Cointegration and Canada-U.S. Term Structures: Does...

Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration 2000 Vol. 17; Iss. 4

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

Walid Hejazi, Michael Marr, Jack Parkinson
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Volume:
17
Year:
2000
Language:
english
DOI:
10.1111/j.1936-4490.2000.tb00233.x
File:
PDF, 1.18 MB
english, 2000
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