Liu, Yuan2013-08-272013-08-2720052005http://hdl.handle.net/10393/25248As a small open-economy Canada's bond yields are said to be influenced by world financial markets, particularly the U.S. bonds market. As a result, I attempt to consider whether there is a close link between the Canadian and U.S financial markets. In thisenIs there a cointegration relationshoip of long-term bond yield between US and Canada