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.

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Year of publication:	2005-12-01
Authors:	DAS, Amaresh
Institutions:	Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
Subject:	Cointegration \| co-movement \| co-dependence \| serial correlation common feature

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Extent:	application/pdf
Series:	Discussion Papers (REL - Recherches Economiques de Louvain).
Type of publication:	Book / Working Paper
Notes:	The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Institut de Sciences Economiques Number 2005042 8 pages long
Classification:	C22 - Time-Series Models ; E41 - Demand for Money ; E52 - Monetary Policy (Targets, Instruments, and Effects)
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004985393