Stock exchange and interest rate are two crucial factors of economic growth of a country.
The impacts of interest rate on stock exchange provide important implications for monitory …

The key to achieving successful stock market forecasting is obtaining the best possible
results with the minimum required input data. The central objectivesfor acquiring accurate …

This paper examines the long-run impact of macroeconomic indicators such as interest rate,
foreign capital flows, exchange rate, GDP growth, inflation and trade on stock market …

As a most important component of capital market, stock market has always been regarded
as the “barometer” of macroeconomy. However, many researchers have found that the stock …

The paper examines the effect of interest rates on the stock market capitalization rate in
Amman Stock Exchange (ASE) over the period 1999-2008. Based on the multiple linear …

This research compares twelve different factor models in explaining variations in US sector
returns between Nov. 1989 and Feb. 2014 using the quantile regression approach …

Interest rate risk is one of the major financial risks faced by banks due to the very nature of
the banking business. The most common approach in the literature has been to estimate the …

Interest rate dynamic effect on stock returns is examined under different levels of central
bank transparency under an asset pricing context. Using a large set of emerging countries in …

The paper investigates the effects of INTEREST RATE s on STOCK MARKET performance
by using monthly time series data for the economy of BANGLADESH over the period of 1991 …

This letter applies the Hinich portmanteau bicorrelation test jointly with the windowed testing
procedure to detect nonlinear behaviour in the rate of returns series for seven Latin …