López-Herrera, Francisco; Roberto J.; Ortiz, Edgar - In: Panoeconomicus 61 (2014) 6, pp. 691-707
We estimate the long-run relationships among NAFTA capital market returns and then calculate the weights of a “time-varying minimum variance portfolio†that includes the Canadian, Mexican, and USA capital markets between March 2007 and March 2009, a period of intense turbulence in...
