Showing 1 - 10 of 7,193
Persistent link: https://www.econbiz.de/10000709545
Persistent link: https://www.econbiz.de/10000572119
We study the correlation between pairs of bond and stock markets in Canada and the United States between January 1998 and December 2006 in the framework of Diagonal-BEKK models. Our research question is whether monetary policy action and communication by the Bank of Canada and the Federal...
Persistent link: https://www.econbiz.de/10010286380
Persistent link: https://www.econbiz.de/10009754633
We study the correlation between pairs of bond and stock markets in Canada and the United States between January 1998 and December 2006 in the framework of Diagonal-BEKK models. Our research question is whether monetary policy action and communication by the Bank of Canada and the Federal...
Persistent link: https://www.econbiz.de/10009409360
Persistent link: https://www.econbiz.de/10011526822
Persistent link: https://www.econbiz.de/10009271294
Persistent link: https://www.econbiz.de/10009389569
Persistent link: https://www.econbiz.de/10011496384
We study the correlation between pairs of bond and stock markets in Canada and the United States between January 1998 and December 2009 in the framework of diagonal-BEKK models. Our research question is whether monetary policy actions and communications by the Bank of Canada and the Federal...
Persistent link: https://www.econbiz.de/10013112889