Narrow search
Showing 11 - 20 of 748
Cover Image
Test of the efficiency of commodity futures in a multi-contract framework
Canarella, Giorgio; Pollard, Stephen K. - In: Empirical economics : a journal of the Institute for … 12 (1987) 2, pp. 67-78
Persistent link: https://www.econbiz.de/10003509281
Cover Image
Dynamic stock market interactions between the Canadian, Mexican, and the United States markets : the NAFTA experience
Canarella, Giorgio; Miller, Stephen M.; Pollard, Stephen K. - In: Stock returns : cyclicity, prediction and economic …, (pp. 1-68). 2009
Persistent link: https://www.econbiz.de/10003944993
Cover Image
The global financial crisis and stochastic convergence in the Euro area
Canarella, Giorgio; Miller, Stephen M.; Pollard, Stephen K. - In: International advances in economic research : IAER ; an … 17 (2011) 3, pp. 315-333
Persistent link: https://www.econbiz.de/10009302929
Cover Image
Is the great moderation ending? : UK and U.S. evidence
Canarella, Giorgio; Fang, Wen-shwo; Miller, Stephen M.; … - In: Modern economy 1 (2010) 1, pp. 17-42
Persistent link: https://www.econbiz.de/10009306010
Cover Image
Purchasing power parity between the UK and the euro area
Canarella, Giorgio; Miller, Stephen M.; Pollard, Stephen K. - 2012
Persistent link: https://www.econbiz.de/10009725411
Cover Image
Unemployment rate hysteresis and the Great Recession : exploring the metropolitan evidence
Canarella, Giorgio; Miller, Stephen M.; Pollard, Stephen K. - 2013
Persistent link: https://www.econbiz.de/10010195630
Cover Image
Purchasing power parity between the UK and Germany : the euro era
Canarella, Giorgio; Miller, Stephen M.; Pollard, Stephen K. - In: Open economies review 25 (2014) 4, pp. 677-699
Persistent link: https://www.econbiz.de/10010411925
Cover Image
A switching ARCH (SWARCH) model of stock market volatility : some evidence from Latin America
Canarella, Giorgio; Pollard, Stephen K. - In: International review of economics : journal of civil economy 54 (2007) 4, pp. 445-462
Persistent link: https://www.econbiz.de/10003662534
Cover Image
Asymmetry and spillover effects in the North American equity markets
Canarella, Giorgio (contributor);  … - 2007
In this paper we extend the standard shock spillover model of Bekaert and Harvey (1997), Baele (2003) and Ng (2000) to account for asymmetries of return and volatility spillover effects from the US equity market into Canada and Mexico. Unlike previous research, we model the conditional...
Persistent link: https://www.econbiz.de/10003630053
Cover Image
Parameter heterogeneity in the neoclassical growth model : a quantile regression approach
Canarella, Giorgio; Pollard, Stephen K. - In: Journal of economic development 29 (2004) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10002125555