Gilmore, Claire G.; McManus, Ginette M. - In: North American economic and financial integration, (pp. 137-151). 2004
This paper tests for the existence of a long-run co-movement between the three North American stock markets of Canada, Mexico, and the U.S. and examines whether or not the implementation of the North American Free Trade Agreement (NAFTA) has led to more integrated equity markets. Application of...
