A Study of Interest Rate Volatility of Stock Returns from Listed Bills Finance Corporation in Taiwan
碩士 === 南華大學 === 財務管理研究所 === 91 === This study examines whether the stock returns of Taiwan’s three listed bills financial corporation are affected by interest rate volatility. We compare the size and the affected duration which is caused by interest rate movement. The sample data are from January...
Main Authors: | Tsung-hsiung Wang, 王聰雄 |
---|---|
Other Authors: | Ching-jun Hsu |
Format: | Others |
Language: | zh-TW |
Published: |
2003
|
Online Access: | http://ndltd.ncl.edu.tw/handle/54856271879501356980 |
Similar Items
-
The study on the relationship between stock returns and the volatility of interest rate finance group
by: 陳韻如
Published: (2004) -
Interest Rate Policy, Stock Market Return and Volatility
by: Yu-Ting Chien, et al.
Published: (2004) -
The Return and Volatility Spillovers across Stock, Exchange Rate, and Interest Rate Markets in Taiwan
by: Chia-Hui Lin, et al.
Published: (2005) -
Bank stock return sensitivity to changes in interest rate level and volatility
by: Bengtsson, Filip, et al.
Published: (2018) -
The Effects of Interest Rates Volatility on Stock Market Returns in Malaysia and Singapore
by: Karen Tan, et al.
Published: (2012-05-01)