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Private Capital Flows, Financial Development, and Economic Growth in Developing Countries. (2000). Bailliu, Jeannine.
In: Staff Working Papers.
RePEc:bca:bocawp:00-16.

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    Paper not yet in RePEc: Add citation now

  18. Kanas, A. (1998). Volatility spillovers across equity markets: European evidence. Applied Financial Economics 8, 245-256.

  19. Karolyi, G. A. (1995). A multivariate GARCH model of international transmissions of stock returns and volatility: The case of the United States and Canada. Journal of Business & Economic Statistics 13(1), 11-25.

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  23. Lin, W.-L., R. F. Engle, and T. Ito (1994). Do bulls and bears move across borders? International transmission of stock returns and volatility. Review of Financial Studies 7(3), 507-538.

  24. McCurdy, T. H. and I. G. Morgan (1991). Tests for a systematic risk component in deviations from uncovered interest rate parity. Review of Economic Studies 58, 587-602.

  25. Nelson, D. (1991). Conditional heteroskedasticity in asset returns: A new approach. Econometrica 59, 347-370.

  26. Susmel, R. and R. F. Engle (1994). Hourly volatility spillovers between international equity markets. Journal of International Money and Finance 13, 3-25.

  27. Theodossiou, P. and U. Lee (1993). Mean and volatility spillovers across major national stock markets: Further empirical evidence. Journal of Financial Research 16(4), 337-350.

  28. Tse, Y. (1998). International transmission of information: Evidence from the Euroyen and Eurodollar futures markets. Journal of International Money and Finance 17, 909-929.

  29. Tse, Y. and G. G. Booth (1996). Common volatility and volatility spillovers between U.S. and Eurodollar interest rates: Evidence from the futures market. Journal of Economics and Business 48, 299-312. Bank of Canada Working Papers Documents de travail de la Banque du Canada Working papers are generally published in the language of the author, with an abstract in both official languages.

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  48. Duration and convexity in spanish corporate bonds. (2004). Sotos, Francisco .
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  49. Private Capital Flows, Financial Development, and Economic Growth in Developing Countries. (2000). Bailliu, Jeannine.
    In: Staff Working Papers.
    RePEc:bca:bocawp:00-16.

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  50. Weak convergence and distributional assumptions for a general class of nonliner arch models. (1997). Mele, Antonio ; Fornari, Fabio.
    In: Econometric Reviews.
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  51. The economics of conditional heteroskedasticity: Evidence from canadian and U.S. stock and futures markets. (1997). Ackert, Lucy.
    In: Atlantic Economic Journal.
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  52. Incerteza inflacionária e crescimento do produto e incerteza do produto e crescimento inflacionário. (1991). Teixeira, Ernani .
    In: Nova Economia.
    RePEc:nov:artigo:v:2:y:1991:i:2:p:123-133.

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  53. Uncertainty Shocks and Business Cycle Research. (). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: Review of Economic Dynamics.
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