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Do international reactions of stock and bond markets reflect macroeconomic fundamentals?

Author

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  • Eli M. Remolona

Abstract

Using quarterly data for the United States, Japan, and the United Kingdom, this article investigates the relationship between changes in fundamental economic conditions and the international reactions of stock and bond markets. The author assesses the degree to which the transmission of information about fundamentals prompts the stock or bond markets in different countries to move together.

Suggested Citation

  • Eli M. Remolona, 1991. "Do international reactions of stock and bond markets reflect macroeconomic fundamentals?," Quarterly Review, Federal Reserve Bank of New York, vol. 16(Aut), pages 1-13.
    • Handle: RePEc:fip:fednqr:y:1991:i:aut:p:1-13:n:v.16no.3
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    Citations

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    Cited by:

    1. Lim, Edward S. & Gallo, John G. & Swanson, Peggy E., 1998. "The relationship between international bond markets and international stock markets," International Review of Financial Analysis, Elsevier, vol. 7(2), pages 181-190.
    2. Laopodis, Nikiforos T., 2004. "Monetary policy implications of comovements among long-term interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(2), pages 135-164, April.

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