Long-run and short-run linkages between stock prices and interest rates in the G-7
The paper investigates the nature of the relationship between stock prices and interest rates, using the cointegration and co-dependence techniques. Using data for the G-7 economies, the evidence suggests that in general stock prices and interest rates do not exhibit a long-run common trend, but rather follow a short-run cyclical pattern.
Volume (Year): 7 (2000)
Issue (Month): 5 ()
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