Humpe, Andreas (contributor); Macmillan, Peter (contributor) - 2007
whether a number of macroeconomic variables influence stock prices in the US
and Japan. A cointegration analysis is applied …
consequent liquidity trap.
Keywords: Stock Market Indices, Cointegration, Interest Rates.
JEL Classifications: C22, G12, E … cointegration techniques.
These have been applied to the long run relationship between stock prices and
macroeconomic variables in …