
649
Discussion
Paper
2008-015 Structural Constant Conditional Correlation Enzo Weber …-064, Humboldt-Universit¨at zu Berlin. 11
SFB
649
Discussion
Paper
Series 2008 For a complete list of Discussion Papers …
Persistent link: https://www.econbiz.de/10003636117
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3
Macro wine in financial skins : the Oil-FX interdependence
Weber, Enzo
(
contributor
)
-
2008
SFB
649
Discussion
Paper
2008-048 Macro Wine in Financial Skins: The Oil-FX Interdependence … Discussion Paper 2007-064, Humboldt-Universit at zu Berlin. 7
SFB
649
Discussion
Paper
Series 2008 For a complete …
Persistent link: https://www.econbiz.de/10003727689
Saved in:
4
Structural dynamic conditional correlation
Weber, Enzo
-
2008
Structural Dynamic Conditional Correlation Enzo Weber*
SFB
649
Discussion
Paper
2008-069 S FB … 2008-015, Humboldt-Universit at zu Berlin. 8
SFB
649
Discussion
Paper
Series 2008 For a complete list of Discussion …
Persistent link: https://www.econbiz.de/10003796131
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5
Economic integration and the foreign exchange
Weber, Enzo
-
2007
This paper demonstrates effects of economic convergence processes on the foreign exchange behaviour in a monetary modelling approach. Since the exchange rate represents the relative price of two currencies, commonness of stochastic trends between the fundamental determinants of supply and demand...
Persistent link: https://www.econbiz.de/10010263691
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6
Economic integration and the foreign exchange
Weber, Enzo
(
contributor
)
-
2007
SFB
649
Discussion
Paper
2007-038 Economic Integration and the Foreign Exchange Enzo Weber … of the exchange rate. Applied Financial Economics, 11, 261-268. 12
SFB
649
Discussion
Paper
Series 2007 For a …
Persistent link: https://www.econbiz.de/10003633997
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7
The euro and the transatlantic capital market leadership : a recursive cointegration analysis
Weber, Enzo
(
contributor
)
-
2006
SFB
649
Discussion
Paper
2006-056 The Euro and the Transatlantic Capital Market Leadership … Econometrics, From Data Analysis to Economic Policy, Kluwer Academic Publishers, 271-282. 12
SFB
649
Discussion
Paper
Series …
Persistent link: https://www.econbiz.de/10003375781
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