The paper surveys current and previous research on financial institutions' interest rate risk
exposure. The implications of such exposure are discussed and motivating insights are …

This study tests the Post-Keynesian theory regarding bank stock returns and money supply
endogeneity in the context of South Asian countries. This study uses panel data set from …

This study contributes in building emerging literature by investigating the impacts of global
economic policy uncertainty on Malaysian sectoral stock performance. This study models …

This paper investigates the relationship between changes in interest rates and the Spanish
stock market at the industry level over the period from January 1993 to December 2012 …

This paper investigates the linkage between changes in 10-year government bond yields
and stock returns for the major European countries in the time-frequency domain by using a …

This paper investigates the behavior of crude oil prices, government bonds, and stock
market indices around outbreaks of severe international crises and wars. Using a constant …

This paper provides evidence on the risk factors that are priced in bank equities. Alternative
empirical models with precedent in the nonfinancial asset pricing literature are tested …

Abstract The Australian government and Reserve Bank of Australia responded to challenges
posed by the COVID-19 pandemic with a number of rapid interventions within a short period …

This paper examines the sensitivity of the Dow Jones Islamic market index and its
corresponding industry equity indices to changes in the level, slope and curvature of the US …

Purpose–This paper aims to examine the impact of crude oil prices on Australian industry
stock returns. With rising energy prices, it is important to consider oil as a pricing factor in …