Siklos, P.L.; Anusiewicz, J. - School of Business and Economics, Wilfrid Laurier University - 1997
This paper provides new evidence of the effect of weekly U.S. and Canadian M1 surprises on Canadian asset prices (stocks, T-bills, exchange rates) during the years John Crow was Governor of the Bank of Canada. In particular, we demonstrate the sensitivity of the evidence to the choice of...