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Le Rendement des Obligations Provinciales et L'incertitude Politique: une Analyse de Series Chronologiques

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  • Montmarquette, C.
  • Dallaire, C.

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.
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Suggested Citation

  • Montmarquette, C. & Dallaire, C., 1980. "Le Rendement des Obligations Provinciales et L'incertitude Politique: une Analyse de Series Chronologiques," Cahiers de recherche 8013, Universite de Montreal, Departement de sciences economiques.
    • Handle: RePEc:mtl:montde:8013
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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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