Dynamic stock market interactions between the Canadian, Mexican, and the United States markets : the NAFTA experience
Year of publication: |
2009
|
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Authors: | Canarella, Giorgio ; Miller, Stephen M. ; Pollard, Stephen K. |
Published in: |
Stock returns : cyclicity, prediction and economic consequences. - New York, NY : Nova Science Publ., ISBN 978-1-60741-458-2. - 2009, p. 1-68
|
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Kointegration | Cointegration | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | USMCA-Staaten | USMCA countries | 1992-2007 |
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