Essays in Market Integrations, and Economic Forecasting
In this thesis I study two fields of empirical finance: market integration and economic forecasting. The first two chapters focus on studying regional integration of Mexican and U.S. equity markets. In the third chapter, I propose the use of the daily term structure of interest rates to forecast inf...
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| Language: | en_ca |
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2012
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| Online Access: | http://hdl.handle.net/1807/34015 |