Cointegration and Canada-U.S. Term Structures: Does Accounting for Structural Breaks Make a Difference?-Reference-Cited by-同舟云学术

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Cointegration and Canada-U.S. Term Structures: Does Accounting for Structural Breaks Make a Difference?

Published:2009-04-08 Issue:4 Volume:17 Page:342-355
ISSN:0825-0383
Container-title:Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration
language:en
Short-container-title:

Author:

Hejazi Walid,Marr Michael,Parkinson Jack

Publisher

Wiley

Subject

Management of Technology and Innovation,Marketing,Public Administration,Business and International Management

Reference37 articles.

1. Common stochastic trends in a system of exchange rates;Baillie;Journal of Finance,1989

2. Cointegration, fractional cointegration and exchange rate dynamics;Baillie;Journal of Finance,1994

3. Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

4. Fractional cointegration analysis of international long term interest rates;Barkoulas;International Journal of Finance,1997

5. The term structure of interest rates in a small open economy;Beenstock;Journal of Money Credit and Banking,1981

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. Measuring regional effects of monetary policy in Canada;Applied Economics;2009-07

2. What drives provincial-Canada yield spreads?;Canadian Journal of Economics/Revue canadienne d'économique;2007-07-23

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