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NAFTA Stock Markets:: Dynamic Return and Volatility Linkages (Economic Issues, Problems and Perspectives)
NAFTA Stock Markets Dynamic Return and Volatility Linkages - Economic Issues, Problems and Perspectives
Author: Giorgio Canarella, Stephen M. Miller, Stephen K. Pollard
This research explores the dynamic 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. Our examination of interactions of the NAFTA stock markets considers three issues. First, the authors examine the long-run relationship...  more »
ISBN-13: 9781608764983
ISBN-10: 1608764982
Pages: 151
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Publisher: Nova Science Pub Inc
Book Type: Paperback
Members Wishing: 0
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