We have analysed extreme movements of the main stocks traded in the Eurozone by sectors in the 2000's decade. We find several patterns. <italic>First</italic>, we can classify firms by sector according to their different estimated Value-at-Risk (VaR) values but we cannot find differences according to their...

We analyse the interaction between monetary policy and stock prices in Barbados, Jamaica and Trinidad and Tobago (T&T), both individually and jointly as the Caribbean countries using structural VARs, as proposed in Bjornland and Leitemo (2009). Annual and monthly frequencies are used for...