Matches in SemOpenAlex for { <https://semopenalex.org/work/W271796784> ?p ?o ?g. }
Showing items 1 to 85 of
85
with 100 items per page.
- W271796784 abstract "This paper explores the relationship between short-term interest rates and the equity returns of the UK financial intermediaries. Based on the arbitrage pricing theory, the present study seeks to answer the sensitivity and pricing questions. The former is tested with a linear two-index model attempting to identify any interest rate risk exposure of these stock returns. The later, however, is examined using a nonlinear multivariate analysis based on the SURE model by imposing cross- and within-equation constraints on the estimated parameters. The econometric analysis unveils a significant negative interest rate effect and the existence of a risk premium incorporated in the expected returns of portfolios consisting of these stocks." @default.
- W271796784 created "2016-06-24" @default.
- W271796784 creator A5016836136 @default.
- W271796784 date "1996-01-01" @default.
- W271796784 modified "2023-09-26" @default.
- W271796784 title "The Interest Rate Sensitivity of the UK Financial Intermediary" @default.
- W271796784 hasPublicationYear "1996" @default.
- W271796784 type Work @default.
- W271796784 sameAs 271796784 @default.
- W271796784 citedByCount "0" @default.
- W271796784 crossrefType "posted-content" @default.
- W271796784 hasAuthorship W271796784A5016836136 @default.
- W271796784 hasConcept C101161028 @default.
- W271796784 hasConcept C10138342 @default.
- W271796784 hasConcept C106159729 @default.
- W271796784 hasConcept C127413603 @default.
- W271796784 hasConcept C142450864 @default.
- W271796784 hasConcept C149782125 @default.
- W271796784 hasConcept C151541453 @default.
- W271796784 hasConcept C151730666 @default.
- W271796784 hasConcept C160623529 @default.
- W271796784 hasConcept C162324750 @default.
- W271796784 hasConcept C175025494 @default.
- W271796784 hasConcept C17744445 @default.
- W271796784 hasConcept C181236170 @default.
- W271796784 hasConcept C199539241 @default.
- W271796784 hasConcept C199728807 @default.
- W271796784 hasConcept C204036174 @default.
- W271796784 hasConcept C2779343474 @default.
- W271796784 hasConcept C29944286 @default.
- W271796784 hasConcept C556758197 @default.
- W271796784 hasConcept C57696902 @default.
- W271796784 hasConcept C65146658 @default.
- W271796784 hasConcept C78519656 @default.
- W271796784 hasConcept C86803240 @default.
- W271796784 hasConceptScore W271796784C101161028 @default.
- W271796784 hasConceptScore W271796784C10138342 @default.
- W271796784 hasConceptScore W271796784C106159729 @default.
- W271796784 hasConceptScore W271796784C127413603 @default.
- W271796784 hasConceptScore W271796784C142450864 @default.
- W271796784 hasConceptScore W271796784C149782125 @default.
- W271796784 hasConceptScore W271796784C151541453 @default.
- W271796784 hasConceptScore W271796784C151730666 @default.
- W271796784 hasConceptScore W271796784C160623529 @default.
- W271796784 hasConceptScore W271796784C162324750 @default.
- W271796784 hasConceptScore W271796784C175025494 @default.
- W271796784 hasConceptScore W271796784C17744445 @default.
- W271796784 hasConceptScore W271796784C181236170 @default.
- W271796784 hasConceptScore W271796784C199539241 @default.
- W271796784 hasConceptScore W271796784C199728807 @default.
- W271796784 hasConceptScore W271796784C204036174 @default.
- W271796784 hasConceptScore W271796784C2779343474 @default.
- W271796784 hasConceptScore W271796784C29944286 @default.
- W271796784 hasConceptScore W271796784C556758197 @default.
- W271796784 hasConceptScore W271796784C57696902 @default.
- W271796784 hasConceptScore W271796784C65146658 @default.
- W271796784 hasConceptScore W271796784C78519656 @default.
- W271796784 hasConceptScore W271796784C86803240 @default.
- W271796784 hasLocation W2717967841 @default.
- W271796784 hasOpenAccess W271796784 @default.
- W271796784 hasPrimaryLocation W2717967841 @default.
- W271796784 hasRelatedWork W1535431054 @default.
- W271796784 hasRelatedWork W1563928704 @default.
- W271796784 hasRelatedWork W1687504163 @default.
- W271796784 hasRelatedWork W180757322 @default.
- W271796784 hasRelatedWork W2035037532 @default.
- W271796784 hasRelatedWork W2072334013 @default.
- W271796784 hasRelatedWork W2277865488 @default.
- W271796784 hasRelatedWork W2397845854 @default.
- W271796784 hasRelatedWork W2770310219 @default.
- W271796784 hasRelatedWork W2951723504 @default.
- W271796784 hasRelatedWork W3097216129 @default.
- W271796784 hasRelatedWork W3121773845 @default.
- W271796784 hasRelatedWork W3121985191 @default.
- W271796784 hasRelatedWork W3123464568 @default.
- W271796784 hasRelatedWork W3125190777 @default.
- W271796784 hasRelatedWork W3125487529 @default.
- W271796784 hasRelatedWork W3143589843 @default.
- W271796784 hasRelatedWork W3156703404 @default.
- W271796784 hasRelatedWork W1984302819 @default.
- W271796784 hasRelatedWork W3122033660 @default.
- W271796784 isParatext "false" @default.
- W271796784 isRetracted "false" @default.
- W271796784 magId "271796784" @default.
- W271796784 workType "article" @default.