Showing 1 - 10 of 113
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/10000356046
Persistent link: https://www.econbiz.de/10000370828
Persistent link: https://www.econbiz.de/10000366359
Persistent link: https://www.econbiz.de/10000709545
Persistent link: https://www.econbiz.de/10000572119
Persistent link: https://www.econbiz.de/10003891493
Persistent link: https://www.econbiz.de/10003974811
Persistent link: https://www.econbiz.de/10003950058
Persistent link: https://www.econbiz.de/10008796684