The Impact of the Interest Rate Change on Bank Stock Returns
In this paper, existing theories of to support the relationship between bank stock return and interest rate will be introduced firstly. Based on the sample of nine year daily bank stock return in the U.S stock market, the influence from the market stock index, short-term and long-term interest rate...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2012
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| Online Access: | https://eprints.nottingham.ac.uk/26052/ |