Melanie-Kristin Beck

affiliation not provided to SSRN

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Central Bank Communication and Correlation between Financial Markets: Canada and the United States

Number of pages: 22 Posted: 05 Jan 2012 Last Revised: 09 Jul 2012
Melanie-Kristin Beck, Bernd Hayo and Matthias Neuenkirch
affiliation not provided to SSRN, University of Marburg - School of Business & Economics and University of Trier - Faculty of Economics
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Bank of Canada, Central Bank Communication, Diagonal-BEKK Models, Dynamic Correlations, Federal Reserve, Financial Markets