An Interest Rate Sensitivity Analysis of the Listed Bank Stock Returns: A Two Index Model Approach
碩士 === 淡江大學 === 管理科學研究所 === 83 === Banks are financial internmediate institutions in the Busi- ness of earning profits which is generated by borrowing funds from those who have saved and, in turn , making loans to others. So , the innovation of int...
Main Authors: | Churn-Yarn Yeh, 葉純言 |
---|---|
Other Authors: | Shin-Fu Tsay |
Format: | Others |
Language: | zh-TW |
Published: |
1995
|
Online Access: | http://ndltd.ncl.edu.tw/handle/41280828081615116136 |
Similar Items
-
THE Sensitivity of Bank Stock Returns to Interest rate and Exchange rate
by: Ching-wen Lien, et al.
Published: (1999) -
Bank stock return sensitivity to changes in interest rate level and volatility
by: Bengtsson, Filip, et al.
Published: (2018) -
The Sensitivity of Banks’ Stock Returns to Interest Rate Exposure : How Major Swedish Banks’ Stock Returns Are Affected by Changes in Interest Rates and in the Slope of the Yield Curve
by: Strömberg, Linda, et al.
Published: (2019) -
Interest Rate Sensitivity of Stock Returns-Evidence from Listed Insurance Companies in Taiwan
by: Shu-Fang Huang, et al.
Published: (2000) -
An Empirical Study of Market, Interest Rate and Exchange Rate Risk Factors on Listed Bank Stock Returns in Taiwan
by: Lee, Wei-Chen, et al.
Published: (1996)