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Effects of interest rate changes on the stock market in Taiwan

Huang, Ai-Chen; Chang, Hsiao-Fen - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 623-630

Persistent link: https://www.econbiz.de/10011419182

The impact of macroeconomic factors on the US Stock Exchange

Süslü, Cemil - In: International journal of sustainable economies … 11 (2022) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10014290717

An empirical analysis of stock prices in major Asian markets and the United States

Chan, Kam C. - In: The financial review : the official publication of the … 27 (1992) 2, pp. 289-307

Persistent link: https://www.econbiz.de/10001143745

Decomposing time-frequency relationship between interest rates and share prices in India through wavelets

Tiwari, Aviral Kumar - In: Economia internazionale 66 (2013) 4, pp. 515-531

Persistent link: https://www.econbiz.de/10010250728

A reexamination of the relationship between liquidity premiums and the level of interest rates

Kiely, Joseph K. - In: Quarterly journal of business and economics : QJBE 34 (1995) 3, pp. 60-70

Persistent link: https://www.econbiz.de/10001187655

Volatility of exchange rates, interest rates, and stock returns

Najand, Mohammad - In: Journal of multinational financial management 2 (1992) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10001142808

Periodic Integration and Cointegration of U.S. Stock Prices, Dividends, and Interest Rates : A New Test of the Present Value Model

Shirwani, Hassan; Delcoure, Natalya; Wilbratte, Barry J. - 2012

This paper presents a new test of the present value model of stock price determination, using some of the recent advances in the econometrics of seasonal time series. Unlike earlier studies which generally find stock prices, dividends, and interest rates to be characterized by standard...

Persistent link: https://www.econbiz.de/10014043638