Please use this identifier to cite or link to this item:
https://www.um.edu.mt/library/oar/handle/123456789/30646| Title: | Stock returns and interest rates : the case of Greece |
| Authors: | Harissis, Harilaos F. |
| Keywords: | Investments -- Greece Stock exchanges -- Greece Interest rates -- Greece Portfolio management -- Greece |
| Issue Date: | 1999 |
| Publisher: | University of Piraeus. International Strategic Management Association |
| Citation: | Harissis, H. F. (1999). Stock returns and interest rates: the case of Greece. European Research Studies Journal, 2(1-4), 15-32. |
| Abstract: | This paper examines the influence of interest rate changes on stocks’ returns for seven portfolios, which have been constructed from various industries of the Greek Economy. For that purpose we use the two–factors model. The present paper, using the Augmented Market Model, aims at analysing stock returns of those Greek Economy industries that are listed at the Athens Stock Exchange with reference to the interest rate changes. |
| URI: | https://www.um.edu.mt/library/oar//handle/123456789/30646 |
| ISSN: | 11082976 |
| Appears in Collections: | European Research Studies Journal, Volume 2, Issue 1-4 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Stock_returns_and_interest_rates_the_case_of_Greece_1999.pdf | 234.92 kB | Adobe PDF | View/Open |
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