Relationship between Interest Rate Movements and Common Stock Returns

The volatility of interest rate and the risks from exposure to such volatility has made it a quite important subject of study in this area. Most existing studies examining the phenomenon of interest rate sensitivity have focused on its influence on the stock returns of banks and financial institutio...

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Bibliographic Details
Main Author: Chen, Jun
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2006
Subjects:
Online Access:https://eprints.nottingham.ac.uk/20385/