Can interest rate changes help predict future stock price movements? Evidence from the German market

Sikandar Siddiqui

Applied Economics Letters, 2003, vol. 10, issue 4, 209-211

Abstract: By applying a linear regression model to monthly time series data from the German equity and money markets, this paper challenges the conventional viewpoint that historical data do not possess any explanatory power for future stock market returns.

Date: 2003
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DOI: 10.1080/0003684032000066859

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