The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach
| Year of publication: |
2010
|
|---|---|
| Authors: | Michelis, Leo ; Ning, Cathy |
| Published in: |
The Canadian journal of economics. - Boston, Mass. [u.a.] : Blackwell, ISSN 0008-4085, ZDB-ID 2181174. - Vol. 43.2010, 3, p. 1016-1040
|