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?: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. (xsd:string)
?:contributor
?:dateModified
  • 2008 (xsd:gyear)
?:datePublished
  • 2008 (xsd:gyear)
?:doi
  • 10.1080/00036840600994187 ()
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  • true (xsd:boolean)
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?:inLanguage
  • en (xsd:string)
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?:issueNumber
  • 24 (xsd:string)
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?:name
  • 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 (xsd:string)
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?:publicationType
  • Zeitschriftenartikel (xsd:string)
  • journal_article (en)
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  • GESIS-SSOAR (xsd:string)
  • In: Applied Economics, 40, 2008, 24, 3159-3171 (xsd:string)
rdf:type
?:url
?:urn
  • urn:nbn:de:0168-ssoar-241033 ()
?:volumeNumber
  • 40 (xsd:string)