Long-run and short-run linkages between stock prices and interest rates in the G-7

Simon Broome and Bruce Morley

Applied Economics Letters, 2000, vol. 7, issue 5, 321-323

Abstract: The paper investigates the nature of the relationship between stock prices and interest rates, using the cointegration and co-dependence techniques. Using data for the G-7 economies, the evidence suggests that in general stock prices and interest rates do not exhibit a long-run common trend, but rather follow a short-run cyclical pattern.

Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:7:y:2000:i:5:p:321-323

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DOI: 10.1080/135048500351474

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