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The present study attempts to examine the dual impact of changes in interest rate and interest rate volatility on the mean and variance of portfolio stock returns. The study period is from 1st April 1996 to 30th August 2014 covering a total period of approximately 18 years. Sample used in the...
Persistent link: https://www.econbiz.de/10013235033
Besides market risk, banking stocks are also subject to interest rate risk due to the simple fact that banking profitability is a function of prevailing interest rate. This paper examines the effects of interest rate changes on banking stock returns in India using the multivariate OLS and GARCH...
Persistent link: https://www.econbiz.de/10013076455
Cryptocurrency research has attracted a lot of interest since bitcoin prices drastically went up. Due to its erratic and unexpected nature, cryptocurrency investing is more relevant to investor sentiment than fundamentals. This article attempts to undertake a bibliometric analysis using VOS...
Persistent link: https://www.econbiz.de/10013403834