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This paper investigates the dependence structure between the real Canadian stock returns and the real USD/CAD exchange rate returns, using the Symmetrized Joe-Clayton (SJC) copula function. We estimate the SJC copula with monthly data over the period 1995:1 to 2006:12. Our results show...
Persistent link: https://www.econbiz.de/10008526335
We examine the theoretical, empirical, and public policy implications of the proportion of females in the establishment. Arrow's model of heterogeneous employer discrimination provides predictions that are tested. Empirical results indicate support for the theory using establishment data, but a...
Persistent link: https://www.econbiz.de/10005604655