NAFTA Stock Markets: Dynamic Return & Volatility Linkages

ISBN-13: 9781608764983 / Angielski / Twarda / 2010 / 151 str.

Giorgio Canarella;Stephen M Miller;Stephen K Pollard

Opis

Explores the linkages that portray different facets of the joint probability distribution of stock market returns in the North American Free Trade Area (NAFTA) - Canada, Mexico, and the US. This book examines the long-run relationship between the three markets, using cointegration techniques.