Domestic or U.S. News: What Drives Canadian Financial Markets?

Using a GARCH model, we study the effects of Canadian and U.S. central bank communication and macroeconomic news on Canadian bond, stock, and foreign exchange market returns and volatility. First, central bank communication and macro news from both countries have an impact on Canadian financial m...

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Bibliographic Details
Published in:MAGKS - Joint Discussion Paper Series in Economics (Band 08-2009)
Main Author: Hayo, Bernd
Contributors: Neuenkirch, Matthias
Format: Work
Language:English
Published: Philipps-Universität Marburg 2009
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Call Number: urn:nbn:de:hebis:04-es2023-02224
Publication Date: 2023-12-21
Downloads: 31 (2024), 3 (2023)
License: https://creativecommons.org/publicdomain/mark/1.0
Access URL: https://archiv.ub.uni-marburg.de/es/2023/0222
https://doi.org/10.17192/es2023.0222