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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

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

Stock interest rate risk and inflation shocks

Jareño, Francisco; Navarro Arribas, Eliseo - In: European journal of operational research : EJOR 201 (2010) 2, pp. 337-348

Persistent link: https://www.econbiz.de/10003924440

Inflation news and stock returns : market direction and flow-through ability

Díaz, Antonio; Jareño, Francisco - In: Empirical economics : a journal of the Institute for … 44 (2013) 2, pp. 775-798

Persistent link: https://www.econbiz.de/10009724080

Explanatory factors of the inflation news impact on stock returns by sector : the Spanish case

Díaz Pérez, Antonio; Jareño, Francisco - In: Research in international business and finance 23 (2009) 3, pp. 349-368

Persistent link: https://www.econbiz.de/10003876741

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

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

The relevance of the market and news direction when analyzing the inflation news impact on the US stock market

Jareño, Francisco; Tolentino, Marta; Camino … - In: International journal of economics and financial issues … 8 (2018) 2, pp. 113-127

Persistent link: https://www.econbiz.de/10011957504

The US stock market at sector level : inflation news, 1990-2013

Jareño, Francisco; Tolentino, Marta; González Pérez, … - In: Applied econometrics and international development 18 (2018) 1, pp. 71-86

Persistent link: https://www.econbiz.de/10012000540

US stock market sensitivity to interest and inflation rates : a quantile regression approach

Jareño, Francisco; Ferrer, Román; Miroslavova, Stanislava - In: Applied economics 48 (2016) 25/27, pp. 2469-2481

Persistent link: https://www.econbiz.de/10011591154