{"title":"西太平洋银行集团股票收益对长期利率变化的敏感性","authors":"Nara Chimidsabuu","doi":"10.2139/ssrn.3681341","DOIUrl":null,"url":null,"abstract":"The aim of this paper is analyzing the sensitivity of the stock return of a Westpac group to the change in the long-term interest rate by using time series data covering from 1997 to 2019 with total 275 observation.","PeriodicalId":365642,"journal":{"name":"ERN: Behavioral Finance (Microeconomics) (Topic)","volume":"90 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-08-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Sensitivity of the Stock Return of Westpac Group to the Change in the Long-Term Interest Rate\",\"authors\":\"Nara Chimidsabuu\",\"doi\":\"10.2139/ssrn.3681341\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The aim of this paper is analyzing the sensitivity of the stock return of a Westpac group to the change in the long-term interest rate by using time series data covering from 1997 to 2019 with total 275 observation.\",\"PeriodicalId\":365642,\"journal\":{\"name\":\"ERN: Behavioral Finance (Microeconomics) (Topic)\",\"volume\":\"90 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-08-26\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Behavioral Finance (Microeconomics) (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3681341\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Behavioral Finance (Microeconomics) (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3681341","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Sensitivity of the Stock Return of Westpac Group to the Change in the Long-Term Interest Rate
The aim of this paper is analyzing the sensitivity of the stock return of a Westpac group to the change in the long-term interest rate by using time series data covering from 1997 to 2019 with total 275 observation.