| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 964719 | Journal of International Money and Finance | 2011 | 17 Pages |
Abstract
⺠The term structures of Canada and of the United States have been historically interconnected. ⺠The connection was broken by the Canadian monetary reforms of the early 1990s. ⺠The change in cross-country correlations is especially notable for the short rate. ⺠We attribute the changes to Canada's adoption of inflation targets.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Edwin Wong, Kathlyn Lucia, Stephanie Price, Richard Startz,