期刊名称:Federal Reserve Bank of New York - Quarterly Review
印刷版ISSN:0147-6580
出版年度:1991
卷号:16
期号:3
出版社:Federal Reserve Bank of New York
摘要:Using quarterly data for the United States, Japan, and the United Kingdom, this article investigates the relationship between changes in fundamental economic conditions and the international reactions of stock and bond markets. The author assesses the degree to which the transmission of information about fundamentals prompts the stock or bond markets in different countries to move together