股票价格和利率有共同的趋势吗?

Recherches economiques de Louvain Pub Date : 2005-12-01 DOI:10.1017/S0770451800005698

Amaresh Das

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引用次数: 17

摘要

本文通过一种称为“共同依赖”的新技术，实证地捕捉了一组亚洲市场的股票市场与利率之间的相互关系。它使用了1985年至2003年期间亚洲三个国家——印度、巴基斯坦和孟加拉国的一组数据。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Do stock prices and interest rates possess a common trend ?

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.

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Recherches economiques de Louvain

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