Browsing by Subject "interest rate"
Now showing items 1-2 of 2
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Article
The behaviour of stock returns and interest rates over the business cycle in the US and UK
(2001)The paper studies the dynamic behaviour of the conditional mean and volatility of weekly financial variables in relation to the business cycle for the USA and UK economies. The mean US S&P stock returns steadily increases ...
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Article
Financial variables and real activity in Canada
(2003)In this paper we utilize Canadian and U.S. data to investigate the relationship between financial market variables (Canadian and U.S.) and Canadian output growth, using a non-parametric technique. The financial variables ...