FOREIGN EXCHANGE MARKET REACTION TO THE U.S.-CANADA FREE TRADE AGREEMENT
Author:
Affiliation:
1. McGill University
2. Bentley College
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1994.tb00164.x/fullpdf
Reference17 articles.
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2. A subordinate stochastic process model with finite variance for speculative prices;Clark;Econometrica,1973
3. Coughlin , C. C. 1990 What do economic models tell us about the effects of the U.S.-Canadian Free Trade Agreement? Federal Reserve Bank of St. Louis 40 50
4. Modelling the persistence of conditional variances;Engle;Econometric Reviews,1986
5. The stochastic dependence of security price changes and transaction volumes: Implications for the mixture of distribution hypothesis;Epps;Econometrica,1976
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Free Trade Agreements and Volatility of Stock Returns and Exchange Rates: Evidence from NAFTA;Open Economies Review;2017-12-21
2. The effect of the US-Canada free trade agreement on the US banking market;Journal of Multinational Financial Management;1997-06
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