The Linear Relationship between Stock Returns and Interest Rates: Evidence from US Stock Markets
The paper studies the linear relationship between stock returns and interest rates using a sample of US market from 2000 to 2008. The methodology of well tested Ordinary Least Square Model is applied. General results have showed a non-lagged significant positive and a one-day lagged significant nega...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2009
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| Online Access: | https://eprints.nottingham.ac.uk/22874/ |