Stock Returns and Interest Rates: The Case of Greece

Harilaos Harissis

European Research Studies Journal, 1999, vol. II, issue 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.

Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:ers:journl:v:ii:y:1999:i:1-4:p:15-32

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