Interdependence of NAFTA capital markets: A minimum variance portfolio approach
We estimate the long-run relationships among NAFTA capital market returns and then calculate the weights of a “time-varying minimum variance portfolio” that includes the Canadian, Mexican, and USA capital markets between March 2007 and March 2009, a period of intense turbulence in internati...
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| 主要な著者: | , , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Economists' Association of Vojvodina
2014-01-01
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| シリーズ: | Panoeconomicus |
| 主題: | |
| オンライン･アクセス: | http://www.doiserbia.nb.rs/img/doi/1452-595X/2014/1452-595X1406691L.pdf |
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