On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis

Journal of International Financial Markets, Institutions and Money

Volumn 17, Issue 2, 2007, Pages 167-179

  Kim, Sangbae ^a   In, Francis ^b  

^a Kyungpook National University   (South Korea)

^b MONASH UNIVERSITY   (Australia)

Author keywords

Bond yields; Long run relationship; Short run relationship; Stock prices; Wavelet correlation analysis

Indexed keywords

EID: 33847080007     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2005.10.004     Document Type: Article

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