Short Term Interest Rates Have a Negative Impact on Stock Returns; A Panel Data Analysis for Many European Economies

In the present paper the negative impact of interest rates on stock returns will be estimated for the European economies. Data are monthly during the year 2008 and cover the following countries: Belgium, France, Germany, Greece, Ireland, Italy, Netherlands, Portugal and Spain. The elaboration of data is made feasible by using Eviews software package

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Year of publication:	2009
Authors:	Georgiou, Miltiades N.
Publisher:	[2009]: [S.l.] : SSRN
Subject:	Zins \| Interest rate \| Panel \| Panel study \| Kapitaleinkommen \| Capital income \| EU-Staaten \| EU countries \| Schätzung \| Estimation \| Volatilität \| Volatility

Extent:	1 Online-Ressource (8 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 27, 2009 erstellt
Other identifiers:	10.2139/ssrn.1479176 [DOI]
Classification:	E4 - Money and Interest Rates ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; G1 - General Financial Markets ; C33 - Models with Panel Data
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013156055