haku: @journal_id 1676 / yhteensä: 53
viite: 19 / 53
| Tekijä: | Koch, T. W. Saporoschenko, A. |
| Otsikko: | The effect of market returns, interest rates, and exchange rates on the stock returns of Japanese horizontal keiretsu financial firms |
| Lehti: | Journal of Multinational Financial Management
2001 : APR, VOL. 11:2, p. 165-182 |
| Asiasana: | Stock returns Interest rates Japan |
| Vapaa asiasana: | Keiretsu Return-generating model |
| Kieli: | eng |
| Tiivistelmä: | The authors examine the sensitivity of individual and portfolio stock returns for for Japanese horizontal keiretsu financial firms to unanticipated changes in market returns, interest rates, exchange rate changes, and nominal interest rate spread changes. Results indicate that the stock returns of keiretsu financial firms often exhibit significant negative responses to interest rate increases. |
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