The dependence structure between the Canadian stock market and the USD/CAD exchange rate: A copula approach

Canadian Journal of Economics

Volumn 43, Issue 3, 2010, Pages 1016-1039

  Michelis, Leo ^a   Ning, Cathy ^a  

^a RYERSON UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

COMMODITY MARKET; COMMODITY PRICE; ECONOMIC STRUCTURE; INTEREST RATE; REAL EXCHANGE RATE; STOCK MARKET;

CANADA;

EID: 77955129330     PISSN: 00084085     EISSN: 15405982     Source Type: Journal    
DOI: 10.1111/j.1540-5982.2010.01604.x     Document Type: Article

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