Do stock prices and interest rates possess a common trend?
This paper empirically captures the interrelationships between the stock markets and interest rates for a set of Asian markets by means of a new technique called co-dependence. It uses a set of data for three countries in Asia – India, Pakistan and Bangladesh, over a time period spanning from 1985 to 2003.
Volume (Year): 71 (2005)
Issue (Month): 4 ()
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References listed on IDEAS
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- Hansen, Lars Peter & Jagannathan, Ravi, 1997.
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- Matiur Rahman & Muhammad Mustafa, 1997. "Dynamic linkages and Granger causality between short-term US corporate bond and stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 4(2), pages 89-91. Full references (including those not matched with items on IDEAS)
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