Purpose - This paper aims to examine the effect of both inflation rate and interest rate on stock prices using … to measure the sensitivity in variations in inflation rates and interest rates on stock prices. Design … cointegration analysis show that cointegration exists between the stock prices, the changes in stock prices due to inflation rates …

model. We show that this result hinges on a cointegrating relationship between TFP and stock prices that is not stationary …

We explore the stability properties of interest rate rules granting an explicit response to stock prices in a New … consumption is affected by the market value of financial wealth, making stock prices non-redundant for the business cycle. We find … that if the financial wealth channel is sufficiently strong, responding to stock prices enlarges the policy space for which …

proportion of time models predict the correct direction or sign of change of daily high and low stock prices. In addition …

The study examined stock prices (SP) and exchange rate (ER) interactions with multivariate VAR-GARCH model using …

interest rates, but stock prices increase in line with currency devaluation, in particular those of large (exporting) firms …