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Applied Economics Letters Volume 4, 1997 - Issue 2
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Original Articles

Dynamic linkages and Granger causality between short-term US corporate bond and stock markets

Matiur Rahman Department of Accounting and Finance, McNeese State University, Lake Charles, LA, 70609, USA
&
Muhammad Mustafa Department of Agribusiness and Economics, South Carolina State University, Orangeburg, SC, 29117, USA
Pages 89-91 | Received 11 Jan 1996, Published online: 02 Nov 2006

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Simon Broome & Bruce Morley. (2000) Long-run and short-run linkages between stock prices and interest rates in the G-7. Applied Economics Letters 7:5, pages 321-323.
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Articles from other publishers (7)

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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Rudra P. Pradhan, Mak B. Arvin, Sara E. Bennett, Mahendhiran Nair & John H. Hall. (2016) Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. Asia-Pacific Financial Markets 23:2, pages 175-201.
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R.P. Pradhan, D.B. Zaki, R.P. Maradana, S. Dash, M. Jayakumar & D. Chatterjee. (2015) Bond market development and economic growth: The G-20 experience. Tékhne 13:1, pages 51-65.
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SHEUE LI ONG & CHONG MUN HO. (2014) TESTING FOR LINEAR AND NON-LINEAR GRANGER NON-CAUSALITY HYPOTHESIS BETWEEN STOCK AND BOND: THE CASES OF MALAYSIA AND SINGAPORE. The Singapore Economic Review 59:05, pages 1450045.
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Amaresh Das. (2016) Do stock prices and interest rates possess a common trend ?. Recherches économiques de Louvain 71:4, pages 383-390.
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Rodney M. Chun. (2000) Compensation vouchers and equity markets: Evidence from Hungary. Journal of Banking & Finance 24:7, pages 1155-1178.
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Stavros Stavroglou, Athanasios A. Pantelous, Kimmo Soramaki & Konstantin Zuev. (2016) Causality Networks of Financial Assets. SSRN Electronic Journal.
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