Free trade agreements and volatility of stock returns and exchange rates: evidence from NAFTA

DOI10.1007/S11079-017-9472-XzbMath1412.91092OpenAlexW2778061207MaRDI QIDQ2416299

Farrokh Nourzad, Bram Daelemans, Joseph P. Daniels

Publication date: 23 May 2019

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://epublications.marquette.edu/cgi/viewcontent.cgi?article=1579&context=econ_fac

zbMATH Keywords

volatilityfree trade agreementNAFTA

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Trade models (91B60)

Related Items (1)

Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods

Cites Work

• The Mexican financial crisis of December 1994 and lessons to be learned
• Generalized autoregressive conditional heteroscedasticity
• Bilateral trade, openness, and asset holdings
• THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL

This page was built for publication: Free trade agreements and volatility of stock returns and exchange rates: evidence from NAFTA