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[null,"1.","Record Nr.",null,"UNINA9910967793403321"]
[null,null,"Autore",null,"Canarella Giorgio"]
[null,null,"Titolo",null,"NAFTA stock markets : dynamic return and volatility linkages / / Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard"]
[null,null,"Pubbl/distr/stampa",null,"New York, : Nova Science Publishers, c2010"]
[null,null,"ISBN",null,"1-61209-411-2"]
[null,null,"Edizione",null,"[1st ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (161 p.)"]
[null,null,"Collana",null,"Economic issues, problems and perspectives series"]
[{"$nulls":4},"Novinka"]
[null,null,"Disciplina",null,"332.64/27"]
[null,null,"Soggetti",null,"Stock exchanges - North America"]
[{"$nulls":4},"Stocks - Rate of return"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Intro -- NAFTA STOCK MARKETS: DYNAMIC RETURN AND VOLATILITY LINKAGES -- NAFTA STOCK MARKETS: DYNAMIC RETURN AND VOLATILITY LINKAGES -- CONTENTS -- ABSTRACT -- INTRODUCTION -- EXISTING EMPIRICAL ANALYSIS  OF NAFTA STOCK MARKETS -- DATA AND DESCRIPTIVE STATISTICS -- COINTEGRATION ANALYSES -- 4.1. THE JOHANSEN MULTIVARIATE APPROACH -- 4.2. EMPIRICAL RESULTS -- 4.3. RECURSIVE COINTEGRATION ANALYSIS -- 4.4. ROLLING COINTEGRATION -- 4.5. COINTEGRATION AND STRUCTURAL CHANGE -- 4.6. COINTEGRATION AND THRESHOLD EFFECTS -- GENERALIZED IMPULSE-RESPONSE FUNCTIONS -- THE MULTIVARIATE GARCH: METHOD AND ECONOMETRICS -- 6.1. ISSUES AND STYLIZED FACTS -- 6.2. ECONOMETRIC FRAMEWORK -- The Mean Model -- The Covariance Model -- THE MULTIVARIATE GARCH:  ESTIMATION RESULTS -- CONCLUSION -- REFERENCES -- INDEX."]
[null,null,null,"Sommario/riassunto","This research explores the dynamic linkages that portray different facets of the joint probability distribution of stock market returns in the North American Free Trade Area (NAFTA) - Canada, Mexico, and the US."]