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Le rendement des obligations provinciales et l’incertitude politique : une analyse de séries chronologiques

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  • Montmarquette, Claude

    (Centre de recherche en développement économique, Université de Montréal)

  • Dallaire, Claude

    (Centre de recherche en développement économique, Université de Montréal)

Abstract

In this text, we apply time series techniques (Box-Tiao) to isolate the influence of the Parti québécois' electoral win of November 1976 on the financial and economic costs of the Québec government borrowings.

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Bibliographic Info

Article provided by Société Canadienne de Science Economique in its journal L'Actualité économique.

Volume (Year): 56 (1980)
Issue (Month): 3 (juillet-septembre)
Pages: 388-403

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Handle: RePEc:ris:actuec:v:56:y:1980:i:3:p:388-403

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  1. Bradford, David F, 1975. "Constraints on Government Investment Opportunities and the Choice of Discount Rate," American Economic Review, American Economic Association, vol. 65(5), pages 887-99, December.
  2. Bierman, Harold & Hass, Jerome E., 1975. "An Analytical Model of Bond Risk Differentials," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(05), pages 757-773, December.
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