Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience
Year of publication: |
2008-12
|
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Authors: | Miller, Stephen M. ; Canarella, Giorgio ; Pollard, Stephen K. |
Institutions: | Department of Economics, University of Connecticut |
Subject: | NAFTA stock markets | cointegration | impulse response | volatility transmission |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Stock Returns: Cyclicality, Prediction, and Economic Consequences, Ed. G. I. Ellison, Nova Science Publishers, Inc., 4th quarter 2009. The price is Free Number 2008-49 95 pages |
Classification: | G10 - General Financial Markets. General ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C50 - Econometric Modeling. General |
Source: |
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Canarella, Giorgio, (2009)
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Canarella, Giorgio, (2008)
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Classical identification: A viable road for data to inform structural modeling
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