A Bayesian analysis of market information linkages among NAFTA countries using a multivariate stochastic volatility model
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Volume (Year): 35 (2011)
Issue (Month): 2 (April)
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- Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 2002.
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- repec:bla:restud:v:65:y:1998:i:3:p:361-93 is not listed on IDEAS
- Stoll, Hans R. & Whaley, Robert E., 1990. "The Dynamics of Stock Index and Stock Index Futures Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(04), pages 441-468, December.
- Gary Clyde Hufbauer & Jeffrey J. Schott, 2005. "NAFTA Revisited: Achievements and Challenges," Peterson Institute Press: All Books, Peterson Institute for International Economics, number 332, November.
- Ewing, Bradley T. & Payne, James E. & Sowell, Clifford, 1999. "NAFTA and North American stock market linkages: an empirical note," The North American Journal of Economics and Finance, Elsevier, vol. 10(2), pages 443-451.
- David M. Gould, 1996. "Distinguishing NAFTA from the peso crisis," Southwest Economy, Federal Reserve Bank of Dallas, issue Sep, pages 6-10.
- Chib, Siddhartha & Nardari, Federico & Shephard, Neil, 2002. "Markov chain Monte Carlo methods for stochastic volatility models," Journal of Econometrics, Elsevier, vol. 108(2), pages 281-316, June.
- Darrat, Ali F. & Zhong, Maosen, 2005. "Equity market linkage and multinational trade accords: The case of NAFTA," Journal of International Money and Finance, Elsevier, vol. 24(5), pages 793-817, September. Full references (including those not matched with items on IDEAS)
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