The Impact of the Interest Rate Change on Bank Stock Returns

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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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Bibliographic Details
Main Author:	WANG, NIANXUAN
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/26052/

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