Interest rate changes and stock returns: A European multi-country study with wavelets-Reference-Cited by-同舟云学术

Interest rate changes and stock returns: A European multi-country study with wavelets

Published:2016-07 Issue: Volume:44 Page:1-12
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Ferrer Román,Bolós Vicente J.,Benítez Rafael

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference51 articles.

1. The continuous wavelet transform: Moving beyond uni- and bivariate analysis;Aguiar-Conraria;Journal of Economic Surveys,2014

2. An international study of causality-in-variance: Interest rate and financial sector returns;Alaganar;Journal of Economics and Finance,2003

3. Linear and nonlinear interest rate sensitivity of Spanish banks;Ballester;Spanish Review of Financial Economics,2011

4. The interest rate exposure of nonfinancial corporations;Bartram;Review of Finance,2002

5. Market, interest rate and exchange rate risk effects on financial stock returns: A GARCH-M approach;Beirne;Quantitative and Qualitative Analysis in Social Sciences,2009

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