Do stock prices and interest rates possess a common trend?

Amaresh Das

Recherches économiques de Louvain, 2005, vol. 71, issue 4, 383-390

Abstract: 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.

Date: 2005
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Citations: View citations in EconPapers (3)

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