Canadian and U.S. financial markets: Testing the international integration hypothesis under time-varying conditional volatility

Canadian Journal of Economics

Volumn 37, Issue 4, 2004, Pages 1021-1041

  Normandin, Michel ^a  

^a HEC MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; HYPOTHESIS TESTING; KALMAN FILTER; MONETARY POLICY;

CANADA; NORTH AMERICA; UNITED STATES; WESTERN HEMISPHERE; WORLD;

EID: 4544306968     PISSN: 00084085     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0008-4085.2004.00258.x     Document Type: Article

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