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Can US stocks provide a safe haven from interest and inflation risk? : a sector level examination of the response to unanticipated nominal, real interest and inflation rate shocks

González Pérez, María de la O; Jareño, Francisco; … - 2015

Persistent link: https://www.econbiz.de/10010520772

Predicting the direction of interest rate movements

Papageorgiou, Nicolas; Skinner, Frank S. - In: The journal of fixed income 11 (2001) 4, pp. 87-95

Persistent link: https://www.econbiz.de/10001701726

Parametric estimation of different interest rate processes

Ioannides, Michalis; Skinner, Frank S. - In: Applied financial economics 13 (2003) 6, pp. 431-446

Persistent link: https://www.econbiz.de/10001770760

Can US Stocks Provide a Safe Haven from Interest and Inflation Risk? A Sector Level Examination of the Response to Unanticipated Nominal, Real Interest and Inflation Rate Shocks

Gonzalez, Maria - 2016

This paper examines the relation between stock returns and unexpected changes in nominal and real interest rates and inflation for the US stock market. With the exception of Sweeney and Warga (1986), we are the first to examine this relation in detail by breaking the results down from the US...

Persistent link: https://www.econbiz.de/10013005115

The financial crisis impact : an industry level analysis of the US stock market

Barroso, María de la O; Jareño, Francisco; Skinner, … - In: Applied econometrics and international development 17 (2017) 2, pp. 61-74

Persistent link: https://www.econbiz.de/10011948462