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Applied Economics Letters Volume 7, 2000 - Issue 5
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Original Articles

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

Simon Broome
&
Bruce Morley
Pages 321-323 | Published online: 06 Oct 2010

Citations (5)

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Read on this site (1)

Bruce Morley. (2002) Output, consumption and the stock market: implications for European convergence. Applied Economics 34:3, pages 317-323.
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Articles from other publishers (4)

Zaghum Umar, Imran Yousaf & David Y. Aharon. (2021) The relationship between yield curve components and equity sectorial indices: Evidence from China. Pacific-Basin Finance Journal 68, pages 101591.
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Rania Jammazi, Román Ferrer, Francisco Jareño & Shawkat M. Hammoudeh. (2017) Main driving factors of the interest rate-stock market Granger causality. International Review of Financial Analysis 52, pages 260-280.
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Marco Corazza, A. G. Malliaris & Elisa Scalco. (2009) Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications. Computational Economics 35:1, pages 1-23.
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A. G. (Tassos) Malliaris, Marco Corazza & Elisa Scalco. (2006) Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests. SSRN Electronic Journal.
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