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We analyse the interaction between monetary policy and stock prices in Barbados, Jamaica and Trinidad and Tobago (T&T), both individually and jointly as the Caribbean countries using structural VARs, as proposed in Bjornland and Leitemo . Annual and monthly frequencies are used for Barbados while, due to data availability constraints, only annual data is employed for Jamaica and T&T. First, our results show that in Barbados, with monthly (and annual) data, a monetary policy shock that increases the Treasury bill rate by 100 basis points causes stock prices to increase by 0.038% (and fall by 0.06%), while a stock price shock that increases stock prices by 1% results in an increase in the Treasury bill rate of 30 (and 190) basis points, respectively. For Jamaica, a monetary policy shock causes stock prices to fall by 0.3%, while a stock price shock that increases stock prices by 1% results in an increase in the …