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Zinssensitivitäten börsennotierter deutscher Finanzdienstleister: Eine empirische Untersuchung

Year:    2008

Author:    Scholz, Hendrik, Simon, Stephan, Wilkens, Marco

Credit and Capital Markets – Kredit und Kapital, Vol. 41 (2008), Iss. 3 : pp. 427–459

Abstract

Interest-Rate Sensitivity of Listed German Financial Service Companies: An Empirical Study

This article examines the interest-rate sensitivity of listed financial service companies in the German capital market based on the fundamental approach developed by Stone (1974). This means using a market and an interest-rate factor for explaining returns on shares, whereas empirical studies regularly apply different variants to the construction of the interest-rate factor in particular. The empirical analysis focuses on a comparison of the results of various designs of this two-factor regression model for the period from 1973 to 2003 on the basis of a uniform set of data pertaining to German financial service providers. A major influence on the results emanates from the orthogonalization variants relating to the independent variables, the interest-rate period to be considered in the interest-rate factor and the slope of the term structure of interest rates during the evaluation period. On the other hand, alternative constructions of the interest-rate factor have hardly been found to produce an effect on the results.

Journal Article Details

Publisher Name:    Global Science Press

Language:    German

DOI:    https://doi.org/10.3790/kuk.41.3.427

Credit and Capital Markets – Kredit und Kapital, Vol. 41 (2008), Iss. 3 : pp. 427–459

Published online:    2008-11

AMS Subject Headings:    Duncker & Humblot

Copyright:    COPYRIGHT: © Global Science Press

Pages:    33

Author Details

Scholz, Hendrik

Simon, Stephan

Wilkens, Marco

  1. Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany

    Czaja, Marc-Gregor | Scholz, Hendrik | Wilkens, Marco

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    https://doi.org/10.1111/j.1468-036X.2008.00455.x [Citations: 21]
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    https://doi.org/10.1007/s11156-008-0104-9 [Citations: 33]