An investigation of the impact of interest rates and interest rate volatility on Australian financial sector stock return distributions

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	1001 - 1031
Number of pages	31
Journal	Journal of Business Finance and Accounting
Volume	32
Issue number	5-6
DOIs	https://doi.org/10.1111/j.0306-686X.2005.00620.x
Publication status	Published - 2005

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title = "An investigation of the impact of interest rates and interest rate volatility on Australian financial sector stock return distributions",

author = "Faff, \{Robert W\} and Allan Hodgson and Kremmer, \{Michael L\}",

year = "2005",

doi = "10.1111/j.0306-686X.2005.00620.x",

language = "English",

volume = "32",

pages = "1001 -- 1031",

journal = "Journal of Business Finance and Accounting",

issn = "1468-5957",

publisher = "Wiley-Blackwell",

number = "5-6",

}

TY - JOUR

T1 - An investigation of the impact of interest rates and interest rate volatility on Australian financial sector stock return distributions

AU - Faff, Robert W

AU - Hodgson, Allan

AU - Kremmer, Michael L

PY - 2005

Y1 - 2005

U2 - 10.1111/j.0306-686X.2005.00620.x

DO - 10.1111/j.0306-686X.2005.00620.x

M3 - Article

SN - 1468-5957

VL - 32

SP - 1001

EP - 1031

JO - Journal of Business Finance and Accounting

JF - Journal of Business Finance and Accounting

IS - 5-6

ER -