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- W2079781624 endingPage "3171" @default.
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- W2079781624 abstract "This study is focussed on estimating the real interest and inflation sensitivity in Spanish market, proposing an extension of the Stone (1974 Stone, BK. 1974. Systematic interest-rate risk in a two-index model of returns. Journal of Financial and Quantitative Analysis, 9: 709–21. [Crossref], [Web of Science ®] , [Google Scholar]) two-factor model and controlling for size and growth of the companies [Fama and French (1993) three-factor model], because of its importance in the stock sensitivity shown by previous literature. I also study the classical explanatory factors of the stock sensitivity: leverage and liquidity level of the firms. The Spanish stock response is similar to the response in other markets, and the ‘size’ is higher than ‘growth’ effect." @default.
- W2079781624 created "2016-06-24" @default.
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- W2079781624 date "2008-12-01" @default.
- W2079781624 modified "2023-09-30" @default.
- W2079781624 title "Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model" @default.
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- W2079781624 doi "https://doi.org/10.1080/00036840600994187" @default.
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