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

โœ Scribed by Leo Michelis; Cathy Ning


Book ID
109171135
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
223 KB
Volume
43
Category
Article
ISSN
0008-4085

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Modelling the bivariate dependence struc
โœ Gianna Boero; Param Silvapulle; Ainura Tursunalieva ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 869 KB

This paper investigates the bivariate dependence structure for three pairs of exchange rates measured against the US dollar: Euro and Japanese yen (JY), Euro and GBP, Euro and Swiss franc (CHF), in the pre-, post-Euro and the transition periods with the sample period ranging from January 1994 to Nov