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Le rendement des obligations provinciales et l’incertitude politique : une analyse de séries chronologiques

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  • Montmarquette, Claude

    (Centre de recherche en développement économique, Université de Montréal)

  • Dallaire, Claude

    (Centre de recherche en développement économique, Université de Montréal)

Abstract

In this text, we apply time series techniques (Box-Tiao) to isolate the influence of the Parti québécois' electoral win of November 1976 on the financial and economic costs of the Québec government borrowings.

Suggested Citation

  • Montmarquette, Claude & Dallaire, Claude, 1980. "Le rendement des obligations provinciales et l’incertitude politique : une analyse de séries chronologiques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 56(3), pages 388-403, juillet-s.
    • Handle: RePEc:ris:actuec:v:56:y:1980:i:3:p:388-403
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    References listed on IDEAS

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    1. Bradford, David F, 1975. "Constraints on Government Investment Opportunities and the Choice of Discount Rate," American Economic Review, American Economic Association, vol. 65(5), pages 887-899, December.
    2. Bierman, Harold & Hass, Jerome E., 1975. "An Analytical Model of Bond Risk Differentials," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(5), pages 757-773, December.
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    Cited by:

    1. Geloso, Vincent J. & Grier, Kevin B., 2022. "Love on the rocks: The causal effects of separatist governments in Quebec," European Journal of Political Economy, Elsevier, vol. 71(C).

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