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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
[journal article]
dc.contributor.author | Jareño, Francisco | de |
dc.date.accessioned | 2011-04-01T03:57:00Z | de |
dc.date.accessioned | 2012-08-29T23:07:57Z | |
dc.date.available | 2012-08-29T23:07:57Z | |
dc.date.issued | 2008 | de |
dc.identifier.uri | http://www.ssoar.info/ssoar/handle/document/24103 | |
dc.description.abstract | This study is focussed on estimating the real interest and inflation sensitivity in Spanish market, proposing an extension of the Stone (1974) 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. | en |
dc.language | en | de |
dc.subject.ddc | Wirtschaft | de |
dc.subject.ddc | Economics | en |
dc.subject.other | Real interest and inflation sensitivity; Stock return; Determinants of interest sensitivity | |
dc.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 | en |
dc.description.review | begutachtet (peer reviewed) | de |
dc.description.review | peer reviewed | en |
dc.source.journal | Applied Economics | de |
dc.source.volume | 40 | de |
dc.publisher.country | USA | |
dc.source.issue | 24 | de |
dc.subject.classoz | Management Science | en |
dc.subject.classoz | Political Economy | en |
dc.subject.classoz | Management | de |
dc.subject.classoz | Financial Planning, Accountancy | en |
dc.subject.classoz | Volkswirtschaftslehre | de |
dc.subject.classoz | Finanzwirtschaft, Rechnungswesen | de |
dc.identifier.urn | urn:nbn:de:0168-ssoar-241033 | de |
dc.date.modified | 2011-04-04T11:49:00Z | de |
dc.rights.licence | PEER Licence Agreement (applicable only to documents from PEER project) | de |
dc.rights.licence | PEER Licence Agreement (applicable only to documents from PEER project) | en |
ssoar.gesis.collection | SOLIS;ADIS | de |
ssoar.contributor.institution | http://www.peerproject.eu/ | de |
internal.status | 3 | de |
dc.type.stock | article | de |
dc.type.document | journal article | en |
dc.type.document | Zeitschriftenartikel | de |
dc.rights.copyright | f | de |
dc.source.pageinfo | 3159-3171 | |
internal.identifier.classoz | 1090401 | |
internal.identifier.classoz | 1090406 | |
internal.identifier.classoz | 1090300 | |
internal.identifier.journal | 21 | de |
internal.identifier.document | 32 | |
internal.identifier.ddc | 330 | |
dc.identifier.doi | https://doi.org/10.1080/00036840600994187 | de |
dc.description.pubstatus | Postprint | en |
dc.description.pubstatus | Postprint | de |
internal.identifier.licence | 7 | |
internal.identifier.pubstatus | 2 | |
internal.identifier.review | 1 | |
internal.check.abstractlanguageharmonizer | CERTAIN | |
internal.check.languageharmonizer | CERTAIN_RETAINED |
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Volkswirtschaftslehre (allgemein)
Political Economy (general) -
Management
Management Science -
Finanzwirtschaft, Rechnungswesen
Financial Planning, Accountancy