The present study attempts to examine the relationship between interest rate movements and stock returns in India by using the methodology of panel regression. The study spans the period from 1st April 1996 to 30th August 2014. Sample used in the study consists of all financial and non-financial...

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...

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...